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Yen jumps on BOJ policy speculation, dollar edges off 7-month low

Published 13/01/2023, 01:59
© Reuters. FILE PHOTO: U.S. Dollar banknotes are seen in this illustration taken July 17, 2022. REUTERS/Dado Ruvic/Illustration

By John McCrank

NEW YORK (Reuters) -The yen surged on Friday, adding to earlier gains on speculation the Bank of Japan (BOJ) will revise its ultra-loose monetary policy, while the dollar edged up against most other major currencies, rising off of a seven-month low.

The yen was up 1.06% against the greenback at 127.92 yen at 3:00 p.m. EST (2000 GMT). The move added to a 2.4% gain on Thursday after the Yomiuri newspaper said BOJ officials would review the side effects of the central bank's yield curve control, or YCC, policy at their meeting next week.

The BOJ is an outlier in clinging to stimulus while most central banks globally are deep into rate-hiking campaigns. But signs of stickier inflation and a possible rise in Japan's mostly stagnant wages have convinced some investors that YCC could be revised, or even abandoned, as early as next week, opening the door to a stronger yen.

"While a hike next week seems unlikely, it's possible that the BOJ abandons YCC then in order to set up liftoff at the March or April meetings," said Win Thin, head of global head of currency strategy at Brown Brothers Harriman. "This is the basic roadmap for tightening that's been well-established by the Fed."

The yield on Japan's benchmark 10-year government bonds breached the central bank's new ceiling on Friday, adding to pressure for the yield control policy to be scrapped or revised.

The central bank said on Friday it would conduct additional outright bond purchases on Monday, ahead of its Jan. 17-18 rate setting meeting.

"Our estimated impact of further BoJ policy adjustment points to potential JPY appreciation of up to 2.7%, but we believe the risk is for a larger reaction – potentially double in size," Barclays (LON:BARC) foreign exchange analysts said in a note to clients.

Elsewhere, better-than-expected economic data out of Germany and Britain suggested both countries could escape a recession -- at least for now -- but the news failed to provide a lasting boost to either the euro or sterling.

The euro was last down 0.2% against the dollar at $1.0828, easing off a fresh nine-month high earlier in the session. Sterling rose 0.12% to $1.22275.

{{2126|The dodollar index, which measures the greenback against a basket of currencies, including the euro and yen, edged up 0.02% to 102.22.

The dollar index had hit it lowest level since June 6 earlier in the session, following data on Thursday that showed cooling U.S. inflation, firming up expectations the Federal Reserve will slow the pace of its interest rate hikes.

"Hikes of 25 basis points will be appropriate going forward," Philadelphia Fed president Patrick Harker said in a speech to a local group in Malvern, Pennsylvania, on Thursday.

© Reuters. FILE PHOTO: Examples of Japanese yen banknotes are displayed at a media event in Tokyo, Japan, November 21, 2022. REUTERS/Kim Kyung-Hoon/File Photo

Goldman Sachs (NYSE:GS) strategists said the December inflation data likely sealed the deal on a shift to 25 basis point hikes in February but cautioned it was too early in the process for central banks to feel comfortable declaring victory.

The University of Michigan Surveys on Friday showed that U.S. consumers believe price pressures would ease back to levels seen in the spring of 2021 over the next year.

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