China Asks Banks to Buy Bonds Via Prop Desks After Market Slump
A wave of fund redemptions by retail investors has fueled China's biggest credit sell-off since 2015.
December 14, 2022 at 01:51 PM
2 minute read
China asked some of the nation's biggest banks to help stabilize the domestic bond market after a wave of fund redemptions by retail investors fueled the biggest credit sell-off since 2015, according to people familiar with the matter.
Regulators asked lenders to buy bonds via their proprietary trading desks, said the people, who spoke on condition of anonymity to discuss a private matter. The goal is to absorb the selling pressure caused by retail withdrawals from some of those same banks' wealth management products, the people said.
The so-called window guidance on bond purchases includes notes issued by Chinese local government financing vehicles, one of the people said.
The People's Bank of China didn't immediately respond to request for a comment.
The guidance underscores regulators' concern that a downward spiral of fund redemptions and falling bond prices may stoke financial instability. While China's local debt market has proved resilient to turmoil in the property industry and wider economy in recent years, bond prices have slumped rapidly since early November as investors shifted money out of fixed-income products and into riskier assets on signs of economic recovery.
Yield premiums on three-year AAA-rated corporate bonds have climbed to the highest level since August 2020, according to Bloomberg-compiled data. The spread has widened 35 basis points so far this month, heading for the biggest monthly jump since March 2015.
That has prompted firms, including many LGFVs, to pull a cumulative 84 billion yuan ($12.1 billion) of planned bond sales since the start of November, according to data compiled by Bloomberg.
Regulators are expanding efforts to support the market after a meeting with market participants last week in which they asked the nation's biggest insurers to buy bonds being offloaded by wealth products. At the time, banks raised the prospect of stepping in with their proprietary trading desks.
Such intervention has had a limited impact so far. Bonds issued by local government financing vehicles led declines in China's onshore credit market Wednesday, with yields on some notes surging 10 basis points, according to traders.
China's onshore bond market may face selling pressure totaling 497 billion yuan ($72 billion) from redemptions of wealth products and bond mutual funds in December, according to an estimate from brokerage Shenwan Hongyuan Group Co., based on what it called an extreme scenario.
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