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POLL-Bullish bets on Asian FX trimmed as investors eye high U.S. yields

Published 01/14/2021, 01:33 PM
Updated 01/14/2021, 01:40 PM
© Reuters.
USD/SGD
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DX
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US10YT=X
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* Bullish view on South Korean won at three-month low
* Long bets on yuan, ringgit slashed for 1st time since Nov
* Taiwan cenbank worried about local currency's surge

By Anushka Trivedi
Jan 14 (Reuters) - Investors scaled back long positions in Asian currencies
as the outlook for emerging market debt soured after U.S. yields shot up, a
Reuters poll found, with bets almost halved on the South Korean won and Taiwan's
dollar.
The greenback =USD has recouped some losses since benchmark Treasury
yields US10YT=RR jumped to more than 1% after Democrats captured the U.S.
Senate last week, making potential passage of a large fiscal stimulus easier via
debt issuance.
As a result, bullish bets on the Chinese yuan CNY=CFXS , Singapore's dollar
SGD= , Malaysia's ringgit MYR=MY and the Thai baht THB=TH were trimmed for
the first time since COVID-19 vaccines were announced in early November, the
poll of 15 respondents showed.
"The bond market is being cautious about an increase in supply and potential
increase in fiscal stimulus from incoming U.S. President Joe Biden's
administration that is resulting in higher yields," said Mitul Kotecha, a senior
EM strategist at TD Securities.
"Therefore, yield differential with some of the Asian currencies looks less
attractive."
Market participants were also worried about Asian central banks' resistance
to currency gains, he added, pointing to the People's Bank of China expressing
unease over the yuan's rapid rise.
However, several analysts agreed this downturn in sentiment would be
short-term, banking on vaccine rollouts and a rebound in exports to lead the
recovery for trade-reliant Asian economies in 2021.
The low-yielding South Korean won KRW=KFTC saw bullish views being cut to
their lowest in three months, with investors concerned about the deteriorating
COVID-19 situation in the country after the third wave of infections last month
nearly broke its healthcare system.
The won has been lagging its peers since, while stocks and bonds were sold
heavily by foreign investors in December.
Bullish bets on the Taiwanese dollar TWD=TP , Asia's best performing
currency in 2020, and the yuan were unwound slightly after the central banks
there took steps to rein in their soaring local currencies.
Sources told Reuters that Taiwan's central bank asked banks dealing in
foreign exchange transactions to exercise restraint a week after it intervened
to keep the local currency in check. Meanwhile, the People's Bank of China deployed measures to stem capital
inflows to prevent the yuan from moving too fast after it blew past the crucial
6.50 per dollar mark earlier this year. 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):

Date USD/C USD/K USD/S USD/I USD/T USD/I USD/M USD/P USD/TH
NY RW GD DR WD NR YR HP B
14-Jan -1.21 -0.87 -0.83 -0.57 -0.89 -0.22 -0.30 -0.80 -0.50
10-Dec -1.53 -1.68 -1.11 -0.61 -1.6 -0.2 -0.53 -0.97 -0.87
26-Nov -1.43 -1.29 -1.01 -0.92 -1.08 -0.3 -0.75 -0.8 -0.66
12-Nov -1.28 -1.52 -0.99 -1.01 -1.08 -0.26 -0.44 -0.67 -0.8
29-Oct -0.86 -1.14 -0.49 0.09 -1.23 -0.07 -0.03 -0.09 -0.02
15-Oct -1.07 -0.94 -0.72 0.35 -1.12 -0.44 -0.33 -0.15 0.1
01-Oct -0.47 -0.53 -0.25 0.61 -0.68 -0.31 -0.31 -0.68 0.38
17-Sep -1.25 -0.6 -0.61 0.39 -0.51 -0.54 -0.89 -1.07 -0.17
03-Sep -1.41 -0.71 -0.99 -0.19 -0.4 -0.91 -0.96 -1.34 -0.15
20-Aug -1.02 -0.71 -0.69 0.43 -0.31 -0.35 -0.62 -1.12 -0.21
06-Aug -0.81 -0.44 -0.57 0.45 -0.54 -0.31 -0.29 -0.76 -0.2



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