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MNI: Japan's Sumitomo Life To Buy 30-Year JGBs As Yields Rise

(MNI) TOKYO

Japan's Sumitomo Life Insurance will increase its purchases of 30-year Japanese government bonds if yields climb above 1.5%, but it will reduce the balance of hedged low-coupon foreign bonds in the second half of this fiscal year, the company’s chief fund manager said on Tuesday.

The firm will consider buying more when the 30-year yield rises to the "latter half" of 1%, Toshio Fujimura, general manager of the Investment Planning Department and executive officer at Sumitomo Life, told reporters.

Fujimura, however, said that the company will increase purchases of 30-year bonds gradually as there is the risk that Japanese interest rates rise further in the next fiscal year.

The company expects the 30-year Japanese government bond yield to move in a range of 1.15% to 1.75% in the second half of this fiscal year and trade at 1.50% by the end of March. The 30-year JGBs traded around 1.585% on Tuesday. Sumitomo sees the 10-year JGB yield moving between zero percent and 0.30% in the second half of this fiscal year and trading at 0.20% by the end of March.

The balance of domestic bonds is expected to rise by about JPY100 billion in the second half of this fiscal year after increasing JPY80 billion for the first half of this fiscal year.

The company plans to sell hedged low-coupon foreign bonds and the balance of hedged foreign bonds will fall by several hundreds of billion yen in the wake of redemption and sales, Fujimura said, adding that hedging costs are rising in the wake of rate hikes by the Federal Reserve.

The balance of unhedged foreign bonds is expected to be flat, although the company plans to buy unhedged foreign credit assets.

“The yen has weakened considerably and adjustments to the yen's fall is possible next year, so we will consider hedged investments,” Fujimura said.

The company expects the dollar to trade between JPY130 and JPY160 and the euro to move in a range of JPY130 to JPY155 for the October-March period. Sumitomo expects the U.S. Treasury 10-year yield to move in a range of 3.00% to 4.50% and trade at 3.75% at the end of March.

MNI Tokyo Bureau | +81 90-2175-0040 | hiroshi.inoue@marketnews.com
MNI Tokyo Bureau | +81 90-2175-0040 | hiroshi.inoue@marketnews.com

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