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🚨🚨Macro Dynamics: The Bank of Japan's 'Hawkish' Turn and Global Capital Rebalancing (2025 Edition)
The New Normal of Interest Rate Path: As core figures like Masaki Sakurai suggest a mid-2026 interest rate target of 1.0%, Japan is bidding farewell to the ultra-loose era maintained for thirty years. This 'paradigm shift' directly reshapes the pricing logic of global risk-free rates.
Carry Trade Position Closure Warning: For a long time, the 'Short Yen + Long High-Yield Assets' strategy, as a source of cheap global funding, is facing a cost reversal, and the pressure to close yen carry trades will trigger liquidity drainage across global asset classes.
The Pull of Capital Repatriation: With the 10-year yield on Japanese government bonds climbing (having reached a high of 2.10%), large holdings of overseas U.S. and Australian bonds by Japanese institutional investors may be sold off in bulk and repatriated, impacting the stability of the global bond market.
Valuation Anchor of Neutral Rate: The market is gradually pricing in a neutral rate of 1.75%, indicating that the Bank of Japan's interest rate hikes are not a 'one-off' intervention but part of a long-term process of monetary normalization, which constitutes implicit pressure on valuation-sensitive tech stocks.
The Credit Foundation Game in the FX Market: Although interest rate hikes should boost the yen, if the market develops a 'distrust' towards high government fiscal expansion, an extreme divergence of 'rate hikes accompanied by yen depreciation' may occur, prompting traders to be wary of a double whammy of bonds and currencies.
Liquidity Pulse of Risk Assets (ANIME/LUNA, etc.): Crypto assets and esports tokens, as high-beta assets, are extremely sensitive to global marginal liquidity, and a certain rise in Japanese rates usually signals a phase of contraction in speculative premiums.
New Touchpoint for Volatility (VIX): The 'ambiguity' communicated by the Bank of Japan aims to retain policy flexibility, but this objectively exacerbates the complexity of cross-market arbitrage; the first half of 2026 is expected to become a major release window for global macro volatility.
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