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USD/JPY: Fed and BoJ Decisions to Ignite FX Market Volatility

Published 12/13/2024, 02:33 AM
USD/JPY
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  • Fed and BoJ rate decisions land hours apart, driving USD/JPY volatility
  • A 25bps Fed cut is widely expected, focus shifts to updated rate projections
  • BoJ’s rate move remains uncertain, with a hike over 15bps likely yen-positive
  • Rising US Treasury yields continue to support USD/JPY upside momentum

Overview

The final working week of 2024 shapes up as pivotal for USD/JPY traders, with the Federal Reserve and Bank of Japan interest rate decisions landing just hours apart. These twin events overshadow all other data, including the Fed’s preferred inflation measure, the core PCE deflator, released on Friday. How the market reacts to these decisions will likely define USD/JPY's trajectory as we enter 2025.

Central Bank Decisions Collide

Before digging into the details, here’s next week’s major events calendar for the United States and Japan. Note times shown are US Eastern.Economic Calendar Dec 14

Source: TradingView

While Tuesday’s retail sales and Friday’s PCE reports will offer key updates on the health of the US consumer – the largest driver of the US economy – the week will be dominated by the Fed’s interest rate decision rather than its preferred inflation gauge, the core PCE deflator. The latter rarely surprises these days, leaving the Fed decision as the far more significant event for USD/JPY traders.

Hawkish Fed Cut Incoming?

With a 25bps cut now seen as a near-certainty, the Fed’s updated economic and interest rate projections are expected to drive market movements. These projections will not only influence the front end of the US interest rate curve but also the belly and back end, which have been pivotal in driving USD/JPY moves.JPY Correlations

Source: TradingView

Jerome Powell’s remarks last month – highlighting that downside risks to the labor market had diminished while inflation remained more persistent than anticipated – have traders on edge for a potential hawkish cut. The Fed’s forward guidance will therefore be key.

Unemployment is likely undershooting, and inflation overshooting, the Fed’s September forecasts. With 100bps of rate cuts set to be delivered in 2024, as outlined three months ago, the question now is how much easing the Fed signals for next year, and where members see the neutral funds rate, where inflation pressures and unemployment stabilize.FOMC Sep 2024 Projections Dec 14 2024

Source: Federal Reserve

In September, the Fed anticipated 100bps of cuts and a neutral rate of 2.9%. Both now seem overly dovish given recent data flow. This opens the door to a more restrained signal, perhaps as few as two, or even one, rate cut for 2025 in the updated dot plot. If the Fed maintains a projection for four 25bps cuts, it could stoke concerns about its willingness to finish the inflation fight.

The long-run dot, reflecting the median FOMC estimate for the neutral policy rate, may also shift higher. While members have been cautious about revising these projections, a minor adjustment to 3% or slightly above seems likely. A larger revision to 3.2% or more could trigger a sharp rise in US Treasury yields, with the Japanese yen likely to feel the heat.

Bond Traders Think SoUS 10-Year Yield Daily Chart

Source: TradingView

Positioning for a hawkish adjustment is evident in US interest rate futures. 2-year and 10-year contracts have broken down over the past week, signaling expectations for higher yields.

The 10-year Treasury note future has rolled over decisively, with momentum shifting sharply to the downside. With uptrend support wiped out, further price weakness looks likely in the near term, pointing to rising US Treasury yields and potential US dollar strength against the yen.

One roadblock standing in the way of continued USD/JPY upside is the BoJ interest rate decision on Thursday.

BoJ Impact Set to Fade Fast

It’s likely to spark volatility in USD/JPY as soon as the outcome is released, with traders divided on whether the BoJ will lift overnight rates and, if so, by how much. Will it opt for a 10, 15, or 25bps hike, or hold off until February or March?

While the outcome is uncertain, one thing is clear: a hike exceeding 15bps would likely trigger a downside move in USD/JPY as the yen strengthens. On the other hand, if the BoJ keeps rates unchanged, there’s a solid chance of a knee-jerk upside reaction.

That said, the US rate outlook remains the dominant driver of USD/JPY movements for now. Once the initial volatility from the BoJ decision fades, expect US Treasury yields to reassert their influence.

Higher US Yields Powering USD/JPY UpsideUSD/JPY-Daily Chart

Source: TradingView

The impact of higher US Treasury yields on USD/JPY is obvious on the daily chart, with the pair resuming its push higher just as yields bottomed. Having cleared the important 200-day moving average, and with momentum indicators like RSI (14) and MACD generating bullish signals, for the first time in weeks, a bullish bias is preferred.

Resistance is located at 153.80, 155.89 and 156.75, the latter the high struck immediately before the US presidential election. On the downside, support is found at the 200DMA, uptrend support around 151 and 148.65.

Good luck with your trading and thanks to everyone who has read these weekly outlook guides in 2024. Coverage in 2025 will resume midway through January.

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