Forex volatility rises as ultra-easy policy era ends


Aussie weakens: A file picture showing Australian dollar banknotes of various denominations. The currency has weakened 2.7 against the greenback, the most among developed-market peers. – Bloomberg

TOKYO: Volatility has reawakened in the US$5.1 trillion foreign-exchange market, as traders start to imagine life without ultra-easy monetary policy.

The impact is greatest in the currencies with most at stake from an end to years of stimulus – the so-called high yielders. A gauge of expected swings in emerging-market currencies has surged above an equivalent measure for developed markets by the most since May. European Central Bank president Mario Draghi this month downplayed the need for an expansion of quantitative easing, while speculation has grown that the Bank of Japan could scale back longer-term bond purchases. Traders put the odds of higher US interest rates by year-end at little better than a coin toss.

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