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Writer's pictureMike Paterson

US Dollar demand with Yen selling notable into month-end

Tuesday 30 March 2021

Per my tweets we've seen some month-end JPY supply that I've been warning about amid general USD demand as 10-year bond yields rise past 1.76%.


Yesterday's month-end Spot 4pm London fix didn't produce any USD sales that flow signals were telling us but we did see USDJPY underpinned again and we've seen good dip demand as expected on JPY pairs but we still can't rule out some last-minute Year-end JPY demand from Japanese corps to help counter.


Lots of variable/fickle flows expected over the next couple of days with some good-size option interest in play too so don't over-analyze. Just pick your preferred entry/exit levels and don't be greedy.


GBPUSD: Failed at the 1.3850 offers and enjoyed a good retreat as EURGBP held 0.8500 and broke up through the strong 0.8530-35 pivot line to test 0.8560. Decent demand around 1.3750 helped by GBPJPY demand and EURGBP back down to test 0.8530. EURGBP: Still ranging in these lower levels with 0.8500-60 now our lines in the sand. GBPJPY: A good line at 151.00 now as we rally again to test 151.80 amid the JPY supply but rally sellers poised still.


EURUSD: Remains under pressure but 1.1730 holding so far. Sizeable digital options rolling off today at 1.1750 which might help contain further losses along with barrier options along the way should we fall further.USDJPY: JPY supply and USD demand double whammy means the 109.85 and 110.00 offers are now history. Large expiries at 110.00 and 110.20 now in play. EURJPY: Finds itself caught between the EUR and JPY supply still in a range of 128.80-129.80.USDCHF: Duly held 0.9370 and made good progress higher again to 0.9420 as EURUSD fell but with EURCHF this time finding dip supportat 1.1030 with the SNB ever watchful of course and ready to help should they feel the need.


AUDUSD: Another pair still capped AT 0.7680 but underpinned into 0.7600 by the JPY supply with AUDJPY demand supporting. Sizeable options in play today.USDCAD: Tightly bound still with a base currently at 1.2580 but 1.2630 cap amid the variable USD/Oil tones.


Let's continue to be careful out there in all things. Staying safe must be our main priority still.


Interbank rates: 08.43 BST

GBPUSD 1.3756

EURUSD 1.1735

EURGBP 0.8530

GBPEUR 1.1720

GBPAUD 1.8032

GBPCAD 1.7342

GBPJPY 151.64

GBPZAR 20.5820

GBPHKD 10.6681

USDJPY 110.23

USDZAR 14.9462

EURJPY 129.36

EURCHF 1.1054

EURHKD 9.1025

AUDUSD 0.7627

USDCAD 1.2607

USDCHF 0.9420


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