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Yen Rallies Against Dollar, Outstripping Most of Its G-10 Peers

Japanese 10,000 yen, left, and US 100 dollar banknotes arranged for a photograph in Tokyo, Japan, on Friday, May 10, 2024. The Bank of Japan offered to purchase a smaller amount of government bonds in a regular operation on May 13 than it did on April 24 as it seeks to reduce its presence in the country’s debt market. Photographer: Noriko Hayashi/Bloomberg (Noriko Hayashi/Bloomberg)

(Bloomberg) -- The yen outperformed most of its peers in the Group of 10 Monday, rallying against the dollar in jittery trading ahead of key central bank events later in the week.

Japan’s currency climbed as much as 1.7% versus the greenback to 145.19, before trimming the advance to about 0.8% during New York trading. The rally came amid broad weakness in the dollar, with investors on edge before Bank of Japan Governor Kazuo Ueda appears in parliament on Friday, and Federal Reserve Chair Jerome Powell speaks at Jackson Hole later the same day. 

The market is on tenterhooks for hints from Ueda on the BOJ’s rate-hike path, given that his Deputy Governor Shinichi Uchida took a more dovish line in the wake of market turmoil following the July 31 policy meeting. Domestic politics has also fueled uncertainty after Prime Minister Fumio Kishida said he wouldn’t run for reelection as president of the ruling Liberal Democratic Party in September. 

“There appear to be investors who haven’t given up betting on BOJ interest-rate hikes,” said Hideki Shibata, a senior rates and foreign-exchange strategist at Tokai Tokyo Intelligence Laboratory Co. “Investors may be trying to buy the yen against the dollar before the heads of the US and Japanese central banks speak.”

The Bloomberg Dollar Spot Index slipped 0.4% to the lowest since late March with the yen advances weighing on it. The Australian and New Zealand dollars were also gaining against the greenback.

The BOJ’s slow pace of normalization “doesn’t significantly reduce the interest rate differential or increase the attractiveness of the yen,” according to Skylar Montgomery Koning, FX strategist at Barclays Capital. This is also making the yen dependent on US rate expectations, she said. 

“Powell will likely guide toward a September cut at Jackson Hole, but there is no need for the Fed to give up optionality with another labor market report before the September meeting,” she said. “There is already too much dovishness priced in, so the risk is that the market will be disappointed.”

--With assistance from Daisuke Sakai, Anya Andrianova and Cristin Flanagan.

(Updates prices, adds Barclays commentary in final paragraphs.)

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