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UPDATE 1-Japan debt is safer than U.S. debt - China economist

Published 08/11/2010, 06:42 AM
Updated 08/11/2010, 06:44 AM

* China government economist: yen to strengthen further

* Says Japanese debt market is more stable

* Fed's buying of Treasuries seen as supportive of growth

(Adds comment about Federal Reserve)

BEIJING, Aug 11 (Reuters) - China has been buying record amounts of Japanese government debt because it is less risky than U.S. debt, at least in the short term, a Chinese government economist said on Wednesday.

Investing in Japanese bonds is safer because so much of the country's debt is held domestically and the yen is on course to strengthen further, said Zhang Ming, an economist with the Chinese Academy of Social Sciences, a top government think tank.

"Even though the difference in yields is big, China has been abandoning U.S. debt and picking up Japanese debt. This definitely shows that it believes the risks of U.S. debt far exceed those of Japanese debt," Zhang said in a report issued by his research institute.

The report was issued a day after the Federal Reserve said it would buy more U.S. government debt in a form of mild quantitative easing to counter economic weakness.

Top Chinese leaders have previously registered their concerns about lax U.S. fiscal policies eroding the value of their investments in the United States.

A source familiar with China's strategy for investing its foreign exchange reserves said the Fed's decision might, in fact, be well received in Beijing.

"The purpose for the Fed in buying Treasuries is to support U.S. economic growth, which is positive," he said.

Chinese net acquisition of Japanese debt in 2010 has reached more than 1.7 trillion yen ($19.9 billion), already far surpassing its record of 255.7 billion in 2005. For a story, see [ID:nTOE67802Z]

At the same time, China has pared back its vast holdings of U.S. debt, from $894.8 billion at the start of this year to $867.7 billion in May, according to the most recent data.

The two-year U.S. Treasury note yield set a new record low of 0.493 percent on Wednesday after the Fed downgraded its assessment of the U.S. economic recovery and said it would resume purchases of government debt.

Japan's two-year notes are yielding around 0.135 percent, but all eyes are on the yen, which is nearing a 15-year high against the ailing dollar. The yen has gained nearly 9 percent on the greenback this year after a spare of weak U.S. economic reports sent investors scurrying to less risky assets. [FRX/]

SEEKING LIQUID, SAFE ASSETS

China has long said that it wants to diversify its foreign exchange reserves, the biggest in the world at $2.45 trillion. Analysts estimate that about two-thirds are invested in dollar-denominated assets.

Along with diversification, China's reserve managers say they want to invest in liquid and safe assets and earn a reasonable return.

Japanese debt is a good choice for now on all of these counts, Zhang said.

Foreigners hold a third of U.S. debt but only 5 percent of Japanese debt, making the Japanese market structure more stable, he said.

Moreover, Japan's current account surplus and the unwinding of yen carry trades put on before the global financial crisis should continue to push the yen up in the short term, he added.

But Zhang stopped short of calling this a decisive shift in China's foreign exchange investment strategy.

"The yield on holding Japanese debt is very low, and Japan has a series of systemic problems -- an ageing population, high government debt, a liquidity trap -- which influence the mid- to long-term sustainability of Japan's debt," he said.

"Whether China can continue to invest in Japanese debt, that will require closer observation," he said.

Zhang also pointed out that China had not turned its back on the United States. While it cut about $161 billion of its short-term U.S. debt holdings in the 10 months to May, it actually added $88.5 billion of longer-term debt.

The fundamental problem is that China should not be in a situation where its must buy either U.S. or Japanese debt, he said.

"The choice between Japanese and U.S. debt is not a choice between good and bad. Rather, it is being compelled to pick between bad and worse," he said.

If China slowed its accumulation of foreign exchange reserves by working to cut its trade surplus and allowing its exchange rate to appreciate, it would not need to invest so much in foreign debt.

"This is the only way to get at the root of the problem," he said. ($1=85.34 Yen) (Reporting by Simon Rabinovitch and Aileen Wang; Editing by Kim Coghill)

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