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Coincidental increase in demand

June 23 primary auction results. The Ministry of Finance received oversubscription for two of the three offered bonds, although demand for the shortest paper was only slightly undersubscribed.

The 13-month bill received 23 bids for UAH1.7bn vs the UAH2bn cap. All bids were at rates no higher than the cut-off from previous auctions, so the MoF satisfied all bids and raised UAH1.8bn for the budget without changes in rates.

The 1.9-year paper was expected to see much higher demand than the cap. The bid-to-cover ratio reached nearly 2.7x, causing another decrease in yields. The cut-off rate slid by only 1bp to 15.81%, while the weighted average yield declined by 9bp to 15.72%, as the minimum bid rate fell by as much as 21bp to 15.54%. The MoF sold the planned volume of securities, raising a little more than UAH2bn for the budget.

For the first time since the end of March, the three-year note was oversubscribed. A 1.4x bid-to-cover ratio was already a certain surprise. The yields in the bids were not higher than the cut-off level of the previous auction, so the Ministry of Finance satisfied all non-competitive demand and all competitive bids, although not all in full, within the cap.

Such demand was partly a situational response because, before June 24 redemption, banks and brokers could replenish their stock of such government bonds to serve their clients.

 

Official results on issuance of domestic bonds