Major Banks Maintain Yen Bearish Bets Ahead of Possible BOJ Rate Hike

Despite BOJ hints of a December rate increase, analysts from top banks cite low Japanese yields versus U.S. as sustaining USD/JPY strength.

Summary

Market participants, including analysts from Bank of America, Nomura, and Royal Bank of Canada, continue to short the yen amid signs the Bank of Japan may raise rates in December. Citi’s yen “pain index” remains negative, underscoring prevailing bearish sentiment. Analysts attribute the USD/JPY bullish trend to significantly higher U.S. yields compared to Japan’s, making dollar assets more attractive.

Terms & Concepts
  • BOJ rate hike: An increase in interest rates by the Bank of Japan, aimed at controlling inflation and currency strength.
  • Yen pain index: A metric by Citi indicating market stress or adverse conditions for yen positions.
  • U.S. yields: Interest rates on U.S. government bonds, which influence currency exchange rates by affecting investor demand.