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A Historic Day In Foreign Exchange

Published 09/22/2022, 02:12 PM
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It appears Japan is saying ‘enough is enough’ with currency weakness, as the Ministry of Finance delivers the first currency intervention since 1998. Japan’s Top FX Diplomat Kanda confirmed the unilateral intervention in the FX market, triggering a massive 2% rally for the yen. ​

The US Treasury said they understood why the BOJ intervened in the FX market and a Treasury Official confirmed that the US did not participate in the action. ​It will be an uphill battle for this intervention to work as the BOJ is still in easing mode. ​

FX traders will wait to see how much sales were needed for this bold action; once the market adjusted some positioning, this move is expected to be faded. ​

BOE

The British pound did not break despite a meager half-point rate increase. ​ The BOE is falling behind in the race to fight inflation and that is mainly because the economy is showing signs of contracting. The vote was three for a 75bp rate hike, five for a half-point increase, and one vote for a ¼ point raise. The door is still open for forceful rate hikes if inflation proves to be more persistent.

The pound is already near the lowest levels seen in 37 years and that is making this next wave of weakness harder to come by. ​ ​ ​ ​ ​ ​

SNB

The Swiss franc plunged after the SNB ended negative interest rates but failed to satisfy market expectations. The SNB raised its key policy rate by 75bp, to 0.50%. SNB’s Jordan noted they are willing to be in the FX market if needed.

Brazil

A close vote to keep rates steady at the elevated level of 13.75% sent the Brazilian real higher as the bank signals it they won’t hesitate in raising rates again. ​ The BCB might be at the end of its tightening cycle, but it seems they are trying to convince markets they will remain on hold for a while and are not willing to consider rate cuts.

South Africa

Emerging markets will likely follow the Fed’s lead with 75 bp rate increases. ​The South African central bank (SARB) raised rates by 75bp to 6.25%, which brings it to pre-COVID levels. Two of the MPCs wanted to deliver a full-point and that should signal to markets that the SARB is still far from done with raising rates. ​

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