The Japanese yen is weakening against the US dollar as investors monitor intervention risks

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USD/JPY rebounded on Friday after falling nearly 0.90% the previous day amid speculation that Japanese authorities may have intervened in the currency market after the Japanese yen fell to a 40-year low earlier this week.

At the time of writing, the pair is trading around 161.25, rebounding from the intraday low of 160.49, its weakest level since June 18.

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Traders remain alert to the possibility of intervention. On Friday, Japanese Finance Minister Katayama reiterated that authorities were “ready to act appropriately” in response to excessive currency fluctuations and were “cooperating closely with the US.”

Meanwhile, the US dollar (USD) is showing signs of stabilization after coming under ponderous selling pressure following the release of weaker-than-expected US non-farm payrolls (NFP) data on Thursday, which dampened expectations of an imminent interest rate hike from the Federal Reserve (Fed).

The US Dollar Index (DXY), which tracks the greenback against a basket of six major currencies, is trading near 100.80 after falling to a two-week low of 100.56. The dollar’s recovery is also limiting gains for the Japanese yen.

The US dollar’s decline remained constrained as the feeble NFP report only delayed expectations for a Fed rate hike. With inflation running well above the Fed’s 2% target, the central bank is widely expected to maintain a restrictive monetary policy stance.

According to CME FedWatch Tool, the probability of a rate hike in September dropped to 53% from 63% before the data was released, pushing market expectations towards December, where the probability is 76.8%.

The Bank of Japan’s (BoJ) tightening stance has done little to support the Japanese yen as investors continue to take advantage of relatively low interest rates in Japan through carry trades.

The immense interest rate differential between Japan and the United States is causing the broader USD/JPY bias to tilt higher.

Frequently asked questions about the Bank of Japan

The Bank of Japan (BoJ) is Japan’s central bank that sets the country’s monetary policy. Its mandate is to issue banknotes and exercise currency and monetary control to ensure price stability, which means an inflation target of around 2%.

The Bank of Japan began ultra-loose monetary policy in 2013 to stimulate the economy and generate inflation in a low-inflation environment. The bank’s policy is based on quantitative and qualitative easing (QQE), which is printing banknotes to buy assets such as government or corporate bonds to provide liquidity. In 2016, the bank doubled down on its strategy and further loosened its policy, first introducing negative interest rates and then directly controlling the yield on 10-year Treasury bonds. In March 2024, the BoJ raised interest rates, effectively withdrawing from its ultra-loose monetary policy stance.

The Bank’s massive stimulus caused the yen to depreciate against other major currencies. This process intensified in 2022 and 2023 as policy divergences widened between the Bank of Japan and other major central banks, which decided to sharply raise interest rates to combat decades-long levels of inflation. The BoJ’s policy led to a deepening differential against other currencies, which resulted in a decline in the value of the yen. This trend was partially reversed in 2024, when the BoJ decided to abandon its ultra-loose policy stance.

A weaker yen and a acute augment in global energy prices led to a rise in inflation in Japan, which exceeded the BoJ’s target of 2%. The prospect of rising wages in the country – a key element driving inflation – also contributed to this move.

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