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China's yuan edged down against the dollar on Monday after the central bank set the weakest official midpoint in nearly a month to reflect strength in the global dollar index. The currency shrugged off a rule relaxation that allows more room to short dollars. China eased restrictions on banks' yuan trading from January 1, replacing daily caps on banks' foreign exchange positions with weekly limits, leaving them leeway to short dollars within that period.
However, it failed to lift the yuan's performance in the first trading after the New Year holiday as traders took long dollar positions in the onshore market to arbitrage between different yuan spot rates in Shanghai and Hong Kong. "Arbitrage activities are quite prevalent today as traders buy dollars onshore and sell them in offshore market," said a trader at a Chinese bank in Shanghai.
"Even if the regulator has allowed more room to short dollars, the market won't do so unless it believes the dollar will weaken, which is not the case for the short term," the trader said. The People's Bank of China (PBOC) fixed the midpoint at 6.1248 per dollar, down 0.09 percent from the previous trading day on December 31. It was the weakest level since December 8.
Spot yuan changed hands at 6.2190 in early afternoon trade, down 0.24 percent from last Wednesday's close at 6.2040. In the offshore market, it traded at 6.2297 The Chinese currency lost 2.4 percent in 2014, its first significant annual loss since its landmark revaluation in 2005. Further policy easing by the PBOC to help prop up slowing growth will likely keep downward pressure on the yuan this year, traders said. But a Reuters poll in December estimates that the yuan will rebound to 6.05 per dollar in a year's time despite policy easing. The dollar index, which measures the greenback against a basket of six major currencies, hit a fresh nearly nine-year high of 91.131 on Friday and notched its third straight weekly gain.

Copyright Reuters, 2015

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