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Carry Trades Slump on Lingering Risk Aversion, Pushing the Japanese Yen Higher

Thursday, 06 November 2008 05:14:04 GMT

Written by Terri Belkas, Currency Strategist

While Wednesday marked a relatively quiet day in the forex markets, this was not necessarily the case for other risky assets, as the DJIA and S&P 500 fell more than 5 percent while crude oil plunged over 7 percent.

As usual, this worked to the benefit of the Japanese yen, which rose nearly 2 percent versus the euro and US dollar and jumped over 3 percent against the commodity dollars (Canadian dollar, Australian dollar, and New Zealand dollar). In the long term, I think there’s still quite a bit of bullish potential for the low-yielding yen. Keeping the inverse correlation between the US stock markets and Japanese yen in mind, we need to consider that while many governments have taken active steps to try to stabilize the financial markets, a global economic slowdown is bound to have a negative impact on corporate earnings going forward. As these figures are released, equity markets could fall even lower and take forex carry trades down with them. While I wouldn’t be surprised to see a bounce in these carry trades in coming weeks, the trend remains bearish and should ultimately continue to benefit the low-yielding Japanese yen.

Related Articles: Barack Obama - Buy on the Rumor, Sell on the News, Japanese Yen May Lose Ground And Volatility As Risk Aversion Settles


Check out Daily Fundamentals in its entirety for analysis and outlooks on the US dollar, euro, British pound, Japanese yen, and the commodity dollars.

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