Treasury Bill Rates Go Negative; Loaning Money At A Guaranteed Loss

from the wow dept

It caught some attention yesterday when the rate on four-week US treasury bills went to zero yesterday, but an even more astounding data point occurred when the yield on three month US treasuries briefly went negative. Yes, this meant that companies were willing to lend the government money for three months, knowing they wouldn't make back all their money.

If you want to know just how bad things are out in the market right now, this means that companies feel more comfortable losing some money to the government than investing in anything.

As for the obvious question of why would anyone invest in a bond that's guaranteed not to earn them a return, it simply comes down to alternatives. In theory, you could keep all that money in cash, and not lose any of it -- but that's not practical. If you literally kept it in cash in a giant vault somewhere, you'd pay so much to protect it, effectively you'd be "losing" more of it anyway -- not to mention the very real risk that some of that cash would be stolen. But why not leave it in a bank? Well, again, this comes down to how much of the money in a bank account is actually federally insured to be there. Insurance only covers so much, and since there's a small, but very real, risk that certain banks might just up and disappear, many companies recognize that treasuries at a loss are the best investment. In other words, they feel that no matter what they do with their money, they're going to lose money. So the strategy of investing in a negative t-bill is to lose as little as possible.

Of course, some might point out that going negative doesn't really mean that much. After all, if the return on the t-bill was less than inflation you were losing money in real purchasing terms anyway already. However, from a psychological perspective, it's still rather stunning that on a purely nominal basis, the return is negative. As a basic indicator of just how scared companies are to invest money right now, it's pretty powerful.
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Filed Under: financial crisis, negative returns, treasury bills


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  • identicon
    Mogilny, 10 Dec 2008 @ 2:36pm

    Risk Management.

    link to this | view in chronology ]

  • identicon
    Mogilny, 10 Dec 2008 @ 2:37pm

    Oops. Adding T-bills to portfolios lower risks which makes them more attractive to buyers.

    link to this | view in chronology ]

  • identicon
    Anonymous Coward, 10 Dec 2008 @ 2:48pm

    Deflation's a bitch.

    link to this | view in chronology ]

  • identicon
    You never know, 10 Dec 2008 @ 3:04pm

    Hay, invest in me! I'll take your money and in three months give part of it back to you!!! (Well it sounded good to me!?!)

    link to this | view in chronology ]

  • icon
    Dave (profile), 10 Dec 2008 @ 3:13pm

    Scared money doesn't make money...

    ...and fear is destroying our economy. I've never seen people this afraid of anything. At some point, we have to come out of our shells and stop being so scared. Don't we?

    link to this | view in chronology ]

  • identicon
    Smart Investor, 10 Dec 2008 @ 3:17pm

    I only invest in silver, gold, guns, and bullets. Actual "cash" (aka monopoly money printed at-will that's worth no more than toilet paper) on hand never exceeds $2K, more than that I buy more gold or extra supplies of either food, water storage, or ammo.

    link to this | view in chronology ]

    • identicon
      Anonymous Coward, 10 Dec 2008 @ 3:26pm

      Re:

      And tin foil. For the hats.

      link to this | view in chronology ]

    • identicon
      Anonymous Coward, 11 Dec 2008 @ 6:07am

      Re:

      I've never quite understood why gold is valuable. You can't do anything with it. Guns and bullets, sure, those have a practical value to them, but gold? I just don't get it.

      link to this | view in chronology ]

      • identicon
        hegemon13, 11 Dec 2008 @ 7:37am

        Re: Re:

        Actually, you can do a LOT with it. The fact the gold doesn't really react with anything chemically makes it an extremely important material. It is completely hypoallergenic. It's extreme conductivity with very low signal degradation makes it a critical component in electronics. So, yes a lot can be done with it, but not by most people. Most of the time, it is just wasted on jewelry and and making stuff "pretty."

        link to this | view in chronology ]

  • identicon
    Slow TV watcher, 10 Dec 2008 @ 4:05pm

    Trust the old hag..........

    ... and buy looooooooootttttttttts of gold.

    You can also invest in buying Obama plates and you can make aa handsome profit (did I tell you the dye will be destroyed in 60 days?)

    link to this | view in chronology ]

  • identicon
    Anon2, 10 Dec 2008 @ 4:42pm

    I agree that it is the psychological effect on people and the economy that is the real issue here. But two nits to pick:

    First, buyers of T-bills yesterday were not in any way "guaranteed" to lose money. It's not that the interest rates on these debt instruments were actually set at less than 0%, it's a function of the market putting such a high price on them for a moment that the effective yield went negative. So it would be more accurate to say that it is possible one could lose money, rather than it being guaranteed. Prices fluctuate constantly, and depending on whether you can sell them at a better price before maturity can affect the outcome as well.

