Japan to meet demand for more floating rate JGBs

04 Oct, 2004

Japan is ready to meet investor demand for increased issuance of floating-rate and inflation-linked government bonds during the next fiscal year, a senior Ministry of Finance (MOF) official said.
The ministry announced earlier in the month that it would boost the issuance of floating-rate and consumer price index-linked Japanese government bonds to cope with demand from investors looking to hedge against rising interest rates.
Jiro Makino, head of the MOF's Financial Bureau in charge of debt management and bond issuance, suggested the ministry could further increase issuance of the bonds in the next fiscal year's issuance plans, expected to be finalised in December.
"Regarding next year, we can't decide (on the issuance amount of specific bonds) until the total amount (of bond issuance) is decided," he told Reuters in an interview.
"Currently, it seems there is strong demand for 15-year floating-rate and inflation-linked bonds ... We hope to meet such calls."
Japan's long-term public debt stands at about 700 trillion yen ($6.305 trillion), about 140 percent of its gross domestic product, the highest ratio among industrialised nations.
Based on the budget requests for 2005/06 sent to the MOF last month, analysts expect total bond issuance to the market to come in around 125 trillion yen, compared with 114.6 trillion yen in the current fiscal year ending in March.
The MOF has said it would increase issuance of 15-year floating-rate JGBs to 1.3 trillion yen from the previous 1.1 trillion yen at its bi-monthly auctions beginning in November.
Floaters are in particularly strong demand from Japanese banks, which hold around 20 percent of outstanding JGBs, as a way to hedge their huge exposure to rises in interest rates.
The ministry has also said the issuance of 10-year CPI-linked JGBs, which have a coupon linked to the consumer price index and offer a hedge against rising inflation, would be raised to 500 billion yen in the one remaining auction in the current fiscal year.
Since April, Japan has issued about 3.2 trillion yen of floating-rate bonds to individuals, and the ministry expects this will top 6 trillion yen by next March.

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