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Japanese government bonds were lower on Friday as stronger equities decreased the appeal of fixed-income assets, while investors also squared their positions ahead of key US jobs data later in the day and a three-day weekend in Japan. The Bank of Japan kept monetary settings unchanged after having loosened policy only last month, but left the door open to further easing later this month by striking a pessimistic note on the state of the world's third-largest economy.
"There is a possibility that the BOJ may move for further easing at the meeting at this month's end. They are going to publish their semi-annual economic forecast. Most market participants expect the forecast of CPI (inflation) will be revised down," said Tomohisa Fujiki, interest rate strategist at BNP Paribas in Tokyo. Inflation is already well below the BOJ's target of 1 percent a year. With the end-October meeting far away, Fujiki said that the US nonfarm payrolls data due later on Friday was affecting the market more. Economists in a Reuters survey forecast 113,000 jobs were created in the US in September compared with 96,000 in August, while the unemployment rate was seen at 8.2 percent, versus 8.1 percent in August.
The 10-year yield inched 1 basis point higher to 0.775 percent, moving further away from an eight-week low of 0.755 percent hit on Tuesday and Wednesday, and was up the same margin this week. Ten-year JGB futures slipped 7 ticks to 144.10, while Tokyo's Nikkei share average ended 0.4 percent higher.
Yields on 20-year bonds added 1.5 basis points to 1.660 percent, while those on 30-year debt put on 2 basis points to 1.920 percent. For the week, the 20-year yield was up 1.5 basis points and the 30-year yield put on 3 basis points. "It's quiet among domestic investors despite the start of new fiscal half-year and a new quarter as well. Sometimes, a new period starts with profit-taking, and if there's nothing to take profits on, it starts with accumulating bond positions in this kind of environment," said Maki Shimizu, senior strategist at Citigroup Global Markets Japan. However, such accumulation has begun slowly against the current backdrop, Shimizu said.
"The views are quite divided among domestic investors and dealers. It doesn't mean they can't take either direction, but rather, some were expecting more of a rise in yields from autumn onward, but then there was heightened concern about the global slowdown," she said.
Sapping demand for safe-haven assets, signs of progress have emerged in Europe's debt crisis. On Thursday, European Central Bank President Mario Draghi said, after the ECB helped policy steady, that the bank has a "fully effective backstop mechanism in place" to buy the bonds of troubled euro zone states such as Spain when they request aid. But even as the euro zone worked toward alleviating the burden of debt-burdened countries, investors also fretted about the fallout on global growth, which has kept JGB yields from rising much.

Copyright Reuters, 2012

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