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BOJ's Plan to Fix Its ETF Problem Branded `Meaningless Gesture'

Published 24/05/2019, 07:30 am
© Reuters.  BOJ's Plan to Fix Its ETF Problem Branded `Meaningless Gesture'

(Bloomberg) -- The Bank of Japan’s proposed lending facility for its exchange-traded fund buying program won’t help fix the more pertinent issue that’s curbing overseas investor faith in the country’s equity market -- the central bank’s domination of the ETF industry.

That’s the view of Jesper Koll, Japan-based senior advisor with WisdomTree Investments Inc., a provider of exchange-traded products. The plan that would temporarily allow the BOJ to lend ETFs to market participants was a “meaningless gesture,” Koll said in a phone interview. What money managers really need is detail on how the central bank intends to eventually wind down its ETF holdings, he said.

“It’s a giant yawn,” said Koll, who has also been critical of the BOJ’s ETF program in the past. “It doesn’t give me a new tool, it doesn’t solve any problems or answer any questions.”

Read: An Eternal Japan Optimist Says Kuroda ETF Experiment Has Failed

The BOJ declined to comment.

Initially announced in one sentence on the last page of its April 25 statement on monetary policy, the purpose of the proposed plan to temporarily lend ETFs to market participants left many traders puzzled, while others speculated if the facility could allay liquidity concerns.

The central bank first started buying ETFs in 2010 and has since increased its holdings to an estimated 28.7 trillion yen ($260.4 billion), comprising 73% of the nation’s ETF market as of the end of April, according to Investment Trust Association figures, BOJ disclosures and data compiled by Bloomberg.

Read more: Throwaway BOJ Line Has Left Traders Puzzled On Its ETF Plans

Koll says the lending facility isn’t necessary because investors can already short the market easily using futures. “I don’t have a problem with liquidity, I can short the market all day long if I wanted to,” he said.

What’s worrying money managers around the world when deciding to invest in Japanese equities is the massive “equity overhang” the BOJ has created via its ETF purchasing program, Koll said.

“The ETF buying program is actually the single biggest concern that global asset allocators have about Japanese equity investments,” he said. “Nobody can tell you how, what is the mechanism by which the Bank of Japan is going to clean its balance sheet of the ETFs. That’s a fundamental problem.”

Read how Japan’s liquidity woes risk limiting BOJ to tinker on sidelines

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