Question about Treasury Bills

Discussion in 'Fixed Income' started by vanman72001, Sep 3, 2024.

  1. I need some help. I just bought my first T-bill at auction 3months ago (which I will never do again by the way), and at first glance I thought it lost money. I expected it to pay about 5.3% APY which was the going rate for 3 month T-bills at that time, and instead, it is listed as paying 3.25% annual interest. And now that it has reached maturity, I am a little confused. Here are the details:

    Trade Transaction Details
    US TREASUR NT 3.25%08/24UST NOTE DUE 08/31/24

    Trade Details

    Trade Date

    06/03/2024

    Settle Date

    06/04/2024

    CUSIP #

    91282CFG1

    Action

    Buy

    Quantity

    5,000

    Price

    $99.4766

    Principal

    -$4,973.83

    Commission

    $0.00

    Accrued Interest

    $42.39

    Total

    -$5,016.22Trade Transaction Details

    US TREASUR NT 3.25%08/24UST NOTE DUE 08/31/24

    * Today I received the $5000 value of the T-Bill at maturity, but it looks like I paid $5016.22 for it initially because I paid the previous T-Bill holder $42.39 in accrued interest, so I lost $16.22.

    But then I received $81.25 in bond interest today for this T-Bill that just matured. So I think I actually ended up with a total gain of $65.03 which comes out to about 5.19% APY. So I did actually make a profit. It is just confusing. Am I understanding this right? I pay some accrued interest to the previous owner initially when I buy the T-Bill, then I receive some Bond interest when it matures plus the Face Value of the T-Bill?

    *** On a side note, all of my other T-bill purchases were on the secondary market and have matured normally and paid out approximately what I expected them to pay out at maturity. I'm brand new to Treasuries, but I will definitely only buy on the secondary market for now because it is much easier to understand.
     
    Last edited: Sep 3, 2024
  2. mervyn

    mervyn

    https://www.treasurydirect.gov/instit/annceresult/press/preanre/2022/R_20220823_2.pdf

    at first glance, your bond was issued 2 years ago, not a new issue, so the calcuation is correct. the coupon 2 years ago was at 3.25.

    the buyer would pay the principal at a market price on the trade date, plus any accured interests from previous interest payment date to the trade date, the note will make regular interest payment to the holder on record on the payment date, effectively an reimbursement.
     
  3. Thanks, I think I understand it, kind of. I was surprised that bond auctions are actually selling old bonds. I thought that was what the secondary market was for. Anyway, I thought the auction I made the purchase at was for a newly issued bond. Are there bond auctions for newly issued bonds only, so I can have a better idea of approximate APY when I purchase it? I still don't like the idea of bond auctions because I can't tell for sure what I will be getting.
     
  4. mervyn

    mervyn

    vanman72001 likes this.
  5. Oh, thanks. Do you find it more profitable to buy t-bills at auction vs. on the secondary market?
     
  6. Repoguy

    Repoguy

    Always buy in auction. If you buy in secondary market you pay offered side. The Treasury auction process provides the best opportunity to get the best price. The Treasury dealers usually bid the auctions so the pricing is cheap to the existing curve.
     
    piezoe and vanman72001 like this.
  7. Thank you very much!