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Japan Bond Selloff Deepens, 10-Year Touches 2.12% After Auction

Markets signal concern over a clash of BOJ tightening with expansionary fiscal plans.

Overview

  • The 10-year JGB yield rose to about 2.12% after the sale, reversing an earlier dip and holding near its highest level since 1999.
  • The 10-year auction produced a bid-to-cover ratio around 3.30, indicating moderate demand that did not stem further selling.
  • Longer-dated yields advanced, with the 20-year near 3.06%, the 30-year around 3.475%, and the 40-year about 3.69% earlier in the session.
  • Forward OIS pricing suggests a BOJ terminal rate near 1.7% after last month’s policy rate increase to 0.75%.
  • Rising yields and pressure on the yen are focusing investors on fiscal–monetary tensions and the risk the bond rout poses to the economy.