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MNI POLICY: BOJ Wants Stable FX Market To Cut JGB Buying

(MNI) TOKYO

The Bank of Japan is concerned the market could interpret any reduction to its Japanese government bond buying programme as an attempt to curb yen weakness and a sign of earlier-than-expected rate hikes, and will hold off plans to shrink its purchases until stability returns to the foreign-exchange market, MNI understands.

The BOJ believes a change to its JGB programme is not connected to economic activity and inflation as the bank will deal with upside risks to these areas through policy hikes via the unsecured overnight call loan rate.

Bond supply-demand conditions and the scale of government issuance will drive any change to the scale of BOJ JGB buying.

MARKET SPECULATION

While a change does not carry policy implications, the market does not share this view and will interpret a reduction as quantitative tightening, fuelling early rate-hike market speculation, BOJ officials warn.

The Bank wants to lower its presence in JGB markets and reduce the scale of buying should financial markets stabalise and officials are adamant that an increase to the policy rate will not occur until after it confirms stronger upside risk to prices or a higher inflation rate. (See MNI POLICY: BOJ Aims To Cut JGB Bond Buying Level In July)

This week’s better-than-expected U.S. inflation print and subsequent greenback softening has encouraged BOJ officials. Their focus will shift to whether the Federal Reserve adjusts to a more dovish tone when it publishes the Summary of Economic Projections in June and if this affects the market’s rate cut projection and strengthens the yen.

The market accepted the termination of the negative interest rate and yield curve control policy in March easily, which will make a cut to the JGB programme more palatable to those BOJ officials that fear causing undue volatility.

BOJ officials will focus on wage hikes at smaller firms in or after June and corporate price revisions in October to gauge the upside risk to inflation.

However, the Bank could increase its confidence around prices as early as July following the release of corporate price-setting behaviour in the June BOJ Tankan and upward revision of prices, and then raise the policy rate and cut the scale of JGB buying soon after.

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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