USD/JPY Dollar/Yen 2024: Spot Volume Stagnation
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■Signs of position changes, events — June 10 (Monday)
・Tokyo morning: yen weak, dollar weak. As European time approaches, yen weak across the board and dollar strengthens. From NY to London fix, dollar strengthens. NY close, dollar strengthens.
・Balanced yen exposure changes to pound buying at 1.2735 and Aussie buying at 0.6605, shifting to an overnight position.
・Early yen selling pressure. BoJ meeting priced in mood.
・In order of strongest versus the dollar: pound, Australian dollar, yen, euro (based on intraday).
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■ Tokyo market spot turnover (6/7)
3,130 (million dollars)
10-day moving average 4,023
Recent 10-day high 5,183 (5/30)
Recent 10-day low 3,110 (6/03)
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■ US and Japan interest rates
・US Treasuries yield fell (bull flattening)
US02yr 4.834(-0.049)
US05yr 4.417(-0.069）
US10yr 4.402(-0.069）
・Japanese Government Bonds fell (bull flattening)
JP02yr 0.361(-0.016)
JP05yr 0.587(-0.009)
JP10yr 1.016(-0.014)
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■ Current positions
6/7 – BUY @ 156.10
(LAST @ 157.12)
Sell limit at 155.78, return at 156.03
Support at 157.04, resumption target at 157.17
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■ Position changes 2024
6/06 – SELL @ 155.70
6/05 – BUY @ 155.80
6/03 – SELL @ 156.80
5/31 – BUY @ 157.25
5/30 – SELL @ 157.00
5/17 – BUY @ 155.60
5/15 – SELL @ 156.30
5/06 – BUY @ 153.40
5/01 – SELL @ 156.25
4/30 – BUY @ 156.77
4/29 – SELL @ 156.36
4/05 – BUY @ 151.63
4/04 – SELL @ 151.33
4/01 – BUY @ 151.39
3/27 – SELL @ 151.35
3/12 – BUY @ 146.90
3/05 – SELL @ 150.11
3/04 – BUY @ 150.43
2/29 – SELL @ 150.55
2/21 – BUY @ 150.16
2/20 – SELL @ 150.01
2/19 – BUY @ 150.10
2/15 – SELL @ 150.48
2/07 – BUY @ 148.03
2/06 – SELL @ 148.44
2/02 – BUY @ 146.70
1/31 – SELL @ 147.41
1/30 – BUY @ 147.60
1/29 – SELL @ 147.71
1/25 – BUY @ 147.65
1/24 – SELL @ 147.95
1/15 – BUY @ 145.11
1/12 – SELL @ 145.35
1/09 – BUY @ 144.45
1/08 – SELL @ 144.63
1/02 – BUY @ 141.50
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