HALISTER1: AUCTION PREVIEW: Redemption Flows Seen Helping German 5-Yr Sale

AUCTION PREVIEW: Redemption Flows Seen Helping German 5-Yr Sale

(Bloomberg) -- Germany plans to sell EU4b in 5-year Bobl in reopening of April 2022 series.
  • UniCredit (Strategists including Kornelius Purps)
    • Recent strong demand for short-dated German bonds, EUR14b of redemptions should lend additional support to auction
    • Belly of the curve has been underperforming since the end of February, particularly in the bund universe; 2-5-10Y bund fly rose by 5.5bps; respective fly increased by 4.1bps on EUR swap curve
  • Mizuho (Peter Chatwell)
    • Series has shown signs of heating up in repo suggesting a more meaningful short base among dealers
    • This, as well as richening of 5-year sector on German curve, are positive signs for the auction
  • JPMorgan (Gianluca Salford, Aditya Chordia)
    • 5-year benchmark is trading with a benchmark discount of around 1.2bp, broadly in the middle of last two years’ range
    • Bond is trading slightly on the cheap side on curve in a 50:50 level-adjusted 2s/5s/10s regression

Alert: HALISTER1
Source: BFW (Bloomberg First Word)

Tickers
UCG IM (UniCredit SpA)

People
Kornelius Purps (UniCredit SpA)
Aditya Chordia (JPMorgan Chase & Co)
Gianluca Salford (JPMorgan Chase & Co)
Peter Chatwell (Mizuho Financial Group Inc)

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