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TOKYO - Japan's two-year government bond yield hit a 16-year high on Monday as comments from the Bank of Japan's governor drove bets for the central bank to hike interest rates as soon as this month.
BOJ Governor Kazuo Ueda said the timing of the next interest rate hike was "approaching", as the economy was moving in line with the central bank's forecasts, the Nikkei newspaper reported on Saturday, leaving open the chance of a December rate increase.
The two-year JGB yield rose 3 basis points (bps) to 0.625%, its highest level since Oct. 2008.
"The yields rose on the comments from BOJ Governor Ueda because they have not changed much since then," said Miki Den, senior Japan rate strategist at SMBC Nikko Securities.
Overnight index swaps (OIS) indicated a 59.73% chance of the BOJ raising rates to 0.5% in December as of 0513 GMT, down from 63.63% earlier in the session.
Ueda, however, also said the BOJ wanted to scrutinise developments in the U.S. economy, as there was a "big question mark" on its outlook, such as the fallout from President-elect Donald Trump's proposed tariff hikes, according to the Nikkei.
"Ueda probably does not know whether to raise rates yet. He may want to see the outcome of the U.S. Federal Reserve's meeting," said Den, adding that the BOJ is nervous about the market reaction to its decision.
The BOJ's surprise rate increase in July jolted the market, sending the Nikkei share average falling 12% in a single day on Aug. 5.
"Whether the Fed cuts rates or not, the BOJ wants to see how the market reacts to the Fed's decision," he said.
Swap rates imply a 63% chance of the Fed's rate cut by 25 basis points on Dec. 18. The BOJ is set to announce its decision on Dec. 19.
Japan's five-year yield rose 3 bps to 0.75%, before retreating to 0.745%.
The 20-year JGB yield rose 1.5 basis points to 1.865% and the 30-year JGB yield was flat at 2.280%.
(Reporting by Junko Fujita; Editing by Rashmi Aich and Abinaya Vijayaraghavan)