    And second, it's not really "companies" buying these things, at least in terms of the overall market in Treasury instruments. Far more significant in terms of the market are institutional investors -- including huge mutual funds and pension funds trading on behalf of stakeholders. And even more significant these days are foreign governments. I believe right now, China holds more of this stuff than anyone else on earth, and because of that it has become one of the largest, and perhaps the largest, creditors of the U.S. government (and, thus, all of us).

    link to this | view in chronology ]

  • identicon
    rockman123, 10 Dec 2008 @ 6:10pm

    anon2 exactly- the bargain we've hit with china- we'll buy all your junk and you can hold the mortgage on every home in america,

    link to this | view in chronology ]

  • identicon
    Anon2, 10 Dec 2008 @ 7:30pm

    Ironic

    I think it's kind of ironic that China -- until recently the world's largest communist nation and still its largest authoritarian state -- is being restrained from pushing us right into the precipice by its increasing reliance on the global market economy and the dominant role the U.S. plays in that. Not to mention that our economic mess is infecting it so badly.

    A lot of people forget or never learned that one of the principal motivating factors that drew so many Americans to support communism during the Great Depression was that the Soviet Union was pretty well impervious to the situation. By the 50's, large numbers of them including some well-known figures like Whittaker Chambers, had finally seen the truth and repudiated their past positions. Chambers wrote that it was a religious experience, marveling at the miracle of his child's ear, that caused him to rethink things, but before that experience he was already spending time at Frank Meyer's house in Woodstock, NY, where a small group of intellectuals were busy giving birth to what became the conservative movement in the U.S., and encouraged Chambers to write the book. Meyer himself had been a card carrying member, but saw the light in the late 40's, and so utterly revised his thinking that he home schooled his kids because he felt public schools were an inherently leftist idea. Meyer himself would not have supported what the conservatives became, and his thinking and writing, which was more about freedom and free markets than moralism, gave impetus as well to modern libertarianism.

    link to this | view in chronology ]

  • identicon
    Anonymous Coward, 11 Dec 2008 @ 3:59am

    They lied to me and cost me a lot of money.
    They lied to me and made a fool of me because I acted on their advice.
    They lied to me and placed the world in peril and now they act as if I am not rational for not trusting them and running to safe place.

    And who are they? Standard and Poor's, Moody's, Fetch, AIG, Fannie Mae, Fanny Mac, Goldman Sax, Merrill Lynch, et.

    link to this | view in chronology ]

  • identicon
    Daemin, 17 Dec 2008 @ 10:54pm

    Re: Gold

    Gold is useful yes, but only about 2% that's dug out of the ground is actually used in anything useful, be it manufacturing, electronics, jewellery, etc.

    link to this | view in chronology ]

  • identicon
    Alfred, 18 Dec 2008 @ 5:05am

    Treasury Bills

    Any moron knows that if you want money spent to help the economy, put it in the hands of those who will spend..meaning senior citizens. Asking citizens to buy automobiles in this environment is just plain stupid.

    Bernanke is just the same one trick pony as Greenspan was.Both are wrong headed dolts who do not have a clue as to where to push the button to get spending rolling again.

    I am a senior...I saved for 70 years....I will get no interest and will naturally spend NO money. I will try to hang on to my illgotten savings until the stupid Federal Reserve decides to no longer punish me for being a saver.
    That means no discretionary spending, no charities nada.
    When the dum dums at Treasury decide to stop punishing me for savings, then maybe I will cash in part of my savings and spend.....until that time comes...I will be the grinch and so will millions of Seniors...we will hoard until the rest of you go bankrupt....we will punish you as you have decided to punish us.

    Nuf Sed!!!!!!!!!!!

    link to this | view in chronology ]

  • identicon
    IH, 23 Feb 2009 @ 7:54am

    Yes Alfred

    In response to Alfred,

    Yes, indeed, the heads of the treasury have appeared to be dolts; discretionary spending by savers surely ought to be reduced towards zero, so as to mitigate rewarding of the less financially disciplined. Oh, and a ps... not that it is your fault, but I hope you're enjoying your SSPs and pensions that we younger folk are paying for, which we will surely never recoup... other great inventions of our "leaders". (Sorry FDR). (GM, screw you, any analyst should have known that long-term it was non-viable).

    link to this | view in chronology ]

  • identicon
    IH, 23 Feb 2009 @ 7:57am

    Yes Alfred

    In response to Alfred,

    Yes, indeed, the heads of the treasury have appeared to be dolts; discretionary spending by savers surely ought to be reduced towards zero, so as to mitigate rewarding of the less financially disciplined. Oh, and a ps... not that it is your fault, but I hope you're enjoying your SSPs and pensions that we younger folk are paying for, which we will surely never recoup... other great inventions of our "leaders". (Sorry FDR). (GM, screw you, any analyst should have known that long-term it was non-viable).

    link to this | view in chronology ]


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