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Long-dated euro zone yields fall with Japanese influx expected

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Reuters LONDON
Last Updated : Sep 20 2016 | 9:57 PM IST

By Abhinav Ramnarayan

LONDON (Reuters) - Long-dated euro zone government bond yields fell on Tuesday with the Bank of Japan expected to enact measures that may push Japanese investors away from their country's longer-maturity bonds and towards Europe and the United States.

The Japanese central bank concludes a key meeting on Wednesday and is widely expected to shift the primary focus of its monetary policy to negative interest rates.

It is also expected to focus on "curve steepening" -- increasing the yield on long-dated Japanese government bonds (JGBs) compared to shorter-dated debt by focusing its asset purchases at the short end.

"A super-steepener announcement from the BOJ on Wednesday might have the effect of pushing down the yields of long-dated bonds in the U.S. and Europe," said David Schnautz, rates strategist at Commerzbank.

He said this would be driven by Japanese insurers and pension funds who generally need to own long-dated bonds to match their liabilities. Potential losses on their holdings in JGBs could push them overseas.

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"It's risky in the long term because if the BOJ goes down this road, it may well be a signal for the ECB to do the same thing as well. But the market seems to be moving on this short-term expectation at the moment," he said.

The yield on 30-year German Bunds fell 7 basis points to 0.57 percent, and there were similar moves on Dutch, Finnish, French and Spanish 30-year government bonds.

Other euro zone bond yields also fell, if not quite so sharply. Germany's 10-year Bund, the region's benchmark bond, dropped 3 bps to minus 0.016 percent, moving back into negative territory.

"The global trend is still uncertain, I don't see bond prices appreciating by too much," said Cyril Regnat, fixed income strategist at Natixis.

Portugal outperformed, its 10-year yield dropping 6 bps to 3.33 percent. That came after a 10 bps fall in yields on Monday following S&P's decision to affirm the country's rating at BB+ and maintain a stable outlook.

Germany's debt management office on Tuesday said it would reduce its borrowing needs by 7 billion euros in the fourth quarter of the year after a strong budget performance through 2016.

The effect on bond markets should be limited, however, said Benjamin Schroeder, senior rates strategist at ING.

"There was a substantial reduction in bills issuance mainly, so it shouldn't have a material effect in the bond space," he said.

Dutch bonds meanwhile showed little immediate reaction to news that the government will raise spending next year, reversing years of austerity ahead of an election next year.

Finance Minister Jeroen Dijsselbloem said the Dutch government would increase spending by 2.3 billion euros.

For Reuters new Live Markets blog on European and UK stock markets see reuters://realtime/verb=Open/url=https://bsmedia.business-standard.comemea1.apps.cp.extranet.thomsonreuters.biz/cms/?pageId=livemarkets

(Additional reporting by Dhara Ranasinghe; Editing by Catherine Evans)

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First Published: Sep 20 2016 | 9:43 PM IST

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