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Hedge Funds Bet on Yen Again
U.S. Commodity Futures Trading Commission data showed that hedge funds shifted from a net short position on the Japanese yen to a net long position for the first time since July 2025, with yen-related bets amounting to approximately $1.6 billion after entirely abandoning their previous bets on a decline in the Japanese currency. This change comes amid evolving market expectations regarding Japanese monetary policy, as asset managers increased their yen holdings amid expectations of greater flexibility from the Bank of Japan, which could lead to increased volatility in global currency markets. Additionally, speculator bets against the dollar fell to their lowest levels since March, reflecting a reassessment of positions on major currencies ahead of interest rate decisions from both the Bank of Japan and the Federal Reserve.
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