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In standard Japanese, the yen is pronounced ‘en’ but the spelling and pronunciation of ‘yen’ is standard in English, due to a historical Portuguese transliteration. The inclusion of the letter y is based on romanization of an obsolete writing of the word which included the kana γ (ye/we), examples of which can also be found in such words as Yebisu, Iyeyasu, and Yedo (it was still pronounced, however, as e). Like the spellings of names of people outside Japan, the romanization of yen has become a permanent feature.
— “Japanese yen.” Wikipedia.