Monday, November 26, 2012

Strong demand pushed 1-year treasury bill rate to record low





The yield on one-year treasury bills on Monday hit record low, as the liquidity in the banking system and the market’s favorable assessment of the government’s credit-worthiness pushed demand for the securities up.


In the auction for short-term government securities on Monday, the rate on the 364-day bills settled at 0.549 percent, which was 13.1 basis points lower than the previous low of 0.68 percent recorded two weeks ago.


“The market continues to see a manageable inflation level and the favorable cash position of the government,” National Treasurer Rosalia de Leon said in a briefing after the auction.


She said expectations that the increase in consumer prices would remain benign over the short term kept the one-year treasury bill rates low.


According to Bangko Sentral ng Pilipinas estimates, inflation is expected to settle at 3.2 percent in the first 11 months of the year, well within the targeted range for the full year of 3 to 5 percent.


Bids for the one-year bills on Monday amounted to P6.5 billion, higher than the P4 billion offered by the government. However, the auction committee of the Bureau of the Treasury opted to stick to the borrowing schedule and accepted only P4 billion as planned.


In the meantime, yields on the three- and six-month government securities rose from previously recorded record lows.


De Leon said this was a manifestation of market correction rather than unfavorable sentiment among portfolio investors.


The rate on the bellwether 91-day T-bills reached 0.2 percent, up by 5 basis points from 0.15 percent recorded during the previous auction.


Demand for the three-month debt paper was also robust, reaching P3.78 billion, much higher than the P1 billion provided in the government’s borrowing schedule. The government, not wanting to over-borrow, accepted P1 billion worth of bids.


The yield on the 182-day T-bills reached 0.527 percent, up by 7.7 basis points from the previous low of 0.45 percent.


Last week, the Department of Budget and Management said the budget deficit for the whole year was expected to settle at about 2.3 percent of the country’s gross domestic product, below the official ceiling of 2.6 percent of GDP.


De Leon said the favorable fiscal condition in the country continued to encourage investors to buy government securities.—Michelle V. Remo


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Tags: Bonds and t-bills , Philippines , treasury bills



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