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Muted Market Reaction To China’s Yuan Band Widening: April 16, 2012

Published 04/16/2012, 05:31 AM
Updated 03/19/2019, 04:00 AM
EUR/USD
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RMV
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601988
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MAR
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Today’s Asian session was a rather muted affair, despite a couple of weekend announcements from the People’s Bank of China.

They announced a widening of its daily Yuan trading band to 1 percent in either direction from the fix, up from the existing 0.5 percent with intended aim according to the PBOC to “meet market demands, promoting transparency, and enhance the flexibility of Renminbi exchange rate.”

This is the first widening of the band since May 2007, but it has seen a muted reaction in markets. This morning’s fix was set at 6.2960, up from Friday’s 6.2879 but lower than the Friday close of 6.3030. Rather than increase the possibility of faster yuan appreciation, the move is likely to increase the potential for 2-directional moves and more “flexibility” from their point of view (certainly not the US’).

The timing of the announcement, whilst being talked about for anything up to six months, comes after China reported weaker economic growth for the first quarter on Friday and we approach IMF/G20 meetings later this week. In other developments, the PBOC also cut the reserve ratio requirements by 100bp for a limited number of rural banks.

Activity in currency markets was slow but with a broad risk-off theme to it. We did see the EUR/USD trading lower as market chatter circulated that ratings agency Moody’s was considering lowering the ratings for 100-plus European banks. That was enough to push us through 1.3050 with stop-loss triggers accelerating the move down to 1.3010. The key 1.30 remained untouched.

The only economic data release concerned the UK’s Rightmove house price index which showed a larger increase of 2.9 percent m/m in April after +1.6 percent in March, continuing the trend of higher prices into its third month.

The risk-off sentiment that prevailed in the aftermath of weak Chinese Q1 growth Q1 on Friday extended throughout the whole session with the US dollar riding high. EUR was on the defensive throughout with Spanish yields and CDS levels ticking higher as it emerged that Spanish banks’ borrowings from the ECB had increased. In the risk-off environment, GBP failed to get much of a lift from S&P affirming the UK’s AAA rating with a stable outlook.

On the US front, data was mixed with CPI coming in bang on forecast (+0.3 percent m/m and +2.7 percent y/y versus 0.4 percent/2.9 percent prior respectively). The University of Michigan survey on consumer confidence showed a dip for the first time in 7 months (down to 75.7 from 76.2) though the forward-looking expectations sub-index rose to 72.5 from 69.8, its highest level since September 2009.

Data Highlights

  • US Mar. CPI out at +0.3% m/m, +2.7% y/y, both as expected vs. 0.4%/2.9% prior resp.
  • US Mar Core CPI out at +0.2% m/m, +2.3% y/y vs. 0.2%/2.2% expected and 0.1%/2.2% prior resp.
  • US Apr. Michigan Confidence out at 75.7 vs. 76.2 expected and 76.2 prior.
  • NZ Mar. REINZ House Price Index out at +1.9% m/m vs. +0.8% prior.
  • NZ Mar. Performance Services Index out at 53.9 vs. revised 55.8 prior.
  • NZ Mar. Food Prices out at -1.0% m/m vs. +0.6% prior.
  • UK Apr. Rightmo.

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