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-----Original Message-----
From: MeLinda MeLisa <[email protected]>
Sender: [email protected]
Date: Wed, 15 Sep 2010 12:00:36 
To: StockForex<[email protected]>
Reply-To: [email protected]
Subject: [StockForex] MARKET TALK: Washington May Be Supportive of JPY Move

MARKET TALK: Washington May Be Supportive of JPY Move

U.S. is likely to provide implicit support for Japan's intervention to
weaken JPY, by withholding criticism, unless Japanese government
attempts to weaken JPY over sustained period, says Peter Kenen,
professor of economics at Princeton University and former Treasury
consultant under several U.S. administrations. "This is aimed at
warning people off and breaking the one-way bet that Japan has been
experiencing," he adds, noting move, which he calls "both feasible and
sensible," will likely be effective to counter upward drift in JPY.
USD/JPY last at 84.85, well above intraday low at 82.85

Something similar has happened before. Eight years ago, panic in the
global financial markets sent the yen surging 20% in less than two
months and other markets collapsed, particularly emerging markets, as
investors rushed to repay their yen. Then, as Japan’s economy
worsened, the trade became popular once again.


The Japanese Yen could feel pressure from a renewal of the carry trade

But what is the yen carry trade? Put simply, it is borrowing at low
interest rates in yen and using the loan to buy higher yielding assets
elsewhere. During the past decade, the trade has become a “staple” for
many investors, says William Pesek Jr on Bloomberg. Perhaps the most
popular form of the strategy exploits the gap between US and Japanese
yields. Anyone borrowing for next to nothing in yen and putting the
money into US Treasuries (US government bonds) has received a double
pay-off: from an interest rate difference of more than three
percentage points and from the dollar’s rise against the yen.
Investors make their profit when they reverse the trade and pay back
the yen loan.

A carry trade strategy seeks to profit from the interest rate
differential between two currencies. The approach is to select a
currency pair where you sell (go short) a currency with a low interest
rate, while simultaneously buying (going long) a currency with a
higher interest rate. When you hold this currency pair open in your
trading account, you must pay interest on the short position, while
you receive interest on the long position. If you receive more in
interest than you pay, this difference – known as interest rate carry
or simply carry – is retained in your account as profit.


Does that mean the yen carry trade is back today?


Intermoney.org - Market Talk

Wednesday. September 15, 2010


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