JAPAN RATES WEEKLY: Curve Bull-Flattens on BOJ and Trump Risk
Source: BFW (Bloomberg First Word)
People
Hideo Suzuki (Mitsubishi UFJ Financial Group Inc)
Makoto Suzuki (Okasan Securities Group Inc)
Makoto Yamashita (Deutsche Bank AG)
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UUID: 7947283
(Bloomberg) -- Japan govt bonds rally this week led by super-longer tenors as BOJ refrained from cutting purchases of very-long-term debt in its November plan while looming U.S. presidential election fuels risk aversion.
Alert: HALISTER1- Click here for weekly change in yield curve and here for market snapshot
- BOJ announced on Tuesday that it will maintain purchases of bonds due in over 10 years
- BOJ kept policy unchanged on Tuesday, shifted timetable for 2% inflation target to second half of period running through March 2019; trimmed CPI forecasts for FY2016 to FY2018, and says “risks to economic activity and prices are skewed to the downside”
- Extra auction of bonds with remaining maturities of 1-5 years drew bid-to-cover ratio of 4.95 on Wednesday, up from 4.89 at similar-maturity auction on Sept. 15
- September industrial output unchanged m/m vs est. +0.9%
- Ministry of Finance to sell 2.4t yen of 10-year bonds on Nov. 8 and 800b yen of 30-year bonds on Nov. 10
- WHAT THEY SAY
- Mitsubishi UFJ Trust and Banking (Hideo Suzuki, chief manager)
- Bonds likely to be supported by risk-off sentiment amid uncertainties over U.S. presidential election but fluctuation of JGBs may be limited as they are less sensitive to external factors under BOJ’s yield control policy
- Auctions of 10- and 30-year notes are likely to be smooth given lower volatility and these tenors are easier to sell to BOJ in the secondary market under central bank’s bond purchase operation
- Okasan Securities (Makoto Suzuki, senior bond strategist)
- If Clinton wins, markets will probably see a return to weaker yen/higher stock trend eventually with concern about the stronger yen likely to remain for a while
- Due to lingering risks of yen gains, it’s hard to predict a significant reduction in BOJ’s bond purchases
- Investors may remain cautious of aggressively buying JGBs due to continued flattening of yield curve while there’s no drastic change in expectations for Fed rate hike
- Auction of 10- and 30-year bonds may go smoothly but they may limit gains in JGBs
- Deutsche Securities (Makoto Yamashita, chief Japan interest- rate strategist)
- Risk sentiment could swing depending on combination of president and parliament vote
- Clinton has more fiscal expansionary policy than Obama while Trump has a more fiscal expansionary stance than Clinton
- Both candidates could be factors for U.S. yields to rise
- If Trump wins, JGB yields could rise somewhat on rising U.S. yields
Source: BFW (Bloomberg First Word)
People
Hideo Suzuki (Mitsubishi UFJ Financial Group Inc)
Makoto Suzuki (Okasan Securities Group Inc)
Makoto Yamashita (Deutsche Bank AG)
To de-activate this alert, click here
UUID: 7947283