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

Research evidence excerpt

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

enor and size) 4.9 44k

06 Aug (Thu) Spain 0.5 SPGBei (date confirmed, estimated tenor and size) 0.5 5k

07 Aug (Fri) Belgium 0.5 ORI-OLOs (date and size confirmed, estimated tenor) 0.4 4k

Weekly $DV01 of Issuance 23.1

Total Number of Futures Contracts 0k 20k 183k

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

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

11 Aug (Tue) Finland 1.5 RFGBs (date confirmed, size €1-1.5bn) 1.6 14k

11 Aug (Tue) Germany 6.0 Bobl 2.9% Oct31 (issue and size confirmed) 3.3 29k

11 Aug (Tue) US 58.0 3-Year 12.7 199k

12 Aug (Wed) Germany 2.5 Bunds including 1.8% Aug53 (€1.5bn) - issue and size confirmed 4.5 40k

12 Aug (Wed) UK 1.0 IL35 (issue confirmed, estimated size) 1.1 9k

12 Aug (Wed) US 42.0 10-Year 33.1 519k

13 Aug (Thu) Italy 3/7/>15yr BTPs - we expect this auction to be cancelled 0k

13 Aug (Thu) US 25.0 30-Year 38.6 605k

Weekly $DV01 of Issuance 94.8

Total Number of Futures Contracts 1323k 9k 83k

18 Aug (Tue) UK 4.0 4.875% Treasury Gilt 2036 (issue confirmed, estimated size) 4.1 32k

19 Aug (Wed) Germany 6.0 Bund 3% Aug36 (issue and size confirmed) 5.8 51k

19 Aug (Wed) US 16.0 20-Year 20.0 313k

20 Aug (Thu) France 10.0 2-8.5yr OATs (date confirmed, estimated issue and size) 4.0 36k

20 Aug (Thu) France 1.5 OATei/i (date confirmed, estimated issue and size) 1.6 14k

20 Aug (Thu) Spain Bonos (date confirmed) - we expect this auction to be cancelled

20 Aug (Thu) US 8.0 30-Year TIPS (re-opening) 16.5 258k

Weekly $DV01 of Issuance 51.9

Total Number of Futures Contracts 572k 32k 101k

Data break-down in above table may be incomplete due to legal reasons. For EGBs, estimated auction sizes include non-competitive allocations and might exceed

announced ranges.