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Short bets on Asian currencies creep up on Fed taper outlook: Reuters poll

Published 09/23/2021, 03:20 AM
Updated 09/23/2021, 03:25 AM
© Reuters. FILE PHOTO: An employee of a money changer holds a stack of Indonesia rupiah notes before giving it to a customer in Jakarta, October 8, 2015.  REUTERS/Beawiharta
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By Rushil Dutta

(Reuters) - Bearish bets on most Asian currencies rose marginally in the run-up to a U.S. Federal Reserve meeting where it hinted at possible rate hikes next year, while bullish bets on the yuan reversed, according to a Reuters poll on Thursday.

In its policy meeting on Wednesday, the Fed left key rates unchanged and didn't announce the start of its asset purchase tapering, as expected, but Chair Jerome Powell said board members believed tapering could conclude in the mid of next year, paving the way for potential rate hikes.

The Fed's stance sent the dollar to its highest level in a month on Thursday, while its counterparts in Asia were broadly unchanged.

Mildly bullish positions in the yuan from two weeks ago were reversed, the poll of 11 respondents showed, on concerns over the fate of embattled property developer China Evergrande - Asia's biggest junk bond issuer and a key component of the Chinese economy.

Losses in the yuan, however, were capped after the heavily indebted property giant said it would make a bond coupon payment on Thursday, easing some fears of a possible default. Financial markets were closed in China and Taiwan through Tuesday and in South Korea until Wednesday for the Mid-Autumn Festival holiday.

Short bets on the South Korean won climbed to their highest level since March last year, while bear positions rose significantly in the Thai baht and the Philippine peso.

As Thailand continues to reel under its most severe coronavirus outbreak, the government announced plans on Wednesday to speed up vaccinations and said it would introduce urgent stimulus measures.

Most of Thailand's 1.5 million infections and 15,000 deaths occurred since April, following a year of successful containment during which its key tourism sector collapsed.

The Philippines eased some curbs last week, allowing small businesses in its capital region to reopen after being shut for weeks as the country fights one of Asia's worst COVID-19 outbreaks.

Long bets on the Indonesian rupiah firmed after the country's central bank left policy steady earlier this week and kept its target range for 2021 growth unchanged after a downgrade in July.

The Reuters survey is focused on what analysts 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 U.S. dollars. The figures included positions held through non-deliverable forwards (NDFs).

The survey findings ASIAPOSN are provided below (positions in U.S. dollar versus each currency):

DATE USD/CNY USD/KRW USD/SGD USD/IDR USD/TWD USD/INR USD/MYR USD/PHP USD/THB

23/09 0.25 0.96 -0.15 -0.50 -0.20 -0.45 0.25 0.56 0.75

09/09 -0.09 0.33 -0.36 -0.44 -0.69 -0.88 0.23 0.40 0.12

26/08 0.425 0.868 0.474 0.18 0.326 -0.08 1.1922 0.779 1.351

12/08 0.32 0.69 0.77 0.2 -0.09 0.37 1.39 1.17 1.75

29/07 0.27 0.78 0.71 0.27 0.36 0.29 1.4 1.21 1.49

15/07 -0.15 0.27 0.53 0.23 0.13 0.68 1.06 1.06 1.56

01/07 -0.29 -0.29 0.02 0.36 -0.19 0.5 0.49 -0.04 0.85

17/06 -0.63 -0.36 -0.49 -0.5 -0.58 -0.21 -0.05 -0.31 0.2

03/06 -1.34 -0.51 -0.55 -0.4 -0.44 -0.71 0.32 -0.66 0.37

© Reuters. FILE PHOTO: An employee of a money changer holds a stack of Indonesia rupiah notes before giving it to a customer in Jakarta, October 8, 2015.  REUTERS/Beawiharta

20/05 -0.33 0.43 0.37 -0.06 0.33 -0.03 0.26 -0.22 0.81

06/05 -0.52 -0.39 -0.58 0.31 -0.59 0.86 -0.04 -0.35 0.5

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