JGB futures fall, smooth auction despite technical glitch
By Akiko TakedaTOKYO, Oct 13 (Reuters) - Japanese government bond futures
fell on Thursday as hopes for the euro zone pushed money into
the stock market, but the day’s 30-year note auction went
smoothly despite major disruptions to morning trade due to a
technical glitch at a key interdealer.Japan Bond Trading Co (JBTC), the operator of country’s main
broker-to-broker dealing system for cash bonds, said a glitch
forced a halt to morning trading. It resumed operations at 12:25
p.m. (0325 GMT).The glitch prompted some hedge-selling in JGB futures.
Volume climbed to more than 34,000 lots, the most since
September 6.JBTC handles cash JGB interdealer activity for
more than 200 brokers and banks. Its JGB market prices are used
as de facto market benchmarks.Despite the glitch, the dominant theme for the day was an
apparent greater willingness by investors to take on risk.”We need to gauge if the recent rebound in share prices is
temporary one or if there is a real recovery in ‘risk-on’
sentiment… but fundamental problems in the euro zone debt
situation still exist and given this, JGB players should still
be willing to buy on dips for a month or so,” said Yusuke Ikawa,
rate strategist at RBS.In Europe, Slovakian lawmakers reached a deal to ratify a
plan to bolster the European Financial Stability Facility by
Friday and German Chancellor Angela Merkel said she was certain
of full ratification of the fund’s expansion by the Oct. 23
European Union summit.December 10-year JGB futures fell 0.24
point to 142.24, after marking their lowest level since Sept. 1
at 142.13 and breaking below the upper end of the Ichimoku
cloud.In cash bonds, the 10-year JGB yield rose 2
basis points to 1.015 percent, the highest level since Oct. 3.The yield-curve bear-steepened as superlongs such as 20- and
30-year bonds underperformed. Both yields climbed by 3 basis
points, with the 20-year yield rising to 1.730
percent and the 30-year yield up at 1.935
percent.But analysts said the auction results were better than
expected despite JBTC’s system trouble.”There was a concern that the auction would proceed smoothly
due to the technical problem, but it went fine, with a higher
than expected lowest accepted price,” said Ikawa at RBS.$1 = 77.340 Japanese Yen)