More Bond Markets Join Slide, Prompting BOJ to Up Purchases
The Bank of Japan said the recent tweaks to its bond yield control program were not the beginning of an exit of monetary easing, but a way to make it sustainable and run smoothly.
December 28, 2022 at 12:12 PM
3 minute read
Bond markets returning from the holiday Wednesday joined a global yield surge that prompted additional purchases from the Bank of Japan.
The central bank announced an unscheduled bond buying operation as a rise in global yields threatened to spill over to Japan. Earlier this month, the BOJ had raised its tolerated ceiling for 10-year yields, surprising investors.
The yield on U.K. 10-year bonds rose five basis points to 3.69% after a two-day holiday while Australian equivalents climbed 21 basis points to 4.04% amid concern that China's reopening will keep high inflation lingering for longer. That follows falls in U.S. and European government debt Tuesday, though both markets trimmed their declines Wednesday.
Some investors fret that a rapid reopening from the world's second-largest economy could delay an expected retreat in inflation next year and weigh on global bonds. Still, moves are being exacerbated by holiday-thinned trading and year-end positioning and others caution about reading too much into significant swings in yields.
"Reopening is fueling inflation risks," said Prashant Newnaha, senior Asia-Pacific rates strategist at TD Securities. "The moves may feel overdone, but the fact is that most investors will be returning in the new year to a set of assumptions far different to when they left on break."
The BOJ offered to buy unlimited amounts of two-year notes at a fixed yield of 0.03% and five-year debt at 0.24%, among other purchases. That's in addition to its standing daily offer to purchase unlimited quantities of benchmark 10-year bonds at the central bank's policy ceiling of 0.5%.
BOJ Governor Haruhiko Kuroda had stressed Monday that the bank's recent tweaks to its bond yield control program were not the beginning of an exit of monetary easing, but a way to make it sustainable and run smoothly.
"The BOJ is trying to stop a rise in medium-term yields that's driven by speculation of an end to its negative-rate policy," said Eiji Dohke, chief bond strategist at SBI Securities Co. in Tokyo. But "such speculation is unlikely to disappear. The BOJ will have to keep buying as yields stay under upward pressure."
European bonds led a selloff in worldwide debt Tuesday, with 30-year German yields up 18 basis points at 2.44%. They fell six basis points to 2.38% Wednesday. The equivalent U.S. Treasury rate rose 10 basis points Tuesday before slipping four basis points Wednesday to 3.89%.
China said Monday it will no longer subject inbound travelers to quarantine from Jan. 8, putting the country on track to emerge from three years of self-imposed global isolation.
"With the BoJ as the last dove biting the dust and China reopening front loading upside risk on inflation, the debate in the New Year will be how high can bond yields go," said TD's Newnaha.
Matthew Burgess and Masaki Kondo report for Bloomberg News.
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