Currencies August 26, 2026 06:14 AM

Citi: Improved capital flows point to long-term yen appreciation

Bank cites strongest swing in yen supply-demand since 2019 and sustained inbound equity buying as reasons for a likely shift from depreciation to appreciation

By Caleb Monroe
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Citi reports that Japan's balance of payments saw its biggest improvement in yen supply and demand since 2019 during Q2 2026, driven by renewed foreign investment in Japanese equities. The bank says net yen buying has persisted since late last year, outbound portfolio flows remain weak, and the underlying supply-demand picture has clearly improved. Citi expects the long-term trend to move from yen depreciation to appreciation and sees USD/JPY trading around ¥155-¥160 by year-end.

Citi: Improved capital flows point to long-term yen appreciation
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Key Points

  • Japan's balance of payments showed the largest improvement in yen supply-demand since 2019 in Q2 2026.
  • Net yen buying has been sustained since late last year, driven by increased foreign investment in Japanese equities; outbound portfolio investment remains weak.
  • Citi expects the long-term trend to shift from yen depreciation to appreciation and sees USD/JPY in the ¥155-¥160 range toward year-end.

Citi says Japan's balance of payments recorded the most pronounced improvement in the balance between yen supply and demand since 2019 during the second quarter of 2026. The bank attributes this change to a revival in net yen purchases that has been present since late last year.

According to Citi, the reopening of foreign appetite for Japanese equities has been a key factor supporting sustained net yen buying. The bank notes that yen purchases eased in the first quarter of 2026 as investors adjusted positions around Japan's fiscal year-end in March, but that inbound equity investment picked up again in the second quarter.

At the same time, Citi observes that outbound portfolio investment from Japan has remained subdued, a dynamic that contributes to an improved overall supply-demand balance for the currency. The firm characterizes the underlying shift in supply and demand as clear, suggesting a durable change in the forces acting on the yen.

On exchange-rate dynamics, Citi argues the longer-term picture is likely to flip from yen depreciation to yen appreciation. The bank also explains some of the forces behind recent moves in the USD/JPY rate this year: foreign investors have been selling yen to hedge gains from rising Japanese stocks, while Japanese small and medium-sized enterprises have been buying dollars on the long side as hedges.

Looking ahead, Citi projects the USD/JPY rate could be trading in a band of ¥155 to ¥160 toward the end of the year. That range reflects the bank's view of how the balance between overseas investment into Japanese equities, limited outbound portfolio flows, and corporate hedging activity may influence the currency market over the remainder of the year.

While the bank highlights improvements in capital flows and clearer supply-demand conditions for the yen, it limits its projection to the stated range without issuing further quantitative forecasts beyond the year-end window.

Risks

  • Position adjustments at the fiscal year-end caused a dip in yen purchases in Q1, illustrating that portfolio rebalancing can temporarily reverse flows - this affects equity markets and FX liquidity.
  • The recent rise in USD/JPY this year has been influenced by yen-selling hedges from foreign investors and dollar-buying hedges by Japanese SMEs, signaling that hedging behavior can exert notable pressure on FX movements - this impacts corporate treasury and currency markets.

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