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JPY

Japan
#7 of 8 strength (24h)policy rate 1.25%COT +1.41σ (net short)

Realized Vol & Regime

USDJPY
Calm
RV 20d
5.2%
20d pctile
24%
RV 5d
9.6%
RV 252d
7.7%

Rates & Carry

policy + yields
JPY policy rate1.25%
USD policy rate4.00%
Carry (JPY−USD)-2.75%
USDJPY 10Y yield diff+2.21%
Fair-valuefair (-0.7σ)
Open in Yield Intelligence →

Daily Technicals — USDJPY

from daily closes
RSI-14
45
SMA-20
157.90
SMA-50
157.51
SMA-200
158.54
52w range
152.45–163.86
vs SMA-50
+0.14%

Upcoming JPY Events

10/29, 12:00 AMlowConsumer ConfidenceF: 35.1 P: 35.4
10/29, 06:30 PMmediumTokyo Core CPI y/yF: 2.6% P: 2.7%
10/29, 06:30 PMlowUnemployment RateF: 2.5% P: 2.5%
10/29, 06:50 PMlowPrelim Industrial Production m/mF: 1.2% P: -1.7%
10/29, 06:50 PMlowRetail Sales y/yF: 3.3% P: 2.7%
10/29, 09:30 PMhighBOJ Policy RateF: <1.25% P: <1.25%
10/29, 09:30 PMhighMonetary Policy StatementF: - P: -
10/29, 09:31 PMhighBOJ Outlook ReportF: - P: -
10/30, 12:00 AMlowHousing Starts y/yF: 2.7% P: 6.1%
10/30, 12:30 AMhighBOJ Press ConferenceF: - P: -