US TSY FUTURES: Long Setting Most Prominent On Wednesday
Mar-26 10:13
Preliminary OI data points to meaningful net long setting in curve-wide DV01 terms as Tsy futures ra...
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AUSTRIA T-BILL AUCTION RESULTS: 3-Month ATB
Feb-24 10:06
| Type | 3-month ATB |
| Maturity | May 28, 2026 |
| Allotted | E1.86bln |
| Previous | E1bln |
| Amount | E2.25bln |
| Target | E2.25bln |
| Previous | E1bln |
| Avg yield | 1.945% |
| Previous | 1.950% |
| Bid-to-cover | 2.07x |
| Previous | 1.78x |
| Bid-to-offer | 1.71x |
| Previous | 1.78x |
| Previous date | Jan 27, 2026 |
GILT AUCTION RESULTS: Strong 7-year auction
Feb-24 10:06
- Strong 7-year gilt auction for the 4.125% Mar-33 gilt.
- The LAP (lowest accepted price) was 100.290 - above the intraday high recorded on Bloomberg of 100.281.
- Bid-to-cover in excess of 3x again, too (although this is a slightly smaller auction than last month with a lower bid-to-cover).
- All in all a very successful auction.
ITALY AUCTION RESULTS: BTP Short Term / BTPei Results
Feb-24 10:05
| 2.20% Feb-28 BTP Short Term | 1.10% Aug-31 BTPei | 1.80% May-36 BTPei | |
| ISIN | IT0005692410 | IT0005657348 | IT0005588881 |
| Amount | E2.5bln | E1bln | E1bln |
| Previous | E3bln | E1bln | E1.5bln |
| Avg yield | 2.16% | 0.84% | 1.51% |
| Previous | 2.26% | 0.94% | 1.72% |
| Bid-to-cover | 1.62x | 1.75x | 1.74x |
| Previous | 1.64x | 1.67x | 1.68x |
| Avg Price | 100.10 | 101.37 | 102.78 |
| Pre-auction mid | 100.079 | 101.303 | 102.679 |
| Prev avg price | 99.91 | 100.85 | 100.89 |
| Prev mid-price | 100.759 | 100.790 | |
| Previous date | 27-Jan-26 | 27-Jan-26 | 28-Oct-25 |
