Bank of England Further Expands Bond-Market Rescue

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The Bank of England expanded its bond-market rescue, saying the threat of a fire sale in some government debt poses a risk to U.K. financial stability

The Bank of England added inflation-linked government bonds to its program of bond purchases after a fresh attempt to extend support to pension funds failed to assuage worried investors.

The central bank on Tuesday said it would buy up to £5 billion of index-linked gilts each day through Friday, equivalent to $5.5 billion. On Monday, the bankThe central bank first launched its bond purchases on Sept. 28 in an effort to help pension funds that held large positions in derivative-based investments that were whipsawed by a furious selloff in U.K. government debt.

The central bank acknowledged that despite its efforts, Monday had seen “a further significant repricing of U.K. government debt,” and in particular index-linked gilts, which protect investors against rising inflation. “Dysfunction in this market, and the prospect of self-reinforcing ‘fire sale’ dynamics pose a material risk to U.K. financial stability,” the BOE said.

Asset managers who manage money for pensions on Monday said the BOE should have targeted inflation-linked government bonds, one of pensions’ biggest holdings and a market where it has become difficult to trade. One asset manager said his firm pushed the BOE to do so.

 

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