Wait for T-bills to cheapen as Treasury keeps up issuance deluge, says BofA Global

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Wait for T-bills to cheapen as Treasury keeps up issuance deluge, says BofA Global
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'Our core message to front end investors: be patient in the face of elevated supply,' says BofA Global rates strategists.

A deluge of Treasury issuance unleashed in the wake of the early June lifting of the U.S. debt-ceiling by Congress has been working its way through the plumbing of financial markets, so far, without much of a hitch.

Investors, however, might consider this rationale for waiting a bit, instead of buying new Treasury bills that will refill U.S. coffers run low by the debt-ceiling fight. Given their estimate for $1.4 trillion of expected T-bill supply through the next six months, the 3-month bill should cheapen by 76 basis points relative to OIS , which is a proxy for overnight rates.

At the same time, demand last week for the Federal Reserve’s popular reverse repo facility fell below the $2 trillion mark for the first time this year, as money-market funds looked to deploy into the flood of bill issuance, instead of collecting 5.05% overnight at the central bank.

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