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Writer's pictureMike Paterson

Yen in a whirl as BOJ stays put

Wednesday 18 January 2023

Earlier this morning the Bank of Japan kept the 10 year Yield Curve Control unchanged and maintained the range of yield fluctuations at +/- 50bps. Inflation forecasts came in revised higher as expected with promises of further easing if needed too but no surprises there.

Cue USDJPY in rapid rally mode (I know cos I was up watching it at 02.45 !) with much conjecture/hope that YCC changes were coming and broke up through 130.00 in a rush from 128.20 before wiping its feet at 130.80-00 but then climbed higher again to test 131.50 before failing and now testing 129.75 amid some general USD supply.

Yesterday the usual BBG (ECB) sources were quoted as saying they only expected a hike of 0.25% in March after 0.5% in Feb which was the original strategy but the Euro got sold heavily across the board as markets/traders had got carried away by the more hawkish ECB notes of late. This morning Villeroy said its too early to make predictions on March.....


Equities and WTI are still making their minds up too but rallied overall with the latter finding support now around $$80.75 but equally some decent resistance above $81.60 so far. Gold has slipped a little further but found support below $1900 and posting $1915 since. Ukraine/Russia war continues to be the elephant in the room amid other geopolitical risk and definite signs of escalation sadly. UK CPI data this morning showed core inflation still a concern even though headline Y/Y was a tad softer.


: Lots of good two-way business in the past 24 hours again whatever you preference and holding 1.2250 well (helped by the EURGBP retreat) once that line was broken but finding the stronger 1.2280-00 more of a challenge before finally breaking up this morning amid the general USD supply and some initial GBPJPY demand.

EURGBP: 0.8850 support broken easily in the end on the ECB "source" comments and a solid rally to look at 1-week lows into 0.8760 but bouncingthrough 0.8800 as I type. GBPJPY: Finding support at 157.0 yesterday then a sharp move up from 158.00 post-BOJ but rally capping at 161.50 as USDJPY resumed it's retreat/reality check and now testing 159.50.

EURUSD: Running out of steam above 1.0860 this time with decent offers up there and the stronger 1.0880 area and a solid retreat amid the ECB sources comments to post 1.0765. Strong bounce this morning helped by Villeroy comments and USD supply.USDJPY: Solid hold of 128.00 this time in yesterday's dips and strong rally to test 131.50 post-BOJ per my comments above. Re-sells duly placed above 131.00 per my tweets at the time. EURJPY: A similar pattern to other JPY pairs but latest retreat tempered by the return of EUR demand generally on all the ECB conjecture. Hold of 138.50 yesterday but unable to hold over 141.50 in the post-BOJ rally and a dip to 140.25-30. USDCHF: Some CHF demand notable yet again with EURCHF retreating further amid the ECB source comments on March rate hike of 0.25.The 0.9220-30 support line is history after failing at 0.9240-60 and now posting 0.91305 as I type amid some general USD supply in Europe. EURCHF: Further sell interest to break down through 1.0000 in the wake of the BBG/ECB comments and now capping at 0.9960 to currently post 0.9926 as I type. SNB will be ever vigilant.

AUDUSD: Good hold of 0.6975 but equally sellers prevailing at 0.7035 . Still Keep an eye on AUD crosses for further clues particularly AUDJPY and EURAUD atm. NZDUSD: Support coming in at 0.6375-80 still and testing 0.6475 in the extended rally amid the softer USD tones.Take your pick still as the USD jury remains out. USDCAD: Capping above 1.3420 again yesterday but support coming in at the old 1.3350 support line. Expect more two-way business amid the USD/oil variables.


Let's continue to be careful out there.

Interbank rates: 08.40 GMT

GBPUSD 1.2330

EURUSD 1.0837

EURGBP 0.8790

GBPEUR 1.1377

GBPCAD 1.6498

GBPCHF 1.1270

GBPZAR 20.9244

GBPHKD 9.6129

USDJPY 129.75

EURJPY 140.66

EURCHF 0.9920

EURHKD 8.4491

AUDUSD 0.7014

NZDUSD 0.6474

USDCAD 1.3367

USDCHF 0.9152


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