Citi’s Japan Clients Bet on US Dollar, Aussie as Ueda Cools BOJ Bets

Japanese investors are snapping up foreign currencies, local stocks and US Treasuries after the country’s new central bank chief damped speculation he will start normalizing policy.

(Bloomberg) — Japanese investors are snapping up foreign currencies, local stocks and US Treasuries after the country’s new central bank chief damped speculation he will start normalizing policy.

Among their investments, Citigroup clients are buying US and Australian dollars to profit from their interest-rate premiums over the yen, said Keita Matsumoto, head of financial institutions sales and solutions at Citigroup Global Markets Japan Inc. Their activity show clients have shifted bets on changes to the Bank of Japan’s ultra-easy policy to as late as the second half of next year, he said.

“The vast majority of clients are determined to wait and see” before investing in Japanese government bonds, Matsumoto said in an interview in Tokyo. “We are now seeing more interest in foreign exchange, Japanese equity, or the US Treasury market. Probably the most interesting is the FX market.”

The change in client strategy shows how the dovish tone taken by new BOJ Governor Kazuo Ueda has filtered through markets. The former academic said last week it’s “appropriate” to carry on with his predecessor’s policies, suggesting the BOJ will retain its position as the last major central bank with negative interest rates for some time yet.

Read More: BOJ Said to Be Wary Tweaking YCC Soon After Banking Crisis

While investor interest in JGBs may have cooled for now, Citigroup has been preparing for a longer-term pick-up since last year, Matsumoto said.

These moves have paid off as the bank has gained market share with money managers starting to shift into JGBs from overseas bonds over the same period.

Adding Staff

Matsumoto’s yen rates sales team — which sells JGBs and related derivatives — has been adding staff due to its conviction that policy changes will come eventually, he said. “Let’s say, on a five-year, 10-year horizon, the BOJ must do normalization,” Matsumoto said.

There’s potential for the team to hire a few junior employees for its JGB sales team, he said. Citigroup has been working to reinforce its yen-rates-trading business in Tokyo, transferring a few staff from its foreign bond section last year, he said.

Citi is also beefing up its balance sheet to support the expansion of this business, he said.

“Our strategy is not looking for external senior hires, but trying to develop more junior internal organic talent for the JGB market,” Matsumoto said. “The JGB talent pool has been limited” after years of market stagnation so financial firms need to act quickly to develop young professionals, he said.

“We are going to expand further from here,” he said. “We’re very committed in this space globally.”

Here are a selection of other comments from Matsumoto:

On JGBs and Treasuries:

  • Overseas investors who had been shorting cash JGBs have almost disappeared. On the swap side, there are still short positions in the yen rates space
  • Citi has started to see some investment in the Treasury market simply to take capital gains, as clients expect a further rally, such as yields falling to to 3.2% or 3%

On Japanese equities:

  • Positioning is very light for overseas and domestic investors in local stocks. With news that Warren Buffett is looking to invest more in Japan, and a lack of investment in JGBs, investors are looking for alternatives. Citi is more constructive on Japanese equities than US stocks

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