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POLL-Bears dig in on most Asian currencies as trade war heats up

Published 08/29/2019, 02:17 PM
Updated 08/29/2019, 02:20 PM
© Reuters.  POLL-Bears dig in on most Asian currencies as trade war heats up
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* Bearish bets on most Asian currencies rise
* Short positions on China's yuan highest since Aug 2018
* Investors turn more bullish on Thai baht

By Aditya Soni
Aug 29 (Reuters) - Investor sentiment towards most Asian
currencies soured over the past two weeks, as an escalation in
the tit-for-tat Sino-U.S. trade war added to fears of a
recession in the world's largest economy and fuelled a flight
from risk assets.
Short bets on China's yuan CNY=CFXS were at their highest
in one year, a Reuters poll of 13 respondents showed.
The yuan is one of the worst performing Asian currencies so
far in 2019, with markets turning increasingly bearish ever
since Chinese authorities allowed the tightly managed unit to
breach the key 7-per-dollar level earlier this month, feeding
fears of a currency war. Last week, U.S. President Donald Trump lashed back at a new
round of Chinese tariffs by slapping an additional 5% duty on
some $550 billion worth of Chinese goods in the latest salvo in
the protracted trade dispute. "Policymakers have been allowing the currency (yuan) to
depreciate to reflect numerous negative growth fundamentals, one
of which is tariffs," Societe Generale analysts wrote in a note.
"This should continue to be the case going forward unless
capital outflow pressure intensified or speculative positioning
became excessive."
Investors' view of the Indian rupee INR=IN also worsened,
with short positions rising to the highest since November 2018.
Policymakers in the South Asian nation are worried about
weak growth and could cut interest rates further to prop up the
economy, according to minutes from the central bank's August
meeting. Bearish bets on the South Korean won KRW= were at a more
than three-month high and those on the Taiwan dollar TWD=TP
were at a two-month peak.
Meanwhile, investors increased long positions on the Thai
baht THB=TH , a bastion of strength in Asia.
Thailand's exports unexpectedly rose in July for the first
time in five months, helped by a surge in gold shipments, the
commerce ministry said last week.
However, the central bank warned on Monday that the outlook
for the baht, Asia's best performing currency this year, could
be clouded by the intensifying trade tensions. 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 TWD=TP , Indian rupee
INR=D2 , Philippine peso PHP=PDSP , 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):

DDMM CNY KRW {{2034|SGD IDIDR TWD INR MYR PHP THB
29/8 1.51 1.68 1.17 0.45 0.78 0.85 0.81 0.60 -0.73
15/8 1.09 1.41 0.99 0.33 0.47 0.17 0.59 0.16 -0.68
01/8 0.37 1.04 0.65 -0.33 0.46 -0.49 -0.07 -0.45 -0.85
18/7 0.20 0.88 0.10 -0.46 0.36 -0.35 0.02 -0.38 -1.00
4/7 0.55 1.02 0.15 0.03 0.54 -0.15 0.67 -0.19 -1.19
20/6 1.21 1.33 0.78 0.41 1.21 0.13 1.10 0.45 -0.53
6/6 1.23 1.53 0.93 0.64 1.30 -0.01 1.18 0.40 -0.11
23/5 1.28 1.69 1.01 0.84 1.14 -0.32 1.17 0.60 0.41
09/5 0.26 1.29 0.29 0.07 0.44 -0.28 0.67 -0.03 0.29
25/4 -0.35 0.65 -0.08 -0.29 0.25 -0.48 0.33 -0.13 0.02


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