UPDATE 3-Chinese outflows from Japanese bills hit record

Published 10/08/2010, 02:40 AM

* China net outflows record on data since 2005

* Data can reflect selling or redemptions of maturing bills

* China outflows from bills nearly equals Jan-July buying

* Slight net buying in Aug of medium-, long-term Japan bonds

* Suggests earlier buying was not sign of diversification (Recasts, adds comment, background)

By Masayuki Kitano

TOKYO, Oct 8 (Reuters) - Chinese investors sold a record 2.0 trillion yen ($24.3 billion) in short-term Japanese bills in August, suggesting their hefty buying earlier this year was not aimed at diversification into the yen as some had speculated.

Chinese investors had bought a net 2.3 trillion yen in Japanese bills and bonds between January and July, with the bulk of those purchases in short-term bills.

The surge in debt buying had triggered speculation China may be diversifying its foreign reserves away from the euro and the dollar, adding to concerns about a recent surge in the Japanese currency that is threatening Japan's fragile economic recovery.

But Japanese government data on Friday showed that Chinese investors had pulled money out of short-term Japanese bills in August for the first time since last November, with net outflows swelling to a monthly record on data going back to 2005.

The data, which showed that Chinese investors pulled a net 2.0 trillion yen out of Japanese short-term bills in August, can by definition reflect both selling of bills by Chinese investors as well as any redemptions of bills held until maturity.

In any event, it underscores that China had not been making any long-term commitment to Japanese assets or the yen.

"The buying and selling of short-term bills suggests that this probably was not a sign of any medium-term or long-term shift in foreign reserves away from the dollar and euro," said Masafumi Yamamoto, chief FX strategist Japan for Barclays Capital.

"If there really were any related foreign exchange flows, it may mean that they were buying the yen when the yen was rising to try to increase returns," Yamamoto said.

A money market dealer at a foreign financial institution said China probably let the treasury bills they had bought in May mature without reinvesting them back in such securities. China may have shifted funds to U.S. short-term paper instead, he said.

Chinese investors were slight net buyers of medium- to long-term Japanese bonds in August, to the tune of 10.3 billion yen. Coupled with their record net selling of short-term bills, Chinese investors' total net buying of Japanese bills and bonds so far in 2010 fell to 297.6 billion yen.

That is still slightly above the annual record for Chinese net buying of Japanese debt, of 255.7 billion yen, recorded in 2005.

Japanese treasury bills aren't the only assets that have seen a recent influx of Chinese money. South Korean data shows Chinese investors boosted their holdings in South Korean listed bonds by a net 407 billion won ($360 million) last month, the biggest monthly amount since May.

IMPACT ON YEN UNCLEAR

China's recent buying of short-term bills has been a source of some controversy in Japan, as a surge in its purchases began in May, when the dollar began a gradual decline against the yen.

It has also attracted attention due to a recent heightening in diplomatic tensions between Japan and China.

Japanese Finance Minister Yoshihiko Noda said in September that the government was looking into the recent jump in Chinese buying of Japanese debt.

Just how much of an impact China's investment in Japanese short-term bills has had on the yen is unclear, however.

In theory, there could had been shifts from yen deposits into short-term bills and vice versa, and any Chinese investment in Japanese bills may also have been conducted while hedging against currency risk, market players say.

"There had been some talk that China's buying of short-term bills was a factor behind the yen's strength," said Daisuke Karakama, market economist for Mizuho Corporate Bank.

But the fact that the yen kept strengthening in August, when data suggests that China may have sold short-term bills, suggests that China's investment in Japanese short-term bills may not have had much foreign exchange impact to start with, Karakama said.

The dollar has recently been under broad pressure on market expectations for the U.S. Federal Reserve to launch a second round of quantitative easing as early as next month.

The dollar hit a 15-year low of 82.11 yen on trading platform EBS on Thursday, having continued to fall even in the wake of yen-selling intervention by Japanese authorities last month. (Additional reporting by Yoko Matsudaira and Takahiro Okamoto at IFR; Editing by Chris Gallagher)

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