JGB 10-year yield hits seven-month low

26 Jun, 2011

Japanese government bond futures climbed on Friday supported by uncertainty over Greece's debt problems and signs of slowdown in the global economy, pushing the benchmark 10-year yield to a seven-month low. But profit-taking emerged and the 10-year paper erased some gains with players seen shifting their money to relatively inexpensive maturities.
"Unless the US 10-year yield decisively breaks below 2.9 percent, JGBs are likely to stay in their current range. But the recent rise in (overseas) short-term yields is alarming, and this is something we should be monitoring," said Yusuke Ikawa, rates strategist at RBS Securities. JGB yields hit multi-month lows as bids from investors emerged broadly earlier on Friday, taking cues from a rise in US Treasuries, with the benchmark 10-year yield breaching the key 1.1 percent level and marking a seven-month low.
Japanese short-term rates, however, have remained steady as they are supported by prospects of monetary policy staying loose. They have also been helped by demand from foreign investors seen shifting short-term funds out of Europe. Cash bonds in five-year and longer maturities such as 20- and 30-year outperformed 10-year debt. The 20-year yield fell to a six-month low of 1.875 percent, while the yield on five-year bonds was down 0.5 point at 0.395 percent. September 10-year JGB futures were 0.06 point higher at 141.31, after marking a fresh 6-1/2 month high of 141.44 on Friday, with the largest volume in a week.

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