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What is the implied futures YTM on a March three month T-bill futures contract t

ID: 2714750 • Letter: W

Question

What is the implied futures YTM on a March three month T-bill futures contract trading at 94(IMM index)? Ms. Hunter is a money market manager. In July, she anticipates needing cash in September that she plans to obtain by selling ten $1M-face value T-bills she currently holds. At the time of the anticipated September sale, the T-bills will have a maturity of 91 days. Suppose there is a September T-bill futures contract trading at bank discount yield of RD = 6%. If Ms. Hunter is fearful that short-term interest rate could increase, how could she lock in the selling price on her T-bills? Show in a table Ms. Hunter's net revenue at the futures' expiration date from closing the futures position and selling her 10 T-bills at possible discount yields(BDY) of 5%, 6%, and 7%. Assume no quality, quantity, or timing risk.

Explanation / Answer

Answer (1)

Price of a March 3 month T-Bills futures contract = 94

Face Value = 100

Implied yield = Face Value / Price * 100 = ((100/94) – 1) * 100 = 6.3829% or 6.38% (rounded off)

Answer (2)(a)

The money manager is holding the treasury bills which she intends to sell after 3 months to meet a cash requirement. To lock the short term interest rate she could sell T-bill futures with the same maturity at current price at 98.53. On 91st day, she can close out the futures position (by buying the same number of T-Bill futures) at the price on that day and sell T-bill portfolio for a protected return on her T-bill holdings.

Answer (2b)

Discount Yield

Return from sale of Portfolio

Return from closure of futures position

Net Return

5%

- $12,312.27

- $ 2426.16

-$ 14,738.43

6%

-$ 14,738.43

0

-$ 14,738.43

7%

-$ 17,152.70

$ 2,414.27

-$ 14,738.43

Value of the Portfolio = $ 1 Million

At a Face value of $100 total number of bonds held = $1,000,000/$100 = 10,000

Total number of futures contracts held = 10 each representing 100,000 t-bills

Bank discount yield on a 3 month (91 day) T-Bill = 6%

Price of the T-Bill   =   100/(1+6%*(91/365)) = 100 /(1+0.0149589)   = 100/1.0149589

                                  = 98.52616

Price of 1 T-bill future = 98.52616 * 100000/100 = 98.526157 * 1000

                                         = $ 98526.157

  

At Discount Yield = 5%

Price at which the T-Bill Portfolio is sold = 100/(1+5%*(91/365)) =   100 / (1+ 5%*0.249315)

                                                                        = 100 / (1+0.01246575) = 100/1.01246575

                                                                        = 98.768773

Price of 1 T-bill future   = 98.76877 * 100000 (total t-bills)/100 (face value) = 98.76877 * 1000

                                        = $ 98768.773

Amount Received from sale of T-Bill Portfolio   = 10,000 * 98.76877 = $ 987, 687.73

Loss on Sale of T-Bill Portfolio   = $ 987,687.73 - $ 1,000,000    = - $ 12,312.27

Return from closing of future position   = 10 * 98526.157 – 10 *98768.773

                                                                       = 985,261.57 – 987,687.73

                                                                        = - $ 2,426.16

Net return = return from sale of investment + return from closing of future position

                    = - $12,312.27 - $ 2426.16 = -$ 14,738.43

At discount yield = 6%

Price of the bond = 100/(1+6%*(91/365)) =   100 / (1+ 6%*0.249315)

                                  = 100 / (1+0.0149589) = 100/1.0149589

                                  = 98.526157

Amount received from sale of T-Bills = 10000 * 98.526157 = $ 985,261.57

Loss on sale of T-Bill Portfolio = $ 985,261.57 - $ 1,000,000 = -$14,738.43

Return on closure of future portfolio = 10 * 98526.157 – 10 * 98526.157

                                                                    = 0

Net return = -$ 14,738.43

At discount yield = 7%

Price of the Bond = 100/(1+7%*91/364) = 100/(1+7%*0.249315) = 100/(1+0.01745205)

                                 = 100/1.01745205 = 98.284730

Price of T-Bill Future = 98.284730 * 1000 = 98284.730

Amount received from sale of T-bill portfolio   = 10000 * 98.284730 = $ 982, 847.30

Loss on sale of T-bill portfolio = $ 982847.30 - $ 1,000,000 = -$ 17,152.70

Return on closure of Futures position = 10 * 98526.157 – 10 *98284.73

                                                                     = $ 985,261.57 - $ 982,847.30

                                                                     = $ 2,414.27

Net return = -$ 17,152.70 + $ 2,414.27 = - $ 14,738.43

Discount Yield

Return from sale of Portfolio

Return from closure of futures position

Net Return

5%

- $12,312.27

- $ 2426.16

-$ 14,738.43

6%

-$ 14,738.43

0

-$ 14,738.43

7%

-$ 17,152.70

$ 2,414.27

-$ 14,738.43

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