Breakingviews - Breakingviews: Bank of Japan fiddles while bond market burns

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The yen is one of the world’s most popular funding currencies, but the Bank of Japan's struggle to prop it up and hold interest rates down is tipping fixed-income traders into revolt. Passivity puts the yen’s global stature at risk, says petesweeneypro

Students play violins at the Suzuki Method Grand Concert in Tokyo March 28, 2007. About 3,000 students played violins, cellos and flutes in the concert. The Suzuki Method by Japan's music educator Shinichi Suzuki is based on the "Mother Tongue" method and teaches music in the way that children learn language. REUTERS/Kim Kyung-Hoon - GM1DUXKNEBAAGovernor Haruhiko Kuroda is playing with forex fire.

With consumer costs spiking in Western economies, the Federal Reserve has been hiking borrowing rates, but in Japan inflation remains relatively tepid and growth anemic. September economic data for Japan was grim, with the import bill spiking and factory activity slowing. Credit austerity could profoundly inhibit economic activity.

But given 10-year U.S. bonds yield 4% while their Japanese equivalents pay next to nothing, investors have unsurprisingly moved money into dollar assets and out of yen, prompting Kuroda to reluctantly intervene. The bigger problem, however, is in the bond market. The central bank could tweak its policy by targeting a shorter tenor, for example. But with the entire curve creeping upwards, it’s hard to believe this would make much difference. And as Kuroda tries to force the market to trade sovereign bonds at rates investors don’t want, liquidity is drying up. The central bank already owns roughly half of the total sovereign market; its holdings of long-term government bonds have risen to 560 trillion yen in 2022 from 40 trillion yen in 2008.

 

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