I feel slightly responsible for this whole episode. Sorry.
re: JPY - in your original post, you mention Carry - I'll expand on that a bit if I may...
... there is/was a well known correlation between USD/JPY and the 2's 10s yield spread. If you can't get hold of the on-the-run yields, I sometimes use the 5 - 30 spread because there are tickers $FVX (5) and $TYX (30) published by the CBOE and you can get historical data from yahoo et al.
Also, there are alot of Japanese Housewives (aka Mrs. Watanabe) who trade currencies for the carry because their domestic rates are so low. I think it was GammaJammer who said that it pays to look at what the Mrs. Watanabe's of the world are seeing if you are trading a Yen cross ( by looking at Ichimoku clouds, for example).
