Important News

Treasury Advisory Committee Supports Exploring SOFR Floating-Rate Note, Recommends Holding Auction Sizes Steady

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Key takeaways

  • TBAC found Treasury yields little changed since its last meeting and noted global volatility after a sharp rise in Japan government bond yields.
  • The Committee supported Treasury exploring issuance of a SOFR Floating Rate Note (FRN); most primary dealers surveyed also supported exploring issuance.
  • TBAC recommended keeping nominal coupon, FRN, and TIPS auction sizes unchanged now, while stating FY2027 projections could warrant increases in coupon issuance.
  • The Committee highlighted Federal Reserve steps: balance sheet reduction ended Dec 1, and the Fed began $40 billion/month Treasury bill purchases via Reserve Management Purchases (RMPs).
  • Economic data were distorted by the October–November 2025 government shutdown (notably a missing October CPI), likely producing an artificially low October reading and a stronger reading later.
  • TBAC noted a shift in Treasury holdings from the Fed’s SOMA portfolio to more price-sensitive private investors (MMFs, ETFs, banks, broker-dealers) and discussed changing demand dynamics and diversification value of Treasuries.

Follow Up Questions

What is the Treasury Borrowing Advisory Committee (TBAC) and who serves on it?Expand

TBAC is a statutorily‑governed advisory committee that meets quarterly with the U.S. Treasury to advise on debt management and market conditions. Its membership is senior executives from a cross‑section of buy‑ and sell‑side firms (large banks, broker‑dealers/primary dealers, asset managers, hedge funds, insurance companies and other investors); the Treasury publishes a members list.

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