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Swiss treasury bond auctions: An update

Author

Listed:
  • Filippo Cavaleri
  • Marco Gortan
  • Angelo Ranaldo
  • Enzo Rossi

Abstract

Ranaldo and Rossi (2016) presented data on the history of Swiss treasury bond auctions that covered the period from 1980, when the auction mechanism was implemented, to 2014. In this study, we extend the set of observations until 2023 and provide additional information for the entire sample. In addition to its length, our dataset stands out in terms of granularity. This information includes, among other information, the details of the auction process, the underlying rules and their changes over time, the demand schedules per bidder and their identity, awarded sums, yields and maturities at issuance.

Suggested Citation

  • Filippo Cavaleri & Marco Gortan & Angelo Ranaldo & Enzo Rossi, 2025. "Swiss treasury bond auctions: An update," Economic Studies 2025-13, Swiss National Bank.
    • Handle: RePEc:snb:snbecs:2025-13
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    File URL: https://www.snb.ch/en/publications/research/economic-studies/2025/economic_studies_2025_13
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    More about this item

    Keywords

    Government bonds; Treasury auctions; Uniform-price auction;
    All these keywords.

    JEL classification:

    • D44 - Microeconomics - - Market Structure, Pricing, and Design - - - Auctions
    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
    • G20 - Financial Economics - - Financial Institutions and Services - - - General

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