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UPDATE 1-Japan to boost forex intervention war chest

Published 03/04/2010, 02:41 AM
Updated 03/04/2010, 02:44 AM

* Japan to boost FX account borrowing cap by Y5 trln

* Under 2010/11 draft budget, cap to be raised to Y145 trln

* Last rise was in April 2004, after massive intervention (Adds comments, details)

By Shinji Kitamura and Sumio Ito

TOKYO, March 4 (Reuters) - Japan is set to raise its borrowing limit for foreign exchange intervention for the first time in six years, stirring talk the government may be signalling its willingness to intervene if needed to curb yen strength.

The budget for fiscal 2010/11, starting on April 1, will raise the borrowing ceiling for the foreign exchange special account, the war chest for yen-selling currency intervention, by 5 trillion yen ($56.5 billion) to 145 trillion yen.

The increase is included in the budget sent by the government to parliament in January, which was passed by the powerful lower house this week. It is now expected to be enacted before the new fiscal year starts.

Japan has not intervened in the currency markets for six years, and the last time it raised the borrowing ceiling was in April 2004, right after it ended an intervention spree in 2003 and early 2004 in which it sold more than 30 trillion yen.

A chief trader at a major bank said the government may be trying to achieve an announcement effect by raising the borrowing cap.

"If there is a situation where intervention actually takes place, a 5 trillion yen increase is not all that significant. I think they may just be trying to spread a message that there is a sufficient possibility they could intervene," the trader said.

"It's the type of topic that overseas players who do not have a lot of knowledge about the yen market may get excited about. They may say the increase was conducted with intervention in mind," the trader said, adding that the government may be aiming to stoke such speculation by increasing the borrowing ceiling.

Japan finances its currency intervention by issuing short-term government bills.

The outstanding amount of such bills -- called foreign exchange fund financing bills -- is estimated to total 110.4 trillion yen at the end of this month, meaning the government could have issued another 30 trillion yen in bills to fund intervention, had it wanted to sell yen, even without raising the ceiling from the previous limit of 140 trillion yen.

Asked about the rise in the borrowing cap, a Ministry of Finance official said: "The upper limit is set so as to allow responses to any type of move in the foreign exchange market, and also by taking into account past increases in foreign exchange fund financing bills."

HIGH HURDLES

In late November, the Bank of Japan stepped closer to currency intervention than at any time since it last intervened in March 2004, by checking exchange rates with commercial banks as the yen rallied to a 14-year high against the dollar.

The BOJ conducts intervention on behalf of the Ministry of Finance, which makes decisions on currency intervention.

Finance Minister Naoto Kan also strengthened market views that the government will be less tolerant of a rising yen when he called for a weaker yen after taking the post in January. He later backed off those views but suggested that intervention remained in his tool kit.

Still, the hurdles for Japanese authorities to actually intervene in the foreign exchange market are seen as being high. For example, intervention could send the wrong signal at a time when the Group of Seven is encouraging flexibility in foreign exchange rates, particularly in China.

Indeed, some market players said the implications of the planned increase in the borrowing cap were not clear-cut.

Daisaku Ueno, chief analyst at Gaitame.Com Research Institute, said he still thinks Japanese authorities will hold off from yen-selling intervention unless the yen surges beyond 85 yen to the dollar toward the peak hit in November and such a jump in the yen takes place amid a sharp fall in Tokyo share prices.

Japanese authorities sold a record 20 trillion yen in 2003 and another 15 trillion yen in the first three months of 2004 as they feared the yen's strength would harm the economy and increase deflationary pressure.

But they have stayed out of the market since then.

The yen stood near 88.15 to the dollar on Thursday. In late November, the yen hit a 14-year high against the dollar of 84.82 yen on trading platform EBS. ($1=88.44 Yen) (Writing by Masayuki Kitano; Editing by Michael Watson)

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