FRANKFURT (MNI) – The German federal government sold E2.670 billion
in new 12-month bubills at a weighted average yield of 0.8683%, the
Bundesbank announced Monday.

The weighted average yield was higher than the 0.7492% yield at the
last 12-month auction December 13.

The average price of today’s auction was 99.12969 and the highest
accepted yield was 0.8790%. The government accepted 100% of bids at the
highest accepted yield.

There were E8.375 billion in bids for the bubills, including E1.420
billion in non-competitive bids. The government accepted 100% of the
non-competitive bids.

The bid/cover ratio (excluding retention) was 3.1, below the 3.3
b/c at the December 13 auction. The government retained E330 million of
the issue (or 11%), bringing total issue volume to E3 billion, as
planned.

The bubills will settle on Wednesday, January 26 and mature on
January 25, 2012.

–Frankfurt newsroom: +49-69-720142; frankfurt@marketnews.com

[TOPICS: M$G$$$,M$$FI$,MGX$$$]