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The Japanese yen jumped on Friday as investors sought protection against volatile stock moves, while the greenback dipped as stocks ended a dramatic week capped by large price swings. The benchmark S&P 500 tested its 20-month low early in the week and was at the brink of bear market territory before the three main indexes roared back with their biggest daily surge in nearly a decade on Wednesday and a late rally on Thursday.
The yen gained despite soft domestic data and a decline in benchmark Japanese bond yields, which fell back into negative territory for the first time in more than a year. "That suggests that there's still demand for some insurance against extended volatility over the holiday period that's keeping the yen better supported," said Shaun Osborne, chief FX strategist at Scotiabank in Toronto.
The Japanese currency was last up 0.56 percent against the greenback at 110.37 yen. Another safe-haven currency, the Swiss franc, gained 0.26 percent at 0.9849. "Markets are a bit more cautious on risk appetite, with the Japanese yen and the Swiss franc gaining," said Lee Hardman, an FX strategist at MUFG in London.
The dollar index, a gauge of the greenback against a basket of six major currencies, fell 0.09 percent to 96.396. The US currency has been hurt in recent weeks by rising expectations that the Federal Reserve will pause its tightening cycle sooner than expected, or potentially harm the US economy with further interest rate increases.
A partial shutdown of the US federal government, trade tensions between the United States and China and complications relating to Britain's exit from the European Union are also keeping investors cautious. "There's still a lot of potential risk and uncertainty out there," said Osborne. Both chambers of the US Congress convened for only a few minutes late on Thursday, but took no steps to end the partial federal government shutdown before adjourning until next week.

Copyright Reuters, 2018

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