Bessent backs yen intervention as ING sees currency 20% undervalued

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U.S. Treasury Secretary Scott Bessent is backing the late-July joint U.S.-Japan intervention to support the yen, and ING analysts say the currency is about 20% undervalued against the dollar. That undervaluation has persisted through 2026 in the bank's fair-value model.

ING Global Head of Markets Chris Turner said Bessent, a former hedge fund portfolio manager, has committed significant political capital to the intervention. It is the first joint yen-buying exercise since the 1998 Asian financial crisis.

Why Bessent is confident

Turner said Bessent's confidence comes from a conviction that the yen is undervalued and expectations of yen-supportive policy shifts in Japan, including a faster pace of Bank of Japan rate hikes. Markets are pricing roughly a 75% chance of a BOJ hike in September, according to the ING note.

ING FX strategist Francesco Pesole said the bank's Behavioural Equilibrium Exchange Rate model, which uses terms of trade, productivity, current account balances and government spending, has shown USD/JPY overvaluation above 20% throughout 2026.

Precedents from Sweden and Mexico

Turner cited two precedents where central bank signalling shifted currency trends. Sweden's Riksbank hedged its FX reserves in June 2023 when it viewed the krona as undervalued. Mexico's Banxico unwound a $7.5 billion short USD/MXN forward position in September 2023 to signal the peso was too strong. Both currencies held their levels afterward, Turner said.

What must happen for a durable yen rally

Turner said durable yen appreciation requires Japanese capital to stay onshore. He tied the currency's path to Tokyo's new growth strategy, announced in July, which aims to deploy 370 trillion yen ($2.3 trillion) of public-private investment by 2040.

He cited Bank of Korea research showing Japan retains 46% of overseas investment income offshore as reinvested earnings, versus 40% for Korea, 28% for Germany and 18% for Taiwan.

Further structural moves could include adding Japanese government bonds to NISA accounts or a reallocation by Japan's Government Pension Investment Fund toward domestic assets. Turner said those changes could be timed to the BOJ's Oct. 30 meeting, though he called them speculative.

"Having made his name with speculative bets on exchange rates, it looks like Bessent is betting the yen will appreciate," Turner said. He added that lasting appreciation depends on higher domestic returns, stronger growth and a supportive BOJ policy path.

ING's base case sees USD/JPY at 158 by the end of 2026 and 152 by the end of 2027.

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