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INTERVIEW-MOF eager to nurture super-long JGB market

Published 05/01/2009, 08:22 AM
Updated 05/01/2009, 08:32 AM

* A theme for MOF is to diversify investor base for JGBs

* Nurturing super-long JGB market is part of such efforts

* MOF eager to cultivate domestic demand for CPI-linkers

By Takaya Yamaguchi and Masayuki Kitano

TOKYO, May 1 (Reuters) - Japan's Ministry of Finance (MOF) is eager to nurture the market for super-long Japanese government bonds (JGBs) as part of its efforts to diversify the investor base for JGBs, an official in charge of debt management said on Friday.

Attracting a diverse range of investors with different types of risk appetite will help limit one-way moves in the market and facilitate the stable issuance of JGBs, said Masaaki Kaizuka, director of MOF's debt management policy division.

"Especially now, we have a strong intention of nurturing the super-long market, and this will also lead to reducing rollover risks," Kaizuka told Reuters in an interview.

Given that much time has not passed since the MOF launched 40-year JGBs in late 2007, one focus is on increasing market liquidity in that sector as well as in 30-year JGBs, he said.

"I think it may be a bit premature to discuss something like a new 50-year bond at this point," Kaizuka said, adding the priority was on ways to increase market liquidity in 30-year and 40-year JGBs without disrupting the market.

"When thinking over the medium- to long-term, we will of course increase the frequency of issuance or increase the issuance lots for both 30-year and 40-year JGBs."

The MOF said in late April it would issue an extra 16.9 trillion yen ($173.3 billion) of JGBS this fiscal year to pay for economic stimulus, in a plan that would bring the scheduled auction amount for the year to a record high.

As a result, the average maturity of JGBs to be issued in the fiscal year to next March will rise to about 7 years and 6 months, up from 7 years and 4 months before the increased issuance, Kaizuka said.

"Our thinking as of now is to lengthen the average maturity to reduce rollover risks," he said.

INFLATION-LINKED JGBS

Regarding 10-year inflation-linked JGBs, Kaizuka said the MOF needs to make efforts to help the market normalise.

The MOF stopped selling CPI-linked JGBs late last year as demand dropped. Foreign investors had been steady buyers of inflation-linked JGBs, but have shunned them after getting burned in a market sell-off last year.

The MOF plans to issue 300 billion yen in inflation-linked JGBs in the fiscal year to next March, but has said it may cancel such issuance depending on market conditions.

The ministry plans to buy back 220 billion yen in inflation-linked JGBs per month in the April-June quarter, and will hold discussions in June about buy backs in July-September, Kaizuka said.

The MOF also needs to continue discussions on whether to add a par floor to inflation-linked JGBs.

A par floor would guarantee the principal on inflation-linked JGBs to investors even if Japanese consumer prices fall.

The priority with regard to inflation-linked JGBs is how to induce demand from domestic investors, Kaizuka said.

"If having a par floor will be very effective and meaningful as a way to achieve that, then I think that is something that should be thought of very positively," he said.

The 10-year inflation-linked bonds have failed to take off because many Japanese investors have a long memory of the country's battle with deflation and have stayed away from the securities.

Introducing inflation-linked JGBs with a par floor would raise the issue of what should be done about the roughly 8 trillion yen in existing inflation-linked JGBs that have been issued without them, Kaizuka said.

Introducing new inflation-linked JGBs with a par floor without tackling that issue would be irresponsible, he said.

"This is something that comes with a cost, so unless there is a conviction that adding a par floor is an effective measure, it is hard to advance toward that," he said. (Editing by Andrew Macdonald) ($1=97.50 Yen)

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