Tier 2 · 2× Watching

Yen carry unwind

Yen carry is a Tier 2 trigger at prior 0.29, status watching; threshold is USD/JPY below 140 in under 5 sessions. TradingEconomics (2026-07-14) shows USD/JPY at 162.147, up 8.99 percent over 12 months, far above threshold. Bloomberg (2026-07-06) reports nearly 138,000 net short yen contracts as of June 30, 2026, the most bearish positioning since 2007. The framework de-loads when spot stabilizes and carry stress recedes per sections 13 and 13.6.

12-month trigger estimate
29%/ 100
FORWARD-LOOKING TRIGGER ESTIMATE
Threshold
JPY < 140 in < 5 sessions
Tier weight
P range
0–40%
Last update
16:24 UTC
12-mo estimate
29%
not the CCI
Status
Watching
·
Tier
Tier 2
weight 2×
P min
0%
floor
P max
40%
ceiling
Updated
16:24 UTC
live
Threshold definition

JPY < 140 in < 5 sessions

Yen carry is a Tier 2 trigger at prior 0.29, status watching; threshold is USD/JPY below 140 in under 5 sessions. TradingEconomics (2026-07-14) shows USD/JPY at 162.147, up 8.99 percent over 12 months, far above threshold. Bloomberg (2026-07-06) reports nearly 138,000 net short yen contracts as of June 30, 2026, the most bearish positioning since 2007. The framework de-loads when spot stabilizes and carry stress recedes per sections 13 and 13.6.

Recent evidence