Bullish bets on emerging Asia FX trimmed on Fed caution

11 Nov, 2013

Investors likely scaled back bullish bets on emerging Asian currencies in the last two weeks on caution over when the US Federal Reserve would start scaling back its stimulus, a Reuters poll showed. Long positions on the Chinese yuan were cut for the first time in three months, according to the survey of 13 currency analysts, as China's central bank tried to stem its appreciation through lower fixings.
Still, a separate Reuters poll showed the renminbi is expected to continue its slow appreciation over the next 12 months as the economy improves and on expectations that the central bank will widen the currency's trading band. Sentiment on the Thai baht turned bearish and short positions reached their largest level since late August.
The baht was under pressure from concerns that political tensions could boil over as the government tries to push through an amnesty bill that could herald the return of former premier Thaksin Shinawatra from self-exile.
Long positions in the South Korean won were also pared as foreign exchange authorities were spotting buying dollars to limit the currency's strength. Bullish bets on the Singapore dollar, the Indian rupee, the Malaysian ringgit and the Philippine peso also slightly fell.
Expectations are growing that the Fed may begin scaling back its bond-buying programme soon as recent data showed that last month's US government shutdown has not hit the world's largest economy much.
But a separate Reuters poll showed a majority of US primary dealers still predict the Fed will begin tapering only in March 2014.
Fears that tapering would begin as soon as September triggered sharp outflows from emerging market assets earlier this year.
The Reuters survey is focused on what analysts believe are the current market positions in nine Asian emerging market currencies: 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 US dollars. The figures included positions held through non-deliverable forwards (NDFs).

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