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28-day TDF takes a plunge on Wednesday

By , on November 22, 2017


FILE PHOTO/ Bangko Sentral ng Pilipinas (BSP) (Photo by Bangko Sentral ng Pilipinas, Public Domain)
FILE PHOTO/ Bangko Sentral ng Pilipinas (BSP) (Photo by Bangko Sentral ng Pilipinas, Public Domain)

MANILA — Bids for the Bangko Sentral ng Pilipinas’ (BSP) longer-dated Term Deposit Facility (TDF) failed to reach even half of the PHP90 billion offering, which a ranking central bank official traced to the government’s retail treasury bond (RTB) sale.

Data released by the BSP Wednesday showed that tenders for the 28-day TDF amounted to PHP40.361 billion, well below the PHP90 billion offering. It is also lower than the PHP69.186 tenders in last week’s auction.

The auction committee accepted all the bids for this tenor.

BSP Deputy Gov. Diwa Guinigundo attributed the low bids for the longer-tenor TDF to last Monday’s auction for the government’s five-year RTB, wherein PHP130 billion was sold.

RTBs are intended for small investors since minimum placement is PHP5,000 and additional placements will be at increments of PHP5,000.

Guinigundo said the expected increase in the Federal Reserve rates during the meeting of the Federal Open Market Committee (FOMC) on December 12-13 is another factor in the undersubscription in the 28-day TDF.

“But recall that the BSP only mops up excess liquidity from the system. Thus what we are seeing is the lower excess liquidity on account of available options including loans, GS  (govenrment securities) investments, foreign exchange purchases, etc.,” he added.

With the decline in bids for the 28-day TDF its bid to cover ratio went down to 0.4485 from 0.7687 last week.

On the other hand, bids for the seven-day TDF rose to PHP52.415 billion, up from the PHP45.160 million tenders last week and the PHP40 billion offering.

Bid coverage ratio rose to 1.3104 from 1.1290 last week.

BSP will again offer the seven-day TDF for PHP40 billion and the 28-day TDF for PHP90 billion on Nov. 29.

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