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Dai-ichi Life to boost yen bond holdings in 2011/12

Published 04/21/2011, 04:46 AM
Updated 04/21/2011, 04:48 AM

By Antoni Slodkowski

TOKYO, April 21 (Reuters) - Japan's Dai-ichi Life Insurance plans to bolster its holdings of yen bonds this financial year and keep risk asset holdings steady or trim them, depending on market moves, a top executive said on Thursday.

Japan's second-largest life insurer, with total assets of 30.8 trillion yen ($373.5 billion), also said it plans to keep holdings of hedged foreign bonds steady, but it may sell them and shift back to yen bonds if overseas interest rates climb on the back of a recovering economy in the year ending March 2012.

"We're basically planning the same moves as last year -- we'll control the pace of adding yen bonds while observing interest rate moves," Takashi Iida, manager of Dai-ichi Life's investment planning department, told Reuters in an interview.

The insurer expects U.S. yields to gradually climb in line with improvements in the U.S. economy, to around 4 percent next March from about 3.3 percent now.

"If foreign interest rates rise and Japanese rates stay steady, obviously the returns on hedged bonds will decrease, so we may consider selling foreign bonds and shift to yen bonds," Iida said.

Lower hedging costs, or a narrower spread between Japanese and overseas short-term interest rates, encouraged top insurers to move aggressively into hedged foreign bonds last year as an alternative to low-yielding JGBs. ($1 = 82.465 Japanese Yen) (Reporting by Antoni Slodkowski and Naoyuki Katayama; Editing by Chris Gallagher)

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