Yen Reverses Course, Short Squeeze Potentially Imminent: Up Nearly 2% Against USD This Week, BOJ September Rate Hike Probability Rises to 97%, JPMorgan Estimates $109 Billion in Shorts May Cover
Reuters analysis indicates that after years of weakness, market sentiment towards the Japanese Yen is shifting, with investors becoming increasingly hesitant to aggressively short the currency. This week, the Yen is poised for an approximately 2% gain against the US Dollar, its largest increase since the joint US-Japan intervention in late July. Tokyo money market data shows that the probability of the Bank of Japan (BOJ) raising interest rates by 25 basis points in September has surged to 97% from 52% a month ago. Citi data reveals that Yen positions have shifted from bearish to bullish since early August, with leveraged funds, banks, and real money investors all net buying the Yen this week. Additionally, a sudden spike in Japanese government bond yields has prompted domestic institutional investors to repatriate funds. JPMorgan Chase estimates that Yen short positions have accumulated to approximately 17 trillion Yen (about $109 billion) since Prime Minister Sanae Takaichi took office last October. If these positions are fully unwound, USD/JPY could fall to the 142-146 range. US Treasury Secretary Scott Bessent pressured the Bank of Japan to raise interest rates at this week's G20 finance ministers' meeting, and hawkish comments from BOJ board member Hajime Takata further supported expectations of a stronger Yen.
Source:Yahoo财经 · Source Link
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