Hedge funds push yen options bets to next BoJ meeting

Target shifts as vol punts on change to rates policy fall flat


Hedge funds speculating on the yen’s reaction to possible changes in the Bank of Japan’s interest rate regime have rolled their bets to the central bank’s next meeting in March, after it maintained its controversial ultra-loose monetary policy on January 18.

Many macro and speculative hedge funds had expected the BoJ to widen its yield curve control (YCC) measures following its policy shift in December to allow 10-year government bond yields to fluctuate 50 basis points from its zero target, up

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options


Want to know what’s included in our free membership? Click here

This address will be used to create your account

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here