T-bills

2022 - 12 - 8

T-bill auction offers yield of 4.4%, up on the previous high of 4.19 ... (The Straits Times)

SINGAPORE – The interest rate for the latest auction of Treasury Bills (T-bills) is at a 30-year high but demand for the Government-backed product appears ...

The Monetary Authority of Singapore issues four-week and 12-week MAS bills to institutional investors. Very much depends on investor demand and how much they will bid. The US Fed meets on Dec 13 and 14, and is widely expected to raise its federal funds rate by half a percentage point to the 4.25 per cent to 4.5 per cent range. The CPF OA offers a rate of 2.5 per cent, 1.9 percentage points lower than the 4.4 per cent yield in Thursday’s auction. Its 12-week one is the closest in terms of duration to the six-month T-bills issued to retail investors. Blogger Financial Horse said the yield of 4.4 per cent for this T-bill is in line with market pricing. The auction on Thursday has a yield of 4.4 per cent – up on the previous high of 4.19 per cent for the auction on Oct 27 and inching towards the record levels seen in the 1990s. UOB is offering between 3.55 per cent and 3.95 per cent a year for deposits of six-, 10- and 12-month tenures, and OCBC Bank is giving rates of 3.4 per cent to 3.9 per cent for deposits of 12 months. The $219.40 works out to an annual interest rate of 4.4 per cent as T-bills are sold at a discount to face value. That made a ratio of 2.03, meaning the dollar amount of T-bills applications was 2.03 times the amount being sold – down on the 2.38 ratio in the October auction. Thursday’s auction offered $4.6 billion worth of T-bills to retail investors – the same amount as the October issue. Yields hit 5.5 per cent in an auction in September 1990 and 5.52 per cent in one held a week later.

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