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Yuan may be in new rising trend as China battles inflation

Published 12/28/2010, 04:38 AM
Updated 12/28/2010, 05:13 AM

* PBOC fix nears record high; yuan may be in new uptrend

* Yuan may hit fresh post-revaluation high this week

* Inflation is key reason; politics contribute

* China analysts say NDFs underestimate yuan rise potential

By Lu Jianxin and Jason Subler

SHANGHAI, Dec 28 (Reuters) - The yuan rose against the dollar on Tuesday after the People's Bank of China set its mid-point near a record high, a signal the government's drive to contain inflation may have triggered a new leg of appreciation.

The yuan is only a whisker away from its highest level since its landmark revaluation in July 2005 and is likely to breach that level this week after the PBOC surprised the market by raising official interest rates on Christmas Day in a sign of Beijing's determination to nip high inflation in the bud.

Offshore yuan forwards, the main means by which foreign investors bet on the Chinese currency, may in coming days increasingly reflect greater appreciation over the next year. "FX should be the last tool to manage inflation in China. But it has come to the point that I think China won't mind allowing more CNY appreciation to fight against imported inflation," said Frances Cheung, a strategist at Credit Agricole CIB in Hong Kong, referring to the yuan. Adding to the timing is the forthcoming visit by Chinese President Hu Jintao to the United States in mid-January. China often lets the yuan appreciate slightly ahead of major political events as a goodwill gesture to its currency policy critics, in particular U.S. politicians.

An informal poll of China-based dealers over the last week showed many of them expect the yuan to gain roughly 6 percent next year, hitting 6.25 per dollar in late 2011, as the exchange rate plays an increasing role in the battle against inflation, which rose to a 28-month high in November. [ID:nTOE6BQ01Y]

As such, the dealers said offshore forwards , now implying yuan appreciation of slightly over 2 percent against the dollar in 12 months, have sharply underestimated the currency's potential, leaving investors a good opportunity to short dollars in the shorter half of the curve up to two-year forwards.

"The government appears to have given a signal that it will use both interest rates and the exchange rate to fight inflation, including imported inflation," said a senior trader at a Chinese commercial bank in Shenzhen.

"The yuan's rise will still be measured, possibly slightly more than 5 percent in 2011, while politics have an intermittent impact."

USING ALL LEVERS

Spot yuan closed at 6.6248 per dollar on Tuesday, up from Monday's close of 6.6308 and only 75 pips away from its post-revaluation high of 6.6173 hit on Nov. 11.

It has now risen 3.04 percent since the PBOC depegged the two currencies in mid-June.

The PBOC fixed the day's mid-point , from which the yuan can rise or fall 0.5 percent in a given day, at 6.6252, up from Monday's 6.6305 and within arm's reach of its record high of 6.6239 set on Nov. 12.

Traders said the yuan might not be able to effectively breach the psychologically important level of 6.60 to the dollar this year, with only four trading days left, but its gain could quicken in January ahead of the Sino-U.S. summit in Washington around Jan. 19.

One-year non-deliverable dollar/yuan forwards (NDFs) were bid at 6.4800 in thin holiday trade, up from Monday's close of 6.4720. Their implied yuan appreciation in a year's time dropped to around 2 percent from 2.37 percent.

Shorter-term three-month NDFs rose to 6.5910 from Monday's close of 6.5880, implying yuan appreciation in three months' time of 0.52 percent, down from 0.56 percent.

The spread of 1-month NDFs over 1-year NDFs has narrowed since November to 0.1355 from 0.1990 on profit-taking in the more liquid 1-year tenors. A sustained period of stronger mid-point fixings though, similar to September-October of this year, could cause that spread to widen again, as investors dump the 1-year NDFs. "China is using all levers to temper inflation including rate hikes and of course some CNY appreciation," said Gerrard Katz, head of FX trading at Standard Chartered Bank in Hong Kong. "So we expect to see the yuan move to 6.20 by the end of 2011. Currently NDFs do not price that in and so there is opportunity to sell the 1-year NDF." (Additional reporting by Cheon Jong-woo in Seoul; Editing by Kevin Plumberg)

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