Liquidity squeeze hurts demand for govt bills

Liquidity squeeze among investors is said to be one of the factors that attributed to the weak performance of the treasury bills auctioned by the Bank of Tanzania (BoT) on Wednesday.

Commercial banks are the leading investors in the short term government paper. Others are pension funds, insurance firms and few microfinance institutions.

The BoT Associate Director Domestic Market Department Mr Paul Maganga said in an interview that most investors including commercial banks and corporate clients are fulfilling annual tax obligation for the financial year 2014/15.

“The fact that commercial banks and their corporate clients are obliged to fulfill annual tax obligations could reduce the ability to effective participation in the treasury bills,” he said.

The government planned to raise 135bn/- but it managed to fetch only 49.5bn/- as total amount tendered thus ending up undersubscribed.

The weighted average yield to maturity across all tenures declined compared to the previous treasury bills auction conducted two weeks ago.

The BoT summary shows further that a total of 65bn/- was sold in 364 days period, 52bn/- for 182 days, 15bn/- for 91 days tenure and 3bn/- for 35 days offer.

With the exception of 35-day bid that received the same amount sought to be raised, the remaining offers were undersubscribed, the weak performance when compared to the previous session held recently.

Similarly, a downward trend of yield rates was seen across all tenors but it did not discourage investors’ appetite for the short term government note.

The 364-day attracted bids worth 28.4bn/- but at the end only 15.3bn/- emerged as successful amount; for the 182-tenor, a total of 16.05bn/- was total amount tendered and 3.2bn/- was retained as successful bids.

For the 91-day, the government accepted 1.04bn/- as successful bids although the amount tendered was 2.04bn/-.

The weighted average interest rates on the 364 days increased to 12.64 per cent from 11.79 per cent of the preceding session.

On 182 days, interest rate rose to 11.40 per cent from 10.89 per cent while the 91 days offer, it changed slightly to 7.37 per cent from 7.64 per cent.
Source: Daily News, reported from Dar es Salaam, Tanzania
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