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The yen slipped broadly on Friday and neared a recent nine-month low versus the dollar, retreating due to yen-selling by Japanese importers and as traders took aim at stop-loss levels. The dollar rose 0.4 percent against the yen to 81.44 yen, nearing a nine-month high of 81.661 yen hit earlier this week on trading platform EBS.
The Japanese currency has taken a hit after the Bank of Japan's surprise monetary easing in February, while the dollar found some reprieve this week after US Federal Reserve Chairman Ben Bernanke stopped short of signalling more stimulus. The dollar is likely to stay firm versus the yen in the near term, said Satoshi Okagawa, senior global markets analyst for Sumitomo Mitsui Banking Corp in Singapore.
"As you can see in yen crosses for example, there is now a strong trend of betting that market strains will calm down, and US economic data has been recovering to some extent as well," Okagawa said. The low-yielding yen tends to come under pressure when market optimism about the outlook for global economic growth improves. That can trigger more risk-taking among investors and increase the popularity of carry trades, in which investors sell low-yielding currencies against higher-yielding currencies.
Traders said the dollar's rise versus the yen on Friday gained additional momentum after stop-loss bids were triggered near 81.40 yen, with more stops said to be lurking at levels above the nine-month peak hit earlier this week. In addition, dollar-buying by Japanese importers helped support the greenback against the yen, said a trader for a major Japanese bank in Tokyo.
The euro and the Australian dollar also pushed higher against the yen, with the euro rising 0.3 percent to 108.38 yen and the Australian dollar hitting its highest level since May 2011 of 87.97 yen at one point. News that Japanese brewer Asahi is emerging as a front-runner to buy eastern European brewer StarBev, helped lend support to the euro versus the yen, traders said.
Against the dollar, the euro held steady at $1.3306. The single currency inched up 0.1 percent versus the Australian dollar to A$1.2320, after having touched a 1-1/2 week low around A$1.2300 at one point on Friday. Analysts said the European Central Bank's massive cash injection this week (LTRO) has made it more attractive to use the euro as a funding currency to buy higher yielding assets.
"Risk-on positioning could continue to be funded by short euro positions following the LTRO," said BNP Paribas. Market players believe the cash bonanza from the ECB will ease bank funding strains and support the euro zone's sovereign bond market. That, in turn, could help spur more risk-taking among investors. Still, while the ECB's LTRO is positive for high-yielding currencies and emerging market currencies against the euro, one factor that could limit their gains is market positioning, said Olivier Desbarres, head of Asia-Pacific FX strategy for Barclays Capital in Singapore.

Copyright Reuters, 2012

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