A failure of coverage

GLOBALCAPITAL INTERNATIONAL LIMITED, a company

incorporated in England and Wales (company number 15236213),

having its registered office at 4 Bouverie Street, London, UK, EC4Y 8AX

Accessibility | Terms of Use | Privacy Policy | Modern Slavery Statement

A failure of coverage

One would be forgiven for thinking demand for British government debt was drying up, given some of the reporting in September that bid to cover ratios at Gilt auctions were falling.

Such views seemed a little odd this week. It might be November before the UK’s chancellor of the Exchequer makes his next Autumn Statement, but on Tuesday the country’s Debt Management Office made a pretty big autumn statement of its own.

The DMO’s 40th deal since introducing its syndication programme in 2009 drew the biggest book yet — nearly £22bn of orders for a £4.5bn July 2068, far outstripping its previous record of a £16.5bn book for a 30 year bond in June last year.

In September, there were even worries that the UK could “suffer” a “failed” auction. One of its auctions on June 2 had only recorded a bid to cover ratio of 1.19, for instance.

It is hard to see why this should be particularly worrying or a sign that the UK might not find a home for its debt. Germany has “suffered” several “failed” auctions this year, for instance.

“Failed” is a misnomer for an uncovered auction. If the UK — or any other issuer — sold a syndication that was not quite fully subscribed, it would not have “failed”. It might not have been a great deal, but it would not be a failure.

Far too much attention is given to auction bid to cover ratios. There are other, more important, factors to consider when gauging real underlying demand, such as the tail — the difference between the average and lowest accepted price.

Bond markets have been volatile this year, which could explain why the UK’s Gilt auction on June 2 had the lowest bid to cover ratio since 2009, while a few months later the DMO built its largest book since starting its syndication programme in — again — 2009.

A bit more understanding is needed before making grand assumptions around bid to cover ratios.

After all, no one likes a show-off. 

Gift this article