Monday, October 3, 2016

JPY: Watching Out JGB Auctions As The Market Could Test BoJ's Resolve - Credit Agricole

Nerves ahead of the US non-farm payrolls data as well as risk sentiment will likely dominate price action in the USD/JPY this week.

Also it will be worth paying continued attention to JGB yields. While the BoJ has restructured its monthly JGBs purchases to help halt the decline in 10Y yields, the BoJ’s yield curve control programme faces further credibility tests in the 10Y JGB auctions this week.

Heightened JGB volatility could spill over into JPY strength, especially if investors begin to think that the BoJ has to taper its asset purchases to keep 10Y JGB yields close to 0% and if the JGB curve continues to flatten, which could lead to a weaker Nikkei.

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