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The yuan rose to new highs versus the dollar on Monday, after the People's Bank of China set a record high mid-point for the third day, signalling its intention to let the yuan appreciate to help fight inflation. Before trading began, the PBOC fixed the yuan's mid-point at a record high of 6.5651 on the dollar, stronger than Friday's 6.5671.
Spot yuan hit a record high of 6.5628 versus the dollar, up from Friday's close of 6.5686 and has risen 4 percent since it was depegged in June 2010. It ended at an all-time high of 6.5634. Benchmark one-year dollar/yuan non-deliverable forwards (NDF) were bid at 6.4050, slightly up from 6.4020 at Friday's close. Their implied yuan appreciation in a year's time fell to 2.50 percent from 2.55 percent. For the past couple of months, NDF-implied yuan appreciation has persistently lagged market expectations of a 5 to 6 percent rise in 2011 partly because hedge funds, the main players in forwards, cut back exposure to Asian markets in favour of dollar assets as the US economy recovers, traders said.

Copyright Reuters, 2011

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