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Bank of England 'kicking can down the road' on QE purchase shortfall

Published 08/10/2016, 06:17 AM
Updated 08/10/2016, 06:20 AM
© Reuters. A sign is displayed outside the Bank of England in London
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By David Milliken

LONDON (Reuters) - The Bank of England said on Wednesday it would delay making up a 52 million pound ($68 million) shortfall in its new bond purchase program by three to six months, after it failed to find enough willing sellers at a buy-back on Tuesday.

The central bank revived its quantitative easing program last week after a nearly four-year break to soften the blow of Britain's decision to leave the European Union. It aims to buy 60 billion pounds of government debt over six months.

But on Tuesday, in its first attempt to buy bonds with a maturity of over 15 years - a sector in high demand from British insurers and pension funds - it fell just short of its target of 1.17 billion pounds.

The central bank said on Wednesday it would not aim to make up the shortfall immediately but instead wrap it into the second half of the six-month program, details of which will be announced on Nov. 3.

"Today's announcement has the Bank kicking the can down the road and has created a 'wait and see' scenario for investors looking at reasons for the failure," Darren Bustin, head of derivatives at Royal London Asset Management, said.

Government bond prices surged after the BoE announcement, pushing yields to record lows. Some short-dated non-benchmark 2019 and 2020 gilts dipped into negative territory, though not for the first time.

No benchmark UK bond yields have fallen below zero yet, unlike their Japanese and German counterparts.

Thirty-year gilts (GB30YT=RR) were the strongest gainers on Wednesday, with yields dropping more than 8 basis points to a record low 1.294 percent, half their yield less than a year ago.

Two-year benchmark yields (GB2YT=RR) ground a basis point lower to 0.09 percent. The BoE is widely expected to cut Bank Rate in November to 0.1 percent from last week's record-low 0.25 percent, but it has ruled out taking rates below zero.

The BoE found a rush of sellers at its first reverse auction for short-dated debt on Monday, and plans to buy 1.17 billion pounds of 7-15 year bonds later on Wednesday.

Bustin said the Bank may find it easier to buy long-dated debt after the UK Debt Management Office issues 1.25 billion pounds of 40-year gilts (GB40YT=RR) next week but further failed auctions remained a risk.

"If this trend continues and monetary policy is unable to achieve its goals then the baton may have to be passed to the Treasury to find a solution," he said.

© Reuters. A sign is displayed outside the Bank of England in London

Finance minister Philip Hammond has said he will review government tax and spending policy in a budget update later this year. Some economists have urged him to launch a program of debt-finance investment projects to support the economy.

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