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Full Collapse: USD/JPY Breaks 115.00

Published 02/09/2016, 06:24 AM
Updated 07/09/2023, 06:31 AM
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Market Drivers February 09, 2016

  • USD/JPY drops below 115
  • JGBs below 0%
  • Nikkei -5.40% Eurostoxx -0.54%
  • Oil $30.00/bbl
  • Gold $1189/oz

Europe and Asia
EUR: GE IP -1.2% vs. 0.2%
EUR: GE Trade Balance 19.4B vs. 19.4B
GBP: UK Trade Balance -9.9B vs. -10.4B

North America
USD: Wholesale Inventories 8:30

It's been a day of pure panic in Asian session trade as the Nikkei plunged by more than -5%, 10 year JGB went below 0% yield for the first time ever and USD/JPY broke below the long held support of 115.00.

The typically quiet Asian session saw massive volatility with USD/JPY plunging all the way to a low of 114.00 before finally finding some support and rebounding back above 115.00. Investor sentiment has turned so sour that they were willing to collect negative yields on 1-year JGBs in a mad flight to safety move. The Nikkei has now managed to lose more than 10% since BOJ announced its negative rate policy and authorities are clearly becoming concerned that their move has backfired.

Japan's top currency diplomat Masatugu Asakawa came on the wires to note that the government was watching the FX moves carefully, but the jawboning had little impact on USD/JPY flows as risk off sentiment dominated trade. Several analysts have noted that Japan's policy makers have no good options against a backdrop of risk aversion with yen unwinding any and all moves as investors sentiment trumps BOJ's attempts at intervention.

With USD/JPY now broken below the 115.00 mark the pair has done a lot of technical damage. Still having fallen so hard so fast, it may see some short covering reprieve later in the week when Janet Yellen testifies on Wednesday. If Ms. Yellen is generally dismissive of the current volatility in the global markets and remains upbeat about US economic growth prospects USD/JPY could squeeze higher for a couple of hundred points, but for investors now highly wary of risk, any rally is likely to be a just a dead cat bounce.

In North America today the calendar remains quiet and trading will most likely be dictated by equity flows. With European bourses having stabilized, currency traders will be watching the US open carefully. If US stocks can hold bid, then USD/JPY could pop to 116.00 on short covering action. However, if risk aversion resumes the pair could easily test fresh multi-month lows at 114.00 as short press their case.

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