BoE Plans to Sell More Short-Dated Gilts to Improve Market Liquidity

Monday, 9 September 2024, 20:00

BoE is urged to enhance market liquidity by broadening gilt sales to include short-dated gilts. With a notable liquidity issue existing in this segment, banks are advocating for a change ahead of the policy meeting. Investors express concerns about the deteriorating liquidity, urging the central bank to act swiftly.
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BoE Plans to Sell More Short-Dated Gilts to Improve Market Liquidity

BoE Faces Pressure to Expand Gilt Sales

The Bank of England (BoE) is facing increasing pressure from investors to include more short-dated gilts in its sales strategy to bolster market liquidity. Analysts warn that the current liquidity situation is concerning, particularly regarding gilt maturities within the 1-3 year range.

Liquidity Concerns in the Gilt Market

  • Bloomberg's gilt liquidity index hit a new low
  • One-third of BoE's portfolio consists of short-dated bonds
  • Investors stress the need for sales of 1-3 year gilts

Craig Inches from Royal London Asset Management highlighted the risks associated with liquidity in the repo market, where high-quality collateral, like gilts, is exchanged for cash. There’s growing apprehension that limited supply could distort yield dynamics.

Potential Impacts of Enhanced Gilt Sales

  1. Liquidity improvement across short-dated bonds
  2. Smoother balance sheet reduction for the BoE
  3. Mitigation of losses on low-interest bonds

Mark Capleton from Bank of America emphasized that increasing sales of front-dated gilts could greatly benefit the broader market dynamics and facilitate a more efficient balance sheet for the central bank.


This article was prepared using information from open sources in accordance with the principles of Ethical Policy. The editorial team is not responsible for absolute accuracy, as it relies on data from the sources referenced.


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