Weekly Supply Monitor: Euro, US, and UK Supply Outlook

Research evidence excerpt

Weekly Supply Monitor: Euro, US, and UK Supply Outlook

0 IL31 (issue confirmed, estimated size) 0.9 7k

02 Jul (Thu) France 13.0 >8.5yr OATs (date confirmed, estimated issue and size) 15.0 128k

02 Jul (Thu) Spain 6.5 Bonos (date confirmed, estimated tenor and size) 5.4 46k

02 Jul (Thu) Spain 0.75 SPGBei (date confirmed, estimated tenor and size) 0.8 7k

02 Jul (Thu) UK 3.25 Green 4.625% Treasury Gilt 2037 (issue confirmed, estimated size) 3.6 27k

03 Jul (Fri) Belgium 0.5 ORI-OLOs (date and size confirmed, estimated tenor) 0.3 3k

Weekly $DV01 of Issuance 31.5

Total Number of Futures Contracts 0k 34k 232k

Date Country Nominal Size Issue Details DV01 Approx. Number 10yr Futures

(Local Ccy, bn) $million/bp TYU6 (UST) G U6 (Gilt) RXU6 (Bund)

07 Jul (Tue) Austria 1.75 RAGBs (date confirmed, estimated tenor and size) 1.7 14k

07 Jul (Tue) Germany 1.5 Green Bunds (date confirmed, estimated issue and size) 0.9 8k

07 Jul (Tue) UK 5.0 4.125% Treasury Gilt 2033 (issue confrimed, estimated size) 3.8 29k

07 Jul (Tue) US 58.0 3-Year 12.7 194k

08 Jul (Wed) Germany 6.0 New Bund Aug36 (issue and size confirmed) 5.7 49k

08 Jul (Wed) Portugal 1.5 PGBs (estimated) 1.3 11k

08 Jul (Wed) UK 2.0 Gilt Tender - Conventional (date confirmed, estimated tenor and size) 1.0 7k

08 Jul (Wed) US 39.0 10-Year (re-opening) 30.7 469k

09 Jul (Thu) US 22.0 30-Year (re-opening) 33.9 519k

10 Jul (Fri) Italy 7.75 3/7/>15yr BTPs (date confirmed, estimated tenors and size) 4.5 39k

Weekly $DV01 of Issuance 96.1

Total Number of Futures Contracts 1182k 36k 121k

14 Jul (Tue) Germany 6.0 New Schatz Sep28 (issue and size confirmed) 1.3 11k

14 Jul (Tue) UK 3.5 Syndication - New/existing 12-20yr Index Linked - estimated date 6.9 53k

15 Jul (Wed) Germany 3.0 30yr Bunds (size confirmed) 5.9 50k