Template-type: ReDIF-Paper 1.0
Author-Name: Filippo Cavaleri
Author-Name-First: Filippo
Author-Name-Last: Cavaleri
Author-Name: Marco Gortan
Author-Name-First: Marco
Author-Name-Last: Gortan
Author-Name: Angelo Ranaldo
Author-Name-First: Angelo
Author-Name-Last: Ranaldo
Author-Person: pra161
Author-Name: Enzo Rossi
Author-Name-First: Enzo
Author-Name-Last: Rossi
Author-Person: pro820
Title: Swiss treasury bond auctions: An update
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.

Length: 18 pages
Creation-Date: 2025
Contact-Email: forschung@snb.ch
File-URL: https://www.snb.ch/en/publications/research/economic-studies/2025/economic_studies_2025_13
File-Format: text/html
Number: 2025-13
Classification-JEL: D44, G12, G20
Keywords: Government bonds, Treasury auctions, Uniform-price auction 
Handle: RePEc:snb:snbecs:2025-13