Bullish bets cut in most Asia FX, but yuan sentiment strengthens

18 Jun, 2017

Investors raised their Chinese yuan bullish bets from two weeks ago to the largest since late 2014, a Reuters poll showed on Thursday, after Chinese authorities began tightening control of the currency in recent weeks to guard against outflow risk. Sentiment toward the Malaysian ringgit also improved further, albeit marginally, with long positions in the ringgit now estimated to be the largest since April 2016.
Investors were estimated to have increased their yuan long positions slightly to the largest since November 2014, a Reuters survey of 16 analysts, traders and fund managers showed. After a ratings downgrade from Moody's Investors Service last month, the Chinese authorities moved swiftly to bolster confidence by intervening in markets via state banks and making adjustments to the exchange rate-setting mechanism.
The Reuters survey showed that investors were estimated to have trimmed their bullish bets on most emerging Asian currencies. All of the responses came in on Tuesday and Wednesday, and before the US Federal Reserve on Wednesday raised interest rates for the second time in three months and announced it would begin cutting its holdings of bonds and other securities this year.
Bullish bets on the Thai baht were reduced slightly from the previous survey two weeks ago, when long baht positions were estimated to be the largest since April 2013. In the wake of the baht's recent appreciation, Thailand's central bank said in early June that it would relax foreign exchange rules, including taking steps to allow more Thais to invest in securities abroad. If recent history is anything to go by, however, letting Thais invest more money abroad is unlikely to spur major outflows, suggesting continued firmness for the baht currency - and frustration for Thai exporters.
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 US dollars.

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