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Yen rises after Japan ramps up intervention warning; US data weighs on dollar

Published 2023-10-31, 08:45 p/m
© Reuters. FILE PHOTO: Banknotes of Japanese yen and U.S. dollar are seen in this illustration picture taken September 23, 2022. REUTERS/Florence Lo/Illustration/File Photo
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By Harry Robertson and Gertrude Chavez-Dreyfuss

LONDON/NEW YORK (Reuters) - The struggling yen rose from a one-year low against the U.S. dollar and a 15-year trough versus the euro on Wednesday on threats of intervention from Japanese authorities, and as investors shifted focus to the Federal Reserve's policy decision later in the day.

The dollar was on the defensive overall against some major currencies after U.S. data showed an economy that is slowing down in the wake of aggressive tightening by the Fed since March 2022.

The greenback was last down 0.35% at 151.2 yen, after more pointed-than-normal remarks from Japan's top currency diplomat, Masato Kanda.

It hit a one-year high on Tuesday as the yen slid after the Bank of Japan redefined its 1% limit on 10-year government bond yields as a reference rate rather than a hard cap.

The tweak disappointed many investors who had been expecting a stronger move away from ultra-loose monetary policy.

"Kanda's comments put a little bit of a lid on dollar/yen overnight," said Vassili Serebriakov, FX strategist, at UBS in New York. "That's not a particularly sharp reversal. It cooled some of the upside momentum."

It was not enough to close the wide gap in bond yields between Japan and other countries, that has been responsible for the yen's almost 14% drop against the dollar this year.

The yen traded weaker than 160 per euro for the first time since 2008 on Tuesday, but recovered slightly to 159.36 per euro on Wednesday, up about 6%.

"The market definitely will try to probe for where the red line is for the Ministry of Finance," said Alvin Tan, head of Asia FX strategy at RBC (TSX:RY) Capital Markets.

"It's clear that it's not at 150 (per dollar) but you don't want to be out there in front when the Japanese authorities intervene."

Wednesday's data showed slowing momentum for the world's largest economy.

U.S. manufacturing contracted sharply in October after showing signs of improvement in prior months as new orders and employment slumped.

The Institute for Supply Management (ISM) said its manufacturing PMI dropped to 46.7 last month from 49.0 in September, which was the highest reading since November 2022. It was the 12th consecutive month that the PMI remained below 50, which indicates contraction in manufacturing.

Data also showed U.S. private payrolls increased less than expected in October and wage growth moderated. Private payrolls rose by 113,000 jobs last month after gaining 89,000 in September, the ADP (NASDAQ:ADP) National Employment report showed. Economists polled by Reuters had forecast private payrolls rising 150,000.

The dollar has been tracking the movements in U.S. Treasury yields, which have surged due to a combination of concerns about the longer-term budget deficits as well as a resilient economy despite several rounds of rate increases by the Fed.

"But if we see U.S. data slowing, that may be a stronger signal that yields would be capped," said UBS' Serebriakov. "We haven't seen that yet so the risk is more upside pressure in yields, which means the dollar can actually remain supported."

With the data out of the way, investors are now focused on the Fed rate decision later on Wednesday. Economists expect the Fed to keep interest rates on hold when it announces its decision at 1800 GMT (2 p.m. ET).

Investors will scrutinise Chair Jerome Powell's comments for hints about how long rates will stay at the current 5.25% to 5.5% level and whether there's a chance of them rising again.

The euro fell 0.2% to $1.0555 in the wake of Tuesday's fall in growth and inflation.

The U.S. dollar index, which tracks the greenback against its major peers, was flat 106.71/ 0.22% to 106.9.

It has traded sideways since hitting an almost one-year high of 107.34 in early October on the back of a sharp rise U.S. bond yields driven by strong economic growth.

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Currency bid prices at 10:56AM (1456 GMT)

Description RIC Last U.S. Close Pct Change YTD Pct High Bid Low Bid

Previous Change

Session

Dollar index 106.7200 106.6700 +0.07% 3.121% +107.0900 +106.6100

Euro/Dollar $1.0557 $1.0576 -0.18% -1.48% +$1.0581 +$1.0522

Dollar/Yen 151.0200 151.7400 -0.47% +15.19% +151.6750 +150.8250

Euro/Yen 159.43 160.41 -0.61% +13.64% +160.4300 +159.2300

Dollar/Swiss 0.9084 0.9105 -0.20% -1.73% +0.9107 +0.9071

Sterling/Dollar $1.2152 $1.2154 -0.04% +0.46% +$1.2164 +$1.2096

Dollar/Canadian 1.3852 1.3875 -0.17% +2.24% +1.3892 +1.3843

Aussie/Dollar $0.6386 $0.6338 +0.77% -6.32% +$0.6394 +$0.6319

Euro/Swiss 0.9590 0.9627 -0.38% -3.10% +0.9628 +0.9569

Euro/Sterling 0.8686 0.8702 -0.18% -1.79% +0.8712 +0.8686

NZ $0.5849 $0.5826 +0.42% -7.87% +$0.5858 +$0.5790

Dollar/Dollar

Dollar/Norway 11.1770 11.1820 -0.16% +13.76% +11.2350 +11.1640

Euro/Norway 11.7937 11.8189 -0.21% +12.44% +11.8400 +11.7895

© Reuters. FILE PHOTO: Banknotes of Japanese yen and U.S. dollar are seen in this illustration picture taken September 23, 2022. REUTERS/Florence Lo/Illustration/File Photo

Dollar/Sweden 11.1773 11.1683 -0.15% +7.39% +11.2357 +11.1540

Euro/Sweden 11.7951 11.8126 -0.15% +5.79% +11.8293 +11.7877

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