Yen carry trade outlook uncertain amid BoJ policy changes- Bybit

Published 20/02/2025, 12:50
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Yhe yen carry trade, a staple strategy in global foreign exchange (FX) markets, faces potential challenges as Japan’s economic landscape and Bank of Japan (BoJ) policy shifts may impact its effectiveness, according to analysts at Bybit. Traders are advised to consider diversifying currency exposure and adopt dynamic risk management to navigate the changing environment.

The yen carry trade has historically benefited from Japan’s ultra-loose monetary policies, with low interest rates making the Japanese yen (JPY) an attractive funding currency.

However, rising inflation and wage growth in Japan, coupled with speculation about potential BoJ policy adjustments, are now leading investors to reassess the yen’s role. Should the BoJ tighten its policies in response to sustained inflation, it could trigger a shift in global FX dynamics.

The carry trade’s success has been cyclical, heavily influenced by global monetary policies and risk sentiment. The 2008 financial crisis, for example, demonstrated the risks associated with carry trades, as a sudden collapse in risk appetite led to a sharp appreciation of the yen.

Current macroeconomic factors, including Japan’s post-pandemic recovery, are reshaping the carry trade landscape, with inflation consistently exceeding the BoJ’s 2% target.

As the traditional role of the yen as a funding currency is under scrutiny, alternative high-yielding currencies are emerging as potential substitutes, Bybit analysts said in a report.

Currencies like the Mexican peso (MXN), South African rand (ZAR), and Turkish lira (TRY) offer compelling opportunities due to favorable interest rate differentials. However, these alternatives also carry their own sets of risks, such as sensitivity to external economic cycles and political stability.

Looking ahead to 2025, the outlook for the yen carry trade is contingent on several factors, including the direction of BoJ’s monetary policy and global economic conditions. Diverging policies among major central banks could lead to a decrease in the yen’s attractiveness as a funding currency.

The Swiss franc (CHF) and euro (EUR) are gaining relevance as potential funding currencies, depending on the global rate trajectories and central bank stances.

This article was generated with the support of AI and reviewed by an editor. For more information see our T&C.

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