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The Employees Old Age Benefit Institution (EOBI) is said to have amicably settled with banks who claim to have executed orders for the purchase of Treasury Bills last Monday. According to informed sources, the EOBI had asked for quotes from various banks to purchase T-bills worth Rs 31 billion on Monday morning. Later in the day, some large banks offered to pay 15 to 20 basis points over and above the T-bill rate for three and six months deposits.
Since the intended purchase was from the interbank market and not from the bi-weekly - auction and the quantity desired was unusually large - it made various bank treasuries scramble to execute the order. However, later in the day when the EOBI decided to go for a better return on investment and changed their mind to go ahead with T-bill buying there was a kind of an uproar on the market.
In the meeting held on Wednesday, some EOBI employees asked banks to provide them with proper documentation of execution of the order - and offered to take the T-bills if purchased on their behalf on Monday. Or even provide proof of buy/sell of T-bills and provide loss or gain given to the EOBI.
Banks who had been claiming a 25bps loss when confronted accepted that the maximum movement was 2bps. Since EOBI is a major depositor with Rs 78 billion in deposits - most banks want to maintain cordial relationship with the cash rich institution in a tight liquidity environment.
The Monday episode, however, reveals that the treasury expertise at EOBI needs improvement and a deeper understanding of how transactions are conducted on the interbank market. The Monday episode had no bearing on the SBP T-bill auction held on Wednesday as without a change in previous auction cut-off, SBP was able to raise Rs 84.82 billion against a target amount of Rs 70 billion at the last auction for the January-March quarter. SBP is expected to give a Rs 480 billion target for T-bill auction for April-June 2010 quarter.

Copyright Business Recorder, 2010

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