Auction · Understanding Results

How to Read T-Bill Auction Results

Published results show what happened after bidding closed — the final price, yield, demand, and allocation for each tenor.

4 min readBeginner guideAuction guide

For a regular investor, the most important questions a result answers are:

What return did the market settle at?
How competitive was the auction?
What price was accepted?
How much was offered and allocated?

Key results to look for

Amounts & demand

Amount offered

The total value of Treasury Bills the government planned to issue for that tenor.

Total bids received

The total amount investors requested. Comparing this with the amount offered indicates market demand.

Amount accepted / allocated

The total value of bids accepted by the issuer — may be equal to or lower than the amount offered.

Yields

Cut-off yield

The marginal yield at which bids are accepted. Competitive bids beyond this level are generally unsuccessful.

Most usefulWeighted average yield

The average yield of all accepted bids, adjusted for the size of each bid — larger bids carry more weight. The clearest read on the auction's overall return level.

Minimum yield

The lowest yield accepted — usually corresponds to one of the highest accepted prices.

Maximum yield

The highest yield accepted — usually corresponds to the lowest accepted price.

Prices per ETB 100

Most usefulWeighted average price

The average accepted purchase price per ETB 100 of face value, adjusted for the size of each accepted bid.

e.g., at ETB 96.80 per 100, investors paid an average of 96.80 to receive 100 at maturity.
Maximum price

The highest accepted purchase price per ETB 100. A higher price generally means a lower yield.

Cut-off price

The lowest price accepted in the auction. Competitive bids below this price are generally unsuccessful.

Competitive vs non-competitive results

Competitive bids

Competitive investors choose the price or yield they're willing to accept. The result depends on how their bid compares with the auction cut-off.

Non-competitive bids

Non-competitive investors don't choose their own price or yield. They accept the auction outcome — usually the final weighted average — under the applicable rules.

In the Ethiopian context, non-competitive results generally indicate that an existing holding is being rolled over.

How to read a result in practice

Suppose a result shows:

Sample auction result
Amount offeredETB 5B
Total bids receivedETB 8B
Weighted average yield15%
Weighted average price96.40 / 100
Cut-off price96.00 / 100
What this tells you
Demand was higher than the amount offered
Accepted investors paid around 96.40 on average per 100 received at maturity
Competitive bids below 96.00 were generally not accepted
The market settled around a 15% weighted average yield
Read our post-auction analysis, published bi-monthly

What to compare over time

One auction result is far more useful when compared with previous auctions. Watch for:

Whether yields are rising or falling
Whether accepted prices are increasing or decreasing
Whether demand is strengthening or weakening
How different tenors compare
Whether the auction was more competitive than usual
See the figures in context
Read the latest post-auction analysis