Posts Tagged ‘Face Value’

“Day-to-Day” Loans

Monday, December 7th, 2009


Since 1954, Canada’s banks have been employing in a new way those funds which they are prepared to invest for only very short periods. In addition to purchasing Treasury Bills on their own behalf, they have been lending spare cash to investment dealers which the latter in turn use to buy Treasury Bills. (The dealers are continuously purchasing these Bills on behalf of clients or for their own portfolios, and therefore very frequently need bank loans to pay for these purchases.) These bank loans to dealers are made on a “day-to-day” basis; the bank has the right to demand  repayment of the loan at any time. Once the bank demands repayment, the dealer must repay the loan within a matter of hours. To the banker these “day-to-day” loans are even more liquid than Treasury Bills; they can be converted into cash more speedily, and they involve no risk whatsoever of capital loss. Whereas even a 91 day Treasury Bill may have fallen slightly in value when a banker wishes to sell it to raise cash, a “day-to-day” borrower must repay exactly what he has borrowed. The rate of interest received on such loans is of course always lower than the rate currently earned on Treasury Bills, but the banks are willing to accept the lower interest in order to gain the higher liquidity.

These Bills are in effect very short term bonds. The federal government, which needs cash at all times to meet its daily expenses, offers Treasury bills for sale each week (currently about $100 million weekly). These are offered for sale on a tender basis. Anyone can bid for them, indicating in his bid the quantity he wishes to buy and the price he is prepared to pay. The price paid by a successful tenderer determines the interest he receives, since this will consist of the difference between that price, and the face value of the Bill which he will receive upon its maturity date.

The banks are the chief bidders at the weekly auctions of Treasury Bills; the short maturity of the Bills renders them an excellent investment for any bank which has cash to spare but does not wish to commit that cash for a lengthy period. Furthermore, if a bank buys Bills regularly, it will regularly receive cash, for Bills which mature. If a bank buys $1 million worth of 91 day (13 week) Treasury Bills every week, Then each week it will receive $1 million from the federal government in redemption of the Bills which it had bought  13 weeks before. If ever the bank wished to increase its cash in any week, it could simply refrain from buying any new Bills that week; its cash would automatically rise by $1 million, through the redemption by the government of Bills which currently became due for repayment.

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Winnipeg Auto Finance

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Banker Preference for Early Maturing Securities

Friday, December 4th, 2009


But there is the danger that when the banker decides to sell his securities the prevailing market price will be unfavorable, and that he will be obliged to accept a price lower than the one he himself paid for them. The fact is that the market price of bonds shifts about constantly, in accordance with shifts of supply and demand. The face value of a bond, the amount which the bondholder is to receive on its maturity, never changes, but he will only receive that sum at the time specified as the redemption date. If he wishes to sell the bond before then, he must sell it in the market for whatever price investors are prepared to pay. That price will reflect the prevailing demand and supply situation, and may be substantially above or below the bond’s face value.

In the case of bonds which are due to be redeemed in the near future, the divergence between market price and face value is unlikely to be large. Very soon the bondholder will receive the face value, and he would be unwilling to sell now for very much less. In the case of bonds which are due for redemption only in the distant future, however, the divergence between market price and face value may be very great. There is no assurance that the holder will soon receive a specified amount of money for the bond; for a long time to come its market price will be determined by the vagaries of demand and supply.

To avoid the possibility of having to sell securities at a heavy loss, banks prefer to hold those which will mature within a year or two. Because of the proximity of their redemption dates, the prices of such bonds cannot diverge too greatly from their respective face values. The banks, therefore, generally prefer to purchase short term bonds, or long term bonds which were issued a long time before, and are therefore due to mature in the near future. Canadian banks also purchase large quantities of federal government Treasury Bills, most of which have a maturity period of only 91 days.

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