T-Billfixed_income

A T-Bill, short for Treasury bill, is a short-term U.S. government debt security that matures in one year or less and is issued at a discount to par, with no periodic interest payments.

Overview

Treasury bills are issued by the U.S. Department of the Treasury to finance government needs. They are among the most liquid cash instruments in the market and are backed by the full faith and credit of the U.S. government.

How they work

T-bills are sold at auction at a discount to their par value, with the par typically $100. They do not pay coupon interest. Investors can bid noncompetitively, accepting the yield determined at auction, or competitively by specifying a yield or price. Minimum denominations start at $100 and increase in $100 increments. Maturities are typically 4, 8, 13, 26, and 52 weeks, with the face value paid at maturity. The return to the investor is the difference between the purchase price and the par value, quoted as a yield. Because they mature quickly, prices move with short-term interest rate expectations.

Tax and liquidity

Interest on T-bills is exempt from state and local income taxes, but it is subject to federal income tax. They are widely traded in the secondary market, making them a common cash-management tool for individuals and institutions seeking high liquidity and low credit risk.

Context

T-bills compare with longer-term Treasuries and with other short-term instruments such as certificates of deposit or commercial paper. Investors monitor economic data and rate expectations to gauge potential price changes in T-bills.

Example Usage

In a typical Treasury auction, an investor submits a noncompetitive bid for a 26-week T-Bill. The purchaser pays a discounted price and receives the par value at maturity.

Related Terms

Treasury security · Coupon · Discount yield · Auction (Treasury) · Money market instrument · Treasury note · Treasury bond

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