China’s 10-year bond yield drops below 2%, risking a Japan-style deflationary spiral.

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The yield on China’s 10-year government bond has plunged below the critical 2% threshold, hitting a multi-decade low of 1.9636%. This alarming development has sent shockwaves through financial markets and raised serious concerns about the health of the world’s second-largest economy. The term “Japanification” is now being used by analysts to describe the potential long-term stagnation and deflationary spiral that China might face, drawing eerie parallels to Japan’s economic struggles in the 1990s.

The yield drop is primarily driven by mounting expectations that Beijing will intensify its monetary stimulus measures to counter a sluggish economy. The People’s Bank of China (PBOC) has already injected 800 billion yuan into the banking system through outright reverse repo operations in November, a significant increase from the 500 billion yuan in October. Additionally, the central bank has purchased a net 200 billion yuan of government bonds, aiming to maintain adequate liquidity in the banking system.

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The decline in bond yields reflects deep-seated concerns about China’s economic performance. Despite some encouraging signs of recovery in the property market, domestic economic data has shown little improvement in recent months. Without meaningful fiscal stimulus, China risks slipping into a deflationary state, much like Japan did decades ago. The term “Japanification” refers to this potential scenario where China could face prolonged economic stagnation, low inflation, and a persistent debt overhang.

The immediate impact of the yield drop is a flight to safety, with investors piling into Chinese government bonds while shunning more volatile assets. This has led to a stark yield gap between Chinese government bonds and U.S. Treasuries, with the latter exceeding 4%. The offshore yuan has also weakened, reflecting cautious sentiment among investors.

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The broader implications are even more concerning. A prolonged period of low yields and economic stagnation could undermine China’s growth prospects and destabilize global markets. The PBOC’s efforts to stem the bond market rally and prevent destabilizing bubbles highlight the delicate balance policymakers must strike between stimulating the economy and maintaining financial stability.

Record Low Yields: The 10-year bond yield has fallen to its lowest level in 22 years, a clear sign of investor pessimism. Massive Liquidity Injections: The PBOC’s unprecedented liquidity injections underscore the severity of the economic slowdown. Deflationary Risks: Analysts warn that without significant fiscal stimulus, China could enter a deflationary spiral, mirroring Japan’s lost decades.

Sources:
https://www.msn.com/en-us/money/markets/china-bonds-rally-with-10-year-yield-hitting-a-multi-decade-low-on-rate-cut-expectations/ar-AA1v6ua1

https://www.btimesonline.com/articles/171318/20241203/china-s-10-year-bond-yield-plunges-below-2-markets-bet-on-aggressive-stimulus.htm

https://uk.finance.yahoo.com/news/china-10-yield-falls-toward-021407034.html

https://money.usnews.com/investing/news/articles/2024-12-02/chinas-relentless-bond-rally-pushes-10-year-yield-below-2-lowest-on-record

https://www.goldmansachs.com/insights/articles/is-chinas-economy-facing-japanification

https://www.robeco.com/en-us/insights/2024/09/japanification-of-china

https://www.ssga.com/library-content/assets/pdf/global/macroeconomics/2024/is-china-the-next-japan-whitepaper-final.pdf

https://www.pinebridge.com/en/insights/in-china-a-japanification-scare-but-no-crisis