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Japanese Yen Extends Gains

Published 03/30/2022, 07:12 AM
USD/JPY
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JGB
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JP10YT=XX
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The Japanese yen continued to rebound and posted sharp gains for a second straight day. USD/JPY was trading at 121.80 in the European session, down 0.82% on the day.

Yen volatility continues

The yen continued to show sharp volatility. USD/JPY started the week with gains of 1.42% and breaking above the 125 level for the first time since August 2016. The yen clawed back and erased these losses, pushing below the 122 line.

The Bank of Japan started the yen’s slide on Monday when it intervened by making an unlimited bid for JGBs in order to cap 10-year rates at 0.25%. The BoJ extended this move until Thursday, and it worked well, as the 10-year yield was at 0.22%, with USD/JPY down sharply for a second straight day.

The BoJ managed to contain the selloff in the yen, but can the yen hold onto these gains? Much of the yen’s recent gains may be due to repatriation flows into Japan ahead of the financial year-end on Thursday. These repatriation flows could quickly reverse and push the yen to lower levels.

The BoJ’s intervention to defend the yield curve and keep benchmark yields at an upper limit of 0.25% was dramatic, and the Bank showed its determination to keep rates low and maintain a loose policy in order to kickstart the weak economy.

This put the BoJ out of sync with the Federal Reserve and other major central banks which were tightening policy in order to contain re-hot inflation. This will likely result in a widening of the US/Japan rate differential, which was bearish for the rate-sensitive yen.

The BoJ understandably was in focus this week, but there were other events on the economic calendar which warranted attention. Japan’s retail sales declined by 0.80%, marking a third successive month of losses. Price rises and COVID restrictions were weighing on consumer spending, which was dampening economic growth.

USD/JPY Daily Chart

USD/JPY Technical

  • 121.21 was providing support, followed by 119.98
  • There was resistance at 123.32 and 124.55

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