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Investors slightly increased their bearish bets against the Indian rupee and turned a bit more bullish on the Chinese yuan compared to two weeks ago, a Reuters poll showed on Friday. The survey of 10 currency analysts showed that investors turned bearish on the South Korean won and increased their bearish bets on the Indonesian rupiah, but the changes in positioning were relatively mild.
The results suggest investors are taking a cautious view toward emerging Asian currencies overall, holding long positions in only the Philippine peso and the Chinese yuan, with positioning relatively light in both cases. Bets on the yuan are still stuck near a trough hit two weeks ago, when long yuan positions fell to their lowest level since August 2010.
Market players have been reluctant to chase Asian currencies higher recently and are cautious about their outlook for coming months due to concerns about the impact of the euro zone's debt crisis on Asian economies. The Reuters survey focused on what analysts believe are the current market positions in eight Asian emerging market currencies: Chinese yuan, South Korean won, Singapore dollar, Indonesian rupiah, Taiwan dollar, Indian rupee, Philippine peso and Malaysian ringgit.
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 on dollars. The figures included positions held through non-deliverable forwards (NDFs).

Copyright Reuters, 2011

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