Nigerian Treasury Bill Rates Unresponsive to CBN Interest Hike

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Despite a recent hike in interest rates by Nigeria’s Central Bank, rates on one-year treasury bills remained nearly unchanged at 26.08%. This lack of response, known as the “pass-through effect,” surprised analysts who expected rates to rise in line with the Central Bank’s move.

Experts attribute this muted response to a few factors. Firstly, the Debt Management Office (DMO) reportedly set expectations for the auction beforehand, potentially influencing investor bids. Secondly, the DMO has already met a significant portion of its borrowing targets for the year, reducing their urgency in attracting investors with higher rates.

However, the auction wasn’t a complete miss. While one-year rates remained flat, investors flocked to other offerings. The six-month bond offering received over three times the targeted bids, and the three-month bill auction saw a slight increase in interest rates offered to investors.

Source: Business Day

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