Treasury Bills

SeekingAlpha  Sep 26  Comment 
By Donald van Deventer: Forward 1-month T-bill rates plunged this week, falling at every monthly maturity for the next 10 years. The fall in implied forward 1-month Treasury bill rates stems from a decrease of 0.07% to 0.14% in current U.S....
Financial Times  Sep 24  Comment 
The end of financial quarters is generally marked by investors and banks liquidating trades over the past three months and parking the proceeds into short-dated securities, a practice known as window dressing for reporting purposes
The Hindu Business Line  Sep 17  Comment 
One-year Japanese government bills traded at a yield of minus 0.005 per cent on Wednesday, the first time the one-year Japanese bill yield has traded in negative territory. Traders quickl...
SeekingAlpha  Aug 22  Comment 
By Donald van Deventer: Forward 1-month T-bill rates twisted again, like they did last summer, leading to a drop of 0.07% in January 2023 and a rise of 0.19% in May 2016. The twist in implied forward 1-month Treasury bill rates stems from an...
The Economic Times  Aug 12  Comment 
The securities have under performed longer-term debt as signs of economic improvement spurred bets the Fed will accelerate interest-rate increases.
SeekingAlpha  Aug 9  Comment 
By Donald van Deventer: Long term implied forward 1-month Treasury bill rates more than reversed last week's increases, plunging this week at intermediate maturities. The largest decrease came in June 2016 where the forward rate dropped 0.26%....
SeekingAlpha  Aug 1  Comment 
By Donald van Deventer: Long-term implied forward 1-month Treasury bill rates moved up strongly this week at intermediate maturities, with the largest increase coming in March 2021 at 0.15%. Forward 1-month T-bill rates are now projected to rise...


The graph to the left is the discount rate for T-Bills with a 3-month maturity.

Treasury bills are short-term debt securities issued by the U.S. Government. They are issued in lengths of four weeks (30 days), three months (90 days), six months (180 days), and one year (360 days). However, the one year bill is currently no longer issued. Treasury bills are known as a zero coupon, or discount security, since it pays the interest and principal at maturity.

The rates listed on Treasury bills are known as discount rates. However, it is important know two things when purchasing Treasury bills:

  1. The discount rate is annualized
  2. The Treasury assumes that a year has 360 days




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