Monday, February 13, 2017

High liquidity sends t-bills to oversubscription

DAILY NEWS Reporter
STRONG demand characterised treasury bills auction last week supported by high liquidity in the market to close the business oversubscribed.
The Bank of Tanzania (BoT) auction summary shows that the instrument attracted bids worth
400.28bn/- in the auction held last week compared to 138.7bn/- offered to the market although at the end 255.04bn/- became the successful amount. The NMB e-market report states that the Treasury bill auction oversubscribed on Wednesday by 261bn/-.
As a result, plenty of liquidity in the market with overnight rates around 7per cent. Yield rates declined slightly across all tenures, but did not affect high investors’ appetite on the short term government note. Major investors in the one year treasury bills are commercial banks, pension funds, insurance companies and some micro- finance institutions.
The two tenures 364 and 182 days contributed 98 per cent of the total bids during the trading session.
The 364 and 182 days offer attracted bids worth 240.66bn/- and 154.63bn/-respectively against 85.5bn/-and 50.5bn/- offered to the market for bidding.
The 91 and 35 days offer attracted bids worth 2.58bn/- and 2.41bn/- respectively compared to 2bn/- and 700m/- offered to the market. Yield rates for the 364 and 182 days offer were 15.75 per cent and 14.41 per cent from 15.77 per cent and 14.49 per cent of the previous session held two weeks ago.
The yield rates for the 91 and 35 days tenure were 7.10 per cent and 6.50 per cent in the 12 months Treasury note. The highest and lowest bid/100 for the 364 and 182 days offers were 86.80/ 85.40 and 93.39/ 92.62 respectively while for the 91 and 35 days tenor had 98.26/ 98.25 and 99.38/ 99.30.
The minimum successful price/100 for the 364, 182 and 91 days offer were 86.24, 93.26, 98.26 and 99.38 respectively. The weighed average price for successful bid for the 364 tenure was 86.43, the 182 days offer was 93.30, 91 days offer was 98.26 and 99.38 for the 35 days offer

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