POLL-Short positions on most Asian currencies drop; dollar momentum seen waning

Published 18-10-2018, 12:52 pm
© Reuters.  POLL-Short positions on most Asian currencies drop; dollar momentum seen waning

* Short positions on Thai baht lowest since late May

* Bearish bets on Indian rupee, Indonesian rupiah highest

By Ambar Warrick

Oct 18 (Reuters) - Short positions on most Asian currencies were seen unwinding over the past two weeks, a Reuters poll showed on Thursday, with traders turning sceptical of the dollar's .DXY bull run after U.S. retail sales data came in below expectations.

Moreover, the run-up to the U.S. mid-term elections next month and related political uncertainty is also expected to weigh on the greenback, which has gained nearly 4 percent this year against a basket of currencies .DXY , thereby providing support to regional currencies.

Bearish bets on the Singapore dollar SGD= , Taiwan dollar TWD=TP and the Philippine peso PHP= declined over the past two weeks, a poll of 10 respondents showed. The currencies had suffered heavy losses over the last fortnight, hurt by a confluence of factors including higher crude oil prices and brewing global trade tensions.

Short positions on the Thai baht THB=TH fell to the lowest since late May. Strong economic fundamentals have bolstered sentiment for the baht, which is the best performer amongst its peers in the year so far.

Bearish bets on the Singapore dollar also fell to the lowest level since late May. The export-reliant economy's non-oil shipments rose 8 percent in September despite ongoing trade tensions.

The country's central bank tightened monetary policy last week and had posited a strong outlook for the economy. bears on the South Korean won KRW=KFTC hiked their stakes to the highest level since early August. The country's central bank held its benchmark rates as expected, and said a rate hike in November was almost certain. trade tensions have dampened South Korea's economic outlook due to its close ties with China, which accounts for a bulk of the country's exports.

Short positions on the Chinese yuan CNY=CFXS rose slightly, with the currency touching its weakest levels in 21 months on Thursday, as a trade war with the United States continued to hurt sentiment. Strong Chinese export data did little to deter yuan shorts, as market participants believe that the real brunt of U.S. tariffs on Chinese goods is yet to be felt.

Markets will closely watch China's third-quarter GDP data this Friday to gauge the effects of the conflict. A Reuters poll predicted that China's third-quarter growth will slow to its weakest pace since the global financial crisis with domestic demand expected to falter. bets on the Indonesian rupiah IDR=ID and the Indian rupee INR=IN were the highest. The two currencies are the worst performers among their peers this year, as both the countries have large current account deficit and are heavily dependent on oil imports.

Weak domestic currencies had recently prompted market intervention from the central banks of both the countries, with the Indonesian central bank tightening its monetary policy in September for the fifth time since mid-May.

Bears on the rupiah raised their positions to the highest level in more than five years while shorts on the rupee eased slightly.

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):

DDMM CNY

KRW

SGD ID IDR TWD INR MYR PHP THB 18/10 1.14 0.82 0.49 1.68 0.60 1.68 0.75 1.36 0.07 4/10 1.11 0.56 0.70 1.65 0.65 1.74 0.74 1.53 0.10 20/9 1.12 0.79 0.95 1.57 0.69 1.72 0.82 1.44 0.33 6/9

0.92 0.64 0.86 1.37 0.68 1.72 0.90 1.13 0.24 23/8 0.93 0.71 0.84 1.27 0.91 1.19 0.88 0.86 0.47 9/8

1.52 0.94 0.80 1.21 0.99 1

0.86 1.02 0.66 26/7 1.55 1.08 0.84 1.35 1.13 1.25 0.76 1.44 0.87 12/7 1.00 0.91 0.68 1.31 0.88 1.18 0.64 1.35 0.70 28/6 1.28 1.03 0.94 1.32 1.03 1.43 0.94 1.58 0.73 31/5 -0.15 -0.17 0.39 1.06 0.33 1.42 0.69 1.25 0.06

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