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Hedge Funds Sold Yen Just Before Election Catapulted Japan Risk

(CFTC)

(Bloomberg) -- Hedge funds turned bearish on the yen in the week before Japan’s ruling Liberal Democratic Party failed to gain majority at a general election, threatening to amplify losses in the currency. 

Speculative investors switched to a net short position on the yen for the first time this month, Commodity Futures Trading Commission data for the week to Oct. 22 showed. The data came before Sunday’s election results which will now require Prime Minister Shigeru Ishiba to find a route to a stable government — even as the outcome raises questions about his own future. 

Rarely has the yen been so much at the mercy of political uncertainty.

Ishiba was initially seen as a supporter of policy tightening in Japan before he blindsided markets earlier this month by saying the economy wasn’t ready for further hikes. The developments over the weekend may render the yen, already wallowing near the weakest level since late July, even more vulnerable as traders latch on to local politics and the upcoming US election for new reasons to sell. 

“It’ll be very easy for carry traders, including hedge funds, to sell the yen if the government does not stabilize,” said Shoki Omori, chief desk strategist at Mizuho Securities, referring to a strategy that involves borrowing yen funds to invest in higher-yielding assets. 

The currency fell as much as 0.6% to 153.27 per dollar in early trading on Monday, the weakest in nearly three months. Its slide may prompt authorities to intervene to bolster the yen even as investors fret about how the outcome fuels uncertainty in the nation’s legislative process, further denting the currency’s appeal. 

Asset managers were similarly bearish on Japan’s currency, having flipped to a net short of 17,226 contracts during the week to Oct. 22 — the first time since mid-August, CFTC data showed. 

©2024 Bloomberg L.P.