Friday, July 27, 2007

Yen Surges on Risk Aversion

The Japanese yen surges across the board on Thursday as investors exit carry trades on rising risk aversion. The subprime housing woes spread into stock and bond market today. Credit spread between emerging market bonds and US Treasury notes widened to a 13-month peak. The Dow Jones industrial average posted its biggest daily loss in five months.

After the dollar fell below the 200-day moving average at 119.70 versus the yen, the decline accelerated to reach 118.52. The sterling fell five big figures to as low as 242.85 against the yen. The euro dropped from 165.50 to around 163 versus the yen.

Comments from Japan officials earlier today also gave the yen a boost. The Bank of Japan board member Tadao Noda said the central bank is aware of the risks of a weak currency. The Finance Ministry’s top official, Hiroki Tsuda, said currencies should reflect economic fundamentals and that he is watching the currency market carefully.

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