Illiquidity - structural issues

56.  Even though the GGBs were not eligible for the Index and enjoyed no DMO privileges, they could still be structured so as to trade as similarly to Gilts as possible. Most Gilts have semi annual coupons and are redeemed in full on a single date ("bullet repayment"). A complex or non conventional bond structure will generally add to the spread. Therefore, if it was the aim to issue the GGBs at the tightest spread achievable, we believe that it was correct to issue the GGBs as a series of fully paid, bullet repayment bonds even if this meant more complex cash management within LCR. AAA rated bonds with complex cashflow schedules, such as annuities, trade at material discounts to bullet repayment bonds (Figure 35).

57.  One suggestion to ensure the bonds were a quasi Gilt was to make the GGBs convertible into Gilts. This was rejected and in our view would have added a complexity to the bond which would have been detrimental to the pricing. The table below compares the structure of the GGBs with that of a Gilt and another government guaranteed bond for GEFCO, a finance vehicle established by the Export Credits Guarantee Department.

Comparison of Gilt with GGB

 

GILT

GEFCO

GGB

Issuer

Usually HM Treasury

GEFCO

LCR Finance plc

Guarantee

Charge on National Loans fund with recourse to consolidated fund of United Kingdom

Secretary of State for Trade and Industry

SoS for Environment, Transport & Regions

Interest

Semi annual in arrear Actual/Actual

Semi annual in arrear A/A

Semi annual in arrear A/A

Repayment

Bullet, callable

Bullet

Bullet

Optional Early Repayment

None

None

Spens

Form

Registered

Registered/Bearer - quoted Eurobond

Quoted Eurobond - Bearer with Registered option

Pricing

Quoted in decimals

Quoted in decimals

Quoted in decimals

Denomination

1p

1p

£1,000

Settlement agent/Registrar

Central Gilts Office (CGO)

CGO + paying agent

Various

Tax call

None

None

None

Tax gross up

None

None

In certain circumstances

Net or gross payments

Gross

Gross to non UK holders

Gross to non UK holders

AAA rating

Implicit

Implicit

Explicit

Repo/strip

Possible on some Gilts

No

No

GEMM privileges

Yes

[yes]

[No]

Sales method

Price auction (nowadays)

Underwritten

Book built

Sales restrictions

None

Standard

Standard + 144(A) option

58.  The differences set out in this table seem to be small. Most major investors now find it easier to deal in Eurobonds than in domestic bonds and some attempt appears to have been made to avoid the difficulties of US selling restrictions on Eurobonds by introducing a 144A option.

59.  Eurobond form may, however, make the issue less user-friendly for the UK retail investor. Firstly, Eurobonds listed on the London Stock Exchange through the concessionary method of placing, can only be sold initially to professional investors. Secondly, the £1,000 minimum denomination and multiple is high in comparison with Gilts. Lastly, investors can only hold this type of Eurobond if they have a nominee account with access to a Eurobond clearing system. Retail demand for the long issues might have been fairly limited, but there could have been interest for the 2010 issue.