ITALY AUCTION RESULTS: 5/10-year BTP and CCTeu

Feb-27 10:22
 2.95% Jul-30 BTP*3.65% Aug-35 BTP1.10% Apr-33 CCTeu
ISINIT0005637399IT0005631590IT0005620460
AmountE3.75blnE3blnE2.75bln
PreviousE2.75blnE13blnE2.75bln
Avg yield2.93%3.55%4.11%
Previous2.95%3.73%4.11%
Bid-to-cover1.54x1.63x1.61x
Previous1.64x 1.58x
Avg Price100.20101.11100.24
Pre-auction mid 101.005100.172
Prev avg price100.30099.577100.240
Prev mid-price100.229 100.152
Previous date30-Jan-2508-Jan-2530-Jan-25
Previous ISINIT0005611055  
Previous bond3.00% Oct-29 BTP  

Historical bullets

ITALY AUCTION RESULTS: BTP Short Term and BTPei auction

Jan-28 10:16
 2.55% Feb-27 BTP Short Term1.50% May-29 BTPei1.80% May-36 BTPei
ISINIT0005633794IT0005543803IT0005588881
AmountE3blnE1.25blnE1.25bln
Previous E1blnE1.5bln
Avg yield2.61%1.17%1.90%
Previous 1.160%1.810%
Bid-to-cover1.63x1.72x1.72x
Previous 1.83x1.55x
Avg Price99.91101.4099.06
Pre-auction mid 101.38298.966
Prev avg price 101.47100.03
Prev mid-price 101.44099.996
Previous date 26-Nov-2425-Oct-24

STIR: SOFR Futures Blocks Seen In Recent Trade

Jan-28 10:13

Recent SOFR block flow lodged a few minutes apart:

  • SFRU7 1,540 lots blocked at 95.995, looks like a buyer.
  • SFRH8 1,159 lots blocked at 95.945, looks like a seller.
  • SFRM8 1,000 lots blocked at 95.925, looks like a seller.

AUSTRIA T-BILL AUCTION RESULTS: 3/6-Month ATBs

Jan-28 10:13
Type3-month ATB6-month ATB
MaturityApr 24, 2025Jul 24, 2025
AllottedE851mlnE822mln
PreviousE1.916blnE1.198bln
AmountE1blnE1bln
TargetE1blnE1bln
PreviousE2blnE1.25bln
Avg yield2.525%2.410%
Previous2.790%2.800%
Bid-to-cover2.25x2.76x
Previous2.11x1.69x
Bid-to-offer1.91x2.27x
Previous2.02x1.62x
Previous dateNov 26, 2024Oct 29, 2024