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Bearish bets on Asian currencies firm, focus remains on China growth

Published 24/08/2023, 10:23
© Reuters. Chinese 100 yuan banknotes are seen in a counting machine while a clerk counts them at a branch of a commercial bank in Beijing, China, in this March 30, 2016 file picture. REUTERS/Kim Kyung-Hoon/File Photo
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(This story has been refiled to correct the date in the first row of the table)

By Himanshi Akhand

(Reuters) - Bearish bets on most emerging Asian currencies firmed as concerns over slowing economic growth in China continued to weigh on risk sentiment, a Reuters poll found on Thursday.

Short positions on the Chinese yuan, the Philippine peso and the Malaysian ringgit firmed, while short bets on the Indonesian rupiah, the region's best-performing currency so far, were the highest since March, according to a fortnightly poll of 11 respondents.

Earlier this week, Indonesia's current account swung into deficit for the first time in two years in the second quarter due to falling commodity prices and weak global growth.

Worsening external balances could further pressure the rupiah currency.

However, most of the poll responses were received before Indonesia's central bank held interest rates unchanged on Thursday, as expected, reiterating that current levels were sufficient to keep inflation within target this year and in 2024.

"Economic slowdown in China and the potential financial sector risks will continue to weigh more broadly on the Asian currencies," said Alvin Tan, head of Asia foreign exchange strategy at RBC Capital Markets.

Earlier this week, China cut its one-year benchmark lending rate by 10 basis points (bp) as the authorities seek to ramp up efforts to stimulate credit demand, but surprised markets by keeping the five-year rate unchanged amid broader concerns about a rapidly weakening currency.

Economists had expected a larger 15 bps cut to both rates.

The measured cut to one-year loan prime rate, with no changes to five-year rates, disappointed the market that hoped for a "big bang" stimulus, according to Vishnu Varathan, an economist at Mizuho Bank.

"The inherent tensions with financial/CNY stability in the context of elevated leverage/hawkish Fed means that the PBoC's (People's Bank Of China) scope for cuts was constrained from the get go," he wrote in a note.

The yuan has lost over 5% against the dollar so far this year to become one of the worst-performing Asian currencies.

Meanwhile, worries over China's economy and bets that interest rates in the U.S. will stay high have buoyed the greenback in recent times, also weighing on Asian currencies.

Short positions on the South Korean won were at their highest in three months. South Korea's central bank also held rates steady for a fifth straight meeting on Thursday, with the governor tempering the hawkish stance.

Short bets on the Singaporean dollar firmed slightly, while positioning on the Thai baht was largely unchanged from a fortnight earlier.

Thailand reported its economy grew just 1.8% in the April-June period from a year earlier, significantly below the 3.1% expansion forecast by economists.

Meanwhile, after months of a caretaker administration and political limbo following a May general election, the Pheu Thai Party's Srettha Thavisin received royal approval to become prime minister earlier this week.

The formation of a government has supported the baht, which is set for its first weekly gain in four weeks.

Analysts at BofA Global Research see near-term stabilization in North Asia currencies as the PBOC fights yuan weakness and see the Indian rupee supported by better equity inflow.

Investors now await a speech by Federal Reserve Chair Jerome Powell at the U.S. central bank symposium at Jackson Hole, Wyoming, set for Aug. 24-26.

The Asian currency positioning poll is focused on what analysts and fund managers believe are the current market positions in nine Asian emerging market currencies: the Chinese yuan, South Korean won, Singapore dollar, Indonesian rupiah, Taiwan dollar, Indian rupee, Philippine peso, Malaysian ringgit and the Thai baht.

The poll uses estimates of net long or short positions on a scale of minus 3 to plus 3. A score of plus 3 indicates the market is significantly long U.S. dollars.

The figures include positions held through non-deliverable forwards (NDFs).

The survey findings are provided below (positions in U.S. dollar versus each currency):

DATE USD/CNY USD/KRW USD/SGD USD/IDR USD/TWD USD/INR USD/MYR USD/PHP USD/THB

24-Aug-23 1.42 0.79 0.34 0.77 1.00 0.84 1.18 0.92 0.50

10-Aug-23 0.74 0.68 0.28 0.60 1.12 0.62 0.98 0.75 0.49

27-Jul-23 0.77 0.19 -0.22 -0.14 1.17 -0.06 1.15 0.14 0.15

13-Jul-23 1.33 0.12 0.62 0.52 1.13 0.10 1.77 0.26 0.73

29-Jun-23 1.74 0.29 0.50 0.30 0.72 -0.14 1.85 0.29 1.03

15-Jun-23 1.59 -0.03 0.17 -0.33 0.68 -0.24 1.64 0.74 0.25

01-Jun-23 1.88 0.68 0.73 0.23 0.70 0.48 1.77 1.08 0.45

18-May-23 1.27 0.88 0.19 -0.27 1 0.11 1.1 1.12 -0.5

© Reuters. Chinese 100 yuan banknotes are seen in a counting machine while a clerk counts them at a branch of a commercial bank in Beijing, China, in this March 30, 2016 file picture. REUTERS/Kim Kyung-Hoon/File Photo

04-May-23 0.56 1.01 -0.04 -1.05 0.65 -0.14 0.69 0.86 -0.43

20-Apr-23 -0.14 0.36 -0.13 -0.47 0.30 0.30 0.54 0.95 -0.12

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