UBS, Credit Agricole See 10% Rally in Yen Fueled by Dovish Fed

Yen bulls are calling for a double-digit rally in the currency after the Federal Reserve signaled a pause in its aggressive tightening campaign.

(Bloomberg) — Yen bulls are calling for a double-digit rally in the currency after the Federal Reserve signaled a pause in its aggressive tightening campaign. 

Banks including UBS Securities and Credit Agricole CIB expect the Japanese currency to jump about 10% versus the dollar by the end of the year, driven by a narrowing interest-rate differential as well as concerns over the US banking sector. 

The Bloomberg Dollar Spot Index weakened for a third day on Thursday following the Fed’s decision to raise interest rates by 25 basis points and signal a pause in June. At the same time, fears over the health of US regional banks were reignited by a sudden drop in shares of lender PacWest Bancorp after news it was exploring options including a sale.

“Japan’s banks are viewed as an alternative safe haven to US banks as their exposure to higher global rates are shielded by the Bank of Japan’s yield-curve-control,” said David Forrester, Singapore-based strategist at Credit Agricole.

The yen strengthened as much as 0.4% to 134.15 per dollar on Thursday, nearly erasing losses triggered by the BOJ’s decision to stick to its ultra-loose monetary policy last week. The dovish tone from Japanese officials had prompted calls for the currency to weaken to 140 per dollar in the coming weeks.

But for UBS, the Fed’s decision is a bigger driver as the yen is set to be the main beneficiary of a pause in US interest-rate hikes. The bank forecasts the Japanese currency at 120 per dollar by the end of the year, while Credit Agricole sees it at 122. 

Vassili Serebriakov, an FX and macro strategist at UBS in New York, said the next key catalyst for the Japanese currency will be US non-farm payrolls data on Friday, as traders will be looking to sell the dollar if numbers are weaker than expected.

–With assistance from Namitha Jagadeesh.

(Updates context and prices throughout.)

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