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Japanese Super-Long Yields Surpass China’s as Divergence Grows

(Bloomberg)

(Bloomberg) -- Japan’s longer-maturity bond yields are set to end November higher than their Chinese equivalents as the outlook for Asia’s two biggest economies diverges.

The yield on Japan’s 30-year debt climbed to the highest level since 2010 this week, while that on similar-dated Chinese bonds slid to a two-month low. Japanese yields are now trading at the largest premium to their China peers in almost two decades.

The crossover of sovereign yields in Asia’s two largest economies is a result of their opposite economic trajectories. Japan’s longer yields are climbing as traders start to factor in quicker inflation in coming years, and concern over a higher debt supply. China’s economy meanwhile is struggling with the threat of deflation and the likelihood of more punishing US tariffs.

The developments are adding to fears that China faces a “Japanification” of its economy as stuttering growth fans concern about a balance-sheet recession similar to that experienced by its Asian neighbor in the 1990s. US President-elect Donald Trump’s vow to raise tariffs on Chinese goods is also denting confidence, especially as President Xi Jinping’s stimulus blitz has yet to rejuvenate growth. 

“Trump tariff risks may favor more capital flows into Japan than China,” said Michelle Lam, greater China economist at Societe Generale SA. “Forceful measures to stabilize the property sector and end deflation risks could support China’s assets.”

The yield on China’s 30-year bonds fell 12 basis points this month to 2.21%, while its 10-year equivalent slipped toward the key 2% level. Japan’s 30-year bonds yield around 2.28%.

Still, there are are at least some key differences between China’s current economic situation and that faced by Japan in the 1990s. For one, Beijing has refrained from the types of unconventional stimulus such as the massive bond purchase that defined Japan’s response to its crisis. In the bond market, shorter-dated yields in China are much higher than their Japanese counterparts.

“We see the gap possibly widening further, with Chinese rates seeing more downside, while a more likely BOJ hike may support Japan’s government bond yields,” said Becky Liu, head of China macro strategy at Standard Chartered Bank. “We also see the People’s Bank of China cutting faster and deeper in the quarters ahead to reflect the potential negative implication to growth and inflation in Trump’s second term.”

--With assistance from Masaki Kondo.

©2024 Bloomberg L.P.