Yuan’s Rally Under Test After Banks Tweak Daily Reference Rate

  • Some banks halt use of counter-cyclical factor used in fixing
  • Yuan is near its strongest versus the dollar since July 2018
Yuan Rally Under Test After Banks Tweak Daily Reference Rate
Lock
This article is for subscribers only.

The recent strength in China’s currency faces a new hurdle after the nation’s banks abandoned inclusion of a key factor used to calculate the yuan’s daily reference rate.

The lenders stopped using the counter-cyclical factor recently, according to a statement on the website of China Foreign Exchange Trade System. The factor is part of how the banks calculate a quote for the reference rate, known as the fixing, which they submit to the People’s Bank of China for a final rate every morning. The fixing restricts the onshore yuan’s moves by 2% on either side.