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by Ashraf Laidi
Posted: Nov 10, 2009 16:34
Comments: 611
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This thread was started in response to the Article:

Don't Forget the Yen

Much ado about USD rebounds during falling markets, but JPY strength still outperforms USD.
 
rkkashmir
Posted Anonymously
15 years ago
Jan 25, 2010 1:48
Ashraf-thanks again.

I will begin building a long position in usd/jpy to take advantage of this current pullback.
Ashraf Laidi
London, UK
Posts: 0
15 years ago
Jan 25, 2010 1:33
rkashmir, said everyone,

USDJPY usally follows US yields on the yield play as YEN based investors seek the yield curve play. but as every correlation, there are gaps. And yes, falling yields usually occur as a result of sharp declines in stocks as capital flows into bonds. but that DOES NOT always mean USDJPY always drops on falling stocks. There are exceptions.

As for the ZAR, do not overcomplicated things here by explaining the relationship since 2002. The commodities rally was a big boost to ZAR but 2007-08 was an excetion due to the geopolitical risk in Sthafrica (violence, electric outages) prevented ZAR from following GLD rally

Ashraf
radu
bucharest, Romania
Posts: 203
15 years ago
Jan 24, 2010 22:20


Hi rkasmir,


This is from a Dukaskopy newsletter : "Trader's talks still noting large expiry for next week at JPY 91.25 but chatter has also added strikes at JPY90.50, JPY91.00 and JPY91.50 around that expiry for the 27th, suggesting trade until then will be influenced by these option structures ".
Could be possible.
said
mulhouse, France
Posts: 2822
15 years ago
Jan 24, 2010 21:21
ashraf
rkkashmir

i read ur interesting point of view on yield and usdyen. i just wondering if the discrepencies in extracting cost in the mining sector are shifted from high yielding countries to african countries and thats why the rand story is unteresting to check.
if u take a chart from jan2000 (thats the maximum i have) u realize the market forces through the two peaks and that signal us that there is more to see in S.Africa rand

what do u think about that?
rkkashmir
Posted Anonymously
15 years ago
Jan 24, 2010 19:33
Ashraf,

Thank you for the response. Actually, I was considering usd/jpy as a medium-term long once this dust and fear-factor settle out.

Still learning, but I my memory was correct in the usd/jpy vs 10-yr yield spread correlation? So what you are saying is yields went down in a "flight-to-safety" in an exodus from equities into bonds, hence the decline in usd/jpy?

Also, I saw your video on Nikkei and usd/jpy. Which is the driver, the currency or Nikkei?
Ashraf Laidi
London, UK
Posts: 0
15 years ago
Jan 24, 2010 18:43
rkkashmir, thast why both yields and usdjpy fell. but as i said many times before, both USD and JPY are taking turns from rallying on risk aversion, which means that USDJPY is not the best short so far.
it's all about buying the strong vs the weak(est) so why woudl u want to buy JPY vs USD when EUR, GBP, CAD are far weaker than USD?

Ashraf
said
mulhouse, France
Posts: 2822
15 years ago
Jan 22, 2010 22:40
EXPECT A BOUNCE IN DOW JONES AT ROUGHLY 10325
THEN SUPPORT AT 9900
montmorency
Abingdon, UK
Posts: 610
15 years ago
Jan 22, 2010 20:16
@PippedOff: You should write scripts for soap-operas mate :-)
PippedOff
Canada
Posted Anonymously
15 years ago
Jan 22, 2010 20:03
usd/jpy in a world of hurt.

Good bye old friend-sayanora
rkkashmir
Posted Anonymously
15 years ago
Jan 22, 2010 19:34
Ahsraf,

Is usd/jpy, at the moment, directly correlated with equity markets?

I seem to recall a long-term chart in your book of usd/jpy vs 10-year interest rates I think. They seemed to correlate over the long term.