HALISTER1: AUCTION PREVIEW: Strong Demand Expect for SPGB Supply

AUCTION PREVIEW: Strong Demand Expect for SPGB Supply

(Bloomberg) -- Spain to sell 0.25% 01/2019, 4.80% 01/2024, 1.95% 07/2030 for EU2b-3b at 10:30am CET. Analysts are optimistic on the auction given reduced size, recent investor demand, strong carry and roll dynamics.
  • Danske Bank (Anders Moller Lumholtz)
    • 3Y benchmark to attract strong demand; first SPGB on the curve offering positive yield; does not look particularly attractive vs BTPs or in RV; small size suggest strong demand
    • Issuance in 5Y segment has been limited recently; good domestic demand seen in this part of SPGB curve
    • Continued ECB QE buying in 2024s has left market makers short, expect decent demand from these accounts; 8Y sector also offers attractive carry and roll
    • 15Y bonds attractive on the curve vs Italy
  • Mizuho (Antoine Bouvet)
    • Limited auction size supportive factor for the taps; like 8Y sector of SPGB curve, auction should be easily absorbed
    • Performance on 07/2030 has been strong, hinting at good demand from investors
    • Recent EC decision to grant one more year to reach its deficit target supportive for Spain, investor focus remains on upcoming elections June
  • Commerzbank (Christoph Rieger)
    • Spain outperformed Italy ahead of SPGB auctions, versus now trading at the lower end of the range, further outperformance looks limited even after supply
Alert: HALISTER1
Source: BFW (Bloomberg First Word)

Tickers
2539Z GR (European Central Bank)

People
Anders Lumholtz (Danske Bank A/S)
Anders Moeller Lumholtz (Danske Bank A/s)
Antoine Bouvet (Mizuho Financial Group Inc)
Christoph Rieger (Commerzbank AG)

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