Treasury Bill (T-Bill)

FundamentalBonds & Fixed Income2 min read

Quick Definition

A short-term U.S. government debt security with a maturity of one year or less, sold at a discount and redeemed at face value.

Key Takeaways

  • Maturities of 4 to 52 weeks — the shortest Treasury securities
  • Sold at a discount, redeemed at par — no coupon payments
  • Considered the risk-free rate benchmark in financial models
  • Extremely liquid and used globally for cash management

What Is Treasury Bill (T-Bill)?

Treasury bills (T-bills) are short-term debt obligations issued by the U.S. Department of the Treasury with maturities of 4, 8, 13, 17, 26, or 52 weeks. Unlike longer-term Treasuries, T-bills do not pay periodic coupon interest. Instead, they are sold at a discount to their face value and the investor receives the full face value at maturity — the difference represents the return. T-bills are considered the closest proxy to a "risk-free" investment due to the full faith and credit backing of the U.S. government and their short duration. They serve as the benchmark for the risk-free rate in financial models like CAPM, are highly liquid, and are used extensively by money market funds, corporations, and central banks for cash management.

Treasury Bill (T-Bill) Example

  • 1A 26-week T-bill with $10,000 face value might sell for $9,750 — the $250 difference is the investor's return (approximately 5.1% annualized)
  • 2Money market funds hold trillions in T-bills as their primary short-term, low-risk investment