FUND VIEW-DIAM sees benchmark JGB yield staying low to March

Published 10/29/2010, 06:32 AM
Updated 10/29/2010, 06:36 AM

* Sees 10-year yield at around 0.900 pct at end of March

* Weak economy, BOJ policy to cap yield

* Supply also seen contained

* Yield curve seen staying steep

By Shinichi Saoshiro

TOKYO, Oct 29 (Reuters) - Japan's benchmark government bond yield will dip back towards a seven-year trough this year and stay low to March as the economy loses steam, monetary policy stays loose and supply is contained, DIAM Asset Management said.

The company, which managed 9.5 trillion yen ($117 billion) in assets as of March, expects the 10-year JGB yield to fall to 0.850 percent at year-end before edging up to 0.900 percent in March.

The 10-year yield, which hit a seven-year low of 0.820 percent in early October, stood at 0.925 percent on Friday.

"We foresee the yield remaining low and rangebound based on expectations that developed economies, including Japan, will lose momentum through March as the impact from fiscal stimulus fades," Nobuto Yamazaki, DIAM executive fund manager, told Reuters on Thursday.

But DIAM, as of September Japan's eighth largest asset manager of publicly offered investment trusts, according to Investment Trusts Association data, expects the yield curve to remain steep through the fiscal year to March, as domestic banks which bought superlong bonds earlier in the year for capital gains become less active at the very long end.

The 10-year/30-year yield spread was above 100 basis points on Friday, having widened sharply from a trough of 82 basis points in August.

"The main buyers of the maturities such as life insurers won't aggressively push superlong yields lower while banks are seen moving back towards the 10-year zone, adding to steepening," Yamazaki said.

He said a worse-than-expected slump in the economy might change the low-yield scenario if the government then abandoned fiscal austerity to fund stimulus packages.

But supply worries have been scaled back since a ruling party leadership contest in September in which Prime Minister Naoto Kan defeated rival Ichiro Ozawa, a supporter of more expansionary fiscal policy.

Japan's debt is about twice the size of its GDP but Kan aims to cap next year's new debt supply at 44 trillion yen ($543 billion).

BOJ STANCE

The BOJ's stance towards deflation was also likely to keep the benchmark yield relatively low, Yamazaki said.

"The BOJ has set down a clear timeframe for its easy policy, adding strong downward pressure on short to midterm yields. It's difficult to imagine the 10-year yield rising towards 1.500 percent when the five-year yield is well anchored."

The central bank has signalled that it will keep interest rates virtually at zero for several years by forecasting core consumer inflation of 0.1 percent in the year through March 2012 and 0.6 percent in the following year -- far from the 1 percent target it wants to see before hiking rates again.

The five-year yielded 0.295 percent on Friday, up from a seven-year low of 0.200 percent early in October. (Editing by Joseph Radford)

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