Financial Advisor

Daily Report: The Greenback Finally Rallies against the Japanese Yen on Aggressive Interventions by MOF

Finally, as suggested in our previous updates that the Bank of Japan did ease policy by increasing the amount of its Asset Purchase Program and the MOF also took this chance as indicated in our updates to intervene the forex market to curb recent yen's strength. The Bank of Japan increased purchasing assets (including JGBs, Treasury discount bills, CPs, corp bonds, ETSs, REITS and fix-rate lending operations) by 10 trillion yen to 50 trillion yen, the amount was well above previous raise of 5 trillion yen back in March after the 9.0 earthquake and tsunami. Although the BOJ left its call rate target unchanged at 0-0.1% unanimously, all council members agreed to temper the yen's rise to avoid further damage to the country's export-led economy. The MOF ordered BOJ to intervene the FX market on its behalf and the BOJ sold yen very aggressively from around 77.00-10, pushed the USD/JPY sharply higher to as high as 79.41 so far, lots of stops were triggered, including 77.50, 78.10, 78.50 and also 79.00. Although some traders reported offers from exporters at 79.50, dealers expect the Bank of Japan to act again in European session with next batch of stops tipped at 80.00-10. Japan's Finance Minister Yoshihiko Noda confirmed about the intervention in the forex market, he said the action was conducted by Japan itself but the MOF had communicated with other countries on the move. Whilst Noda did not provide further details on the yen selling intervention, source from Japanese news agency suggested that Japanese authorities spent around 800-900 billion yen (approx. over US$ 11 billion) this morning in Tokyo which pressed the Japanese currency lower by over 2.7%. The record amount that Japanese authorities used for intervention is 2.1 trillion yen back in September last year, BOJ governor Shirakawa will hold press conference from 07:00GMT and further details would be unveiled.

EUR/JPY also rallied in Tokyo, easily broke above yesterday's high of 110.61 to as high as 113.35, tough offers at 112.00 and 113.00 were all cleared, however, the pair's upside was limited partly due to the weakness in the single currency. Euro retreated quite sharply after hitting an intra-day high of 1.4375 (stop-hunting to trigger stops at 1.4350), surging Italian and Spanish bond yields put pressure on euro, more and more investors started losing faith on Italian economy and expected the nation to face debt crisis following Greece. However, downside is likely to be limited as some traders await the rate decision by European Central Bank later today at 11:45GMT and more importantly the press conference at 12:30GMT as the ECB is expected to keep rate unchanged but investors hoped the ECB could unveil aggressive measures to address the eurozone debt crisis such as the resumption of bond purchases in the secondary market. If ECB President Trichet does sound less hawkish as before and focus on monetary easing approaches like bond purchases, this would put extra burden on the single currency. At the moment, some bids are reported at 1.4260-70 with stops placed below 1.4250 and further out at 1.4200 whilst on the upside, offers are still noted at 1.4375/80 and 1.4400.

The British pound followed euro and fall in Aisa mainly on dollar's broad-based rally, slipped from Australia high of 1.6440 to as low as 1.6343, although cable found some support there and has recovered, consolidation should take place ahead of the Bank of England rate decision at 11:00GMT with markets expected the BOE to keep rate unchanged at 0.5% and asset purchase funds will stay on hold at GBP 200 billion. With speculations on possible QE3 in the U.S. and more debt crisis in eurozone, sterling could benefit from current atmosphere and trade with a relatively firm tone especially against the yen. We heard bids from Asian sovereign names around 1.6340-50 and also 1.6300 with some stops seen at 1.6270 and 1.6220 whilst on the upside, first offers are tipped at 1.6400 and sizeable selling interest remains at 1.6440-50.

USD/JPY Daily Outlook

Daily Pivots: (S1) 76.76; (P) 77.08; (R1) 77.38; 
USD/JPY's rebound from 76.28 accelerates further on Japan intervention and the break of 78.46 resistance indicates that a short term bottom is at least formed after USD/JPY missed 100% projection of 85.51 to 79.56 from 82.22 at 76.27. Intraday bias is back on the upside and further rise should be seen back to 79.56/82.22 resistance zone first. Though, we'd prefer to see sustained break of 82.22 (which is close to 61.8% retracement of 85.51 to 76.28 at 81.98) before confirming reversal. On the downside, below 77.84 minor support will turn bias back to the downside for 76.20. Meanwhile, break of 82.22 should pave the way to 85.51 and above.
In the bigger picture, note that USD/JPY's rebound from 75.98 low was held by medium term long term falling trend line as well as the 55 weeks EMA. Thus, down trend from 124.13 could still be in progress. Current fall from 85.51 might now extend through 75.98 towards 70 psychological level. In any case, break of 82.22 resistance is first needed to indicate completion of fall from 85.51. Secondly, break of 85.51 is needed to revive the case that USD/JPY's down trend has finished. Otherwise, we'll stay cautiously bearish in the pair.


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