Updated
Updated · investinglive.com · Aug 24
MUFG Warns Yen May Weaken Despite 80% BOJ September Hike Odds
Updated
Updated · investinglive.com · Aug 24

MUFG Warns Yen May Weaken Despite 80% BOJ September Hike Odds

3 articles · Updated · investinglive.com · Aug 24

Summary

  • MUFG says near-term yen risk is still skewed weaker even with markets pricing about an 80% chance of a Bank of Japan rate hike in September.
  • 80% hike odds have not triggered yen buying, which MUFG says shows traders are pressuring the BOJ rather than responding to clear guidance from policymakers.
  • USD/JPY is already sitting just below 160, leaving the currency vulnerable if the BOJ pushes back on market pricing or delivers less tightening than investors expect.
  • July CPI acceleration, roughly 50% odds of two hikes by year-end, and higher long-dated JGB yields have lifted tightening bets, but the Nikkei's weak follow-through has not provided offsetting support for the yen.
  • With BOJ communication set to increase next week ahead of the mid-September meeting, MUFG says only a hawkish surprise may keep the yen steady.

Insights

Why are investors aggressively betting against the yen even when an 80% chance of a historic BOJ rate hike is priced in?
Could Japan's looming rate hike spark a massive yen carry-trade unwind that destabilizes global markets this September?