Yen Short: The Closest Thing To A “Risk-Free” Trade

Published 11/04/2014, 04:39 PM

There is no such thing as a “risk-free trade.”  No matter how good an investment thesis looks on paper, there can always be a curve ball you never saw coming.

No Brainer

That said, the closest thing to a “risk-free trade” you’re going to find for the remainder of 2014 is to short the Japanese yen.  Barring another market scare that causes hedge funds to cover their yen shorts and close their carry trades, the yen is all but guaranteed to sink lower.  This isn’t particularly good for American exporters.  But at least in the short term, it adds another major source of liquidity to drive stock prices higher.

Last week, central-bank shenanigans were the biggest force behind the market’s moves.  The Fed finally tapered its “QE Infinity” bond-buying program to zero.  That’s been their plan for months, so it came as no real surprise.  The Fed did, however, use slightly more optimistic language when describing the labor market, which Fed watchers took as a cue that short-term rates might be rising a few months earlier than previously thought.

Maybe…or maybe not.  I don’t expect the Fed to raise rates much if at all for another 9-12 months.  But it doesn’t really matter.  The central-bank news that sent the market flying on Friday came not from the Fed but from the Bank of Japan.

Asia's Santa Clause

The BoJ announced it was taking quantitative easing to levels that would make Fed chair Janet Yellen blush.  The BoJ will be increasing its balance sheet by 15% of Japanese GDP per year and will triple its purchases of ETFs and REITs.  Topping it off, Japan’s government pension fund will be upping its allocation to equities from 24% to 50%.  Relative to the size of Japan’s economy, this is the biggest quantitative easing boost in history.

This won’t end well for Japan.  Quantitative easing may stave off deflation for a time.  But it won’t reignite growth or encourage new borrowing by Japanese companies. Japan is already sitting on overcapacity and has some of the poorest returns on investment in the developed world. Worse, at the risk of sounding morbid, there are fewer Japanese consumers to sell to every year. Japan is the oldest country in the world with a quarter of its population already over the age of 65. Japan’s population peaked seven years ago at 128 million and hasn’t stopped shrinking since — Japan has about a million fewer citizens every year. By 2060, the Japanese government estimates that Japan’s population will have shrunk to 87 million people.

So, Japan’s quantitative easing won’t “fix” Japan.  But it will lower the value of the yen as liquidity sloshes out of Japan and into higher-yielding assets abroad.

Trading The Easing Bonanza

There are plenty of ways to trade Japan’s quantitative easing bonanza.  The easiest is by buying shares of the ProShares UltraShort Yen (NYSE:YCS).  This is a leveraged fund, so be careful.  YCS rises about 2% for every 1% fall in the value of the yen relative to the dollar, and vice versa.

As I said, there is no such thing as a risk-free trade.  But barring a massive intervention by the Fed or ECB to prop up the yen, this is about as close as we’re going to get.

Disclosures: Long YCS in Tactical ETF portfolio.

This article first appeared on TheStreet.com

Latest comments

Loading next article…
Risk Disclosure: Trading in financial instruments and/or cryptocurrencies involves high risks including the risk of losing some, or all, of your investment amount, and may not be suitable for all investors. Prices of cryptocurrencies are extremely volatile and may be affected by external factors such as financial, regulatory or political events. Trading on margin increases the financial risks.
Before deciding to trade in financial instrument or cryptocurrencies you should be fully informed of the risks and costs associated with trading the financial markets, carefully consider your investment objectives, level of experience, and risk appetite, and seek professional advice where needed.
Fusion Media would like to remind you that the data contained in this website is not necessarily real-time nor accurate. The data and prices on the website are not necessarily provided by any market or exchange, but may be provided by market makers, and so prices may not be accurate and may differ from the actual price at any given market, meaning prices are indicative and not appropriate for trading purposes. Fusion Media and any provider of the data contained in this website will not accept liability for any loss or damage as a result of your trading, or your reliance on the information contained within this website.
It is prohibited to use, store, reproduce, display, modify, transmit or distribute the data contained in this website without the explicit prior written permission of Fusion Media and/or the data provider. All intellectual property rights are reserved by the providers and/or the exchange providing the data contained in this website.
Fusion Media may be compensated by the advertisers that appear on the website, based on your interaction with the advertisements or advertisers.
© 2007-2025 - Fusion Media Limited. All Rights Reserved.