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Foreign investors return to Egyptian T-bill auction after devaluation, bankers say

Published 03/07/2024, 01:02 PM
Updated 03/07/2024, 01:34 PM

By Patrick Werr

(Reuters) - Foreign investors have resumed purchases of Egyptian treasury bills after a long absence, three bankers said, as results posted by the central bank showed local currency one-year bills nearly three times oversubscribed at an auction on Thursday.

The central bank results showed one-year T-bills worth 87.8 billion Egyptian pounds ($1.78 bln) had been sold at an average yield of 32.303%, a day after the bank raised interest rates by 6% and let the pound depreciate sharply against the dollar.

Egypt received total bids worth 254.0 bln Egyptian pounds ($5.15 bln) for the one-year T-bill auction, the results showed.

In a sixth-month auction, the central bank said it had sold 14.2 billion Egyptian pounds ($287.9 million) worth of T-bills with an average yield of 31.837%.

The Egyptian pound value of one-year T-bills sold on Thursday was significantly higher than at weekly auctions since the start of the year, when the average yield had been between 26.607% and 29.913%.

The value of six-month bills was higher than all but one of the previous auctions this year, where an average yield of 26.001%-28.579% was offered.

Foreign investors submitted bids across the two auctions worth $2.26 billion, of which the central bank accepted $825.2 million, according to figures supplied by a banker.

The central bank data does not differentiate between foreign and local buyers. 

Purchases of T-bills by foreign investors, also known as the carry trade, were a major and volatile source of foreign currency inflows for Egypt until investors pulled back from the trade at the outbreak of the Ukraine war two years ago.

Foreign investors convert dollars into Egyptian pounds to buy T-bills with tenors of three months to one year and take advantage of Egypt's high interest rates, which they expect to then reconvert into foreign currency and repatriate.

Egypt had said it intended to reduce dependency on carry trade foreign currency and vulnerability to external shocks.

($1 = 49.4000 Egyptian pounds)

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