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Yen hits three-year highs vs euro as Brexit worries mount

Published 06/14/2016, 08:00 AM
© Reuters. File photo illustration of South Korean won, Chinese yuan and Japanese yen notes seen on U.S. 100 dollar notes
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By Patrick Graham

LONDON (Reuters) - The yen surged to its strongest level against the euro for more than three years on Tuesday as the chances of Britain voting next week to leave the European Union grew, pushing investors towards the security of Japan and other traditional safe havens.

As opinion polls continued to show the "Leave" camp moving ahead before the June 23 vote, and Britain's biggest selling paper, the Sun, came out in favour of leaving the bloc, sterling fell 1 percent to a two-month low of $1.4112.

While many market players are sceptical about the accuracy of the polls, recent results have sent a shockwave through global financial markets.

The Swiss franc, another traditional harbour in times of global financial stress, hit a three-month high against the euro (EURCHF=), and the dollar gained about half a percent against the euro and a basket of currencies. (DXY)

Ahead of this week's Bank of Japan meeting, traders say strong resistance around 105.50 has kept the yen from surging towards 100 per dollar - levels which many assume would force the Bank of Japan to intervene against its currency.

The debate now among traders is whether the BoJ will take policy steps on Thursday aimed at weakening the currency, when a vote for a Brexit next week would be expected to drive more buying of the yen globally as a safe haven for capital.

"A lot of people say that the BOJ won't do anything this week given the context," currency fund Millennium's co-head of portfolio management, Richard Benson, said.

"But if the yen is at trade-weighted highs, I wouldn't be surprised (to see action). If they are looking for a chance to manipulate the currency weaker, a policy meeting would be a natural choice."

There is also growing talk among market participants of the role the Bank of England and other central banks may play on the night of the Brexit vote.

Senior currency industry managers say they have told the bank it should be prepared to intervene to help stabilise sterling for the first time in decades and the IMF has also told the bank to ensure it has swap lines open to other major central banks to provide foreign exchange if need be.

Bookmakers' odds on a "Remain" vote have fallen from 78 percent last week to just 55 percent on Tuesday and William Hill said a Brexit could be odds-on favourite by the weekend. [FXBUZ]

The danger now is that makes the risks balanced and a sharp move in sterling on the night of the vote all but guaranteed, where previously traders had assumed only a vote to leave would generate a shock.

While sterling fell against the dollar in morning trade in London, it recovered to trade steadily on the day against the euro at 79.19 pence. (EURGBP=D4) [GBP/]

"Our best guess of a post-Brexit reaction is still that sterling loses 5-10 percent quickly against the dollar, dragging other European currencies down too," Societe Generale (PA:SOGN) analysts said in a note.

© Reuters. File photo illustration of South Korean won, Chinese yuan and Japanese yen notes seen on U.S. 100 dollar notes

"What's changing this week is that the very near-term outlook around the vote is now more symmetrical. Sterling is now as likely to rally by 10 figures in the immediate aftermath of the vote as to fall by 10."

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