Friday, April 24, 2015

Maybank FX In-Sight: USDCNH - China to keep yuan strong - 24 April 2015

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CNH: China to keep Yuan Strong

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§  PBOC eased again and a monetary conditions index (MCI) that we construct reveals that the current strength of the yuan requires a larger yuan injection to maintain same degree of monetary easing as previous easing episodes, which explains why PBOC needs such a large 100bps RRR cut.
§   The strong exchange rate stance will be held in the hope of slowing capital outflow. Both negate the impact of its latest liquidity injections. Between keeping the yuan strong and capital outflow stemming from CNY depreciation expectations, PBOC is choosing the former which is in line with its capital account liberalization agenda.
§   On the daily chart, we see room for USD/CNH to head lower upon a clean break of the 200-DMA at 6.1900. That would break the neckline of the head and shoulders pattern that was formed since last Dec towards 6.15-figure.
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