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Chinese Yuan Slides, Stock Futures Whipsaw After Debt Swap Plan

Chinese one-hundred yuan banknotes are arranged for a photograph in Hong Kong, China, on Tuesday, Oct. 18, 2022. Photographer: Lam Yik/Bloomberg (Lam Yik/Bloomberg)

(Bloomberg) -- The yuan declined while Chinese stock futures whipsawed after authorities announced a total 10 trillion yuan ($1.4 trillion) program to refinance local government debt, signaling investors weren’t impressed with the latest attempt to support the economy.

The yuan sank as much as 0.6% in offshore trading, pulling its Asian peers such as the Australian and New Zealand dollars weaker. China’s 10-year bond yield edged to as low as 2.08%, a level unseen since September.

Futures on the FTSE China A50 Index plunged more than 5% after an initial announcement highlighted a 6 trillion yuan package. The contracts pared losses to under 4% at the close of the session as authorities subsequently detailed another 4 trillion yuan for the program.

Ahead of Friday’s press conference, China’s onshore benchmark CSI 300 Index finished the day 1% lower.

The news also sent ripples in global markets, causing declines in oil and iron ore prices, reflecting worries that a protracted slowdown in the world’s No. 2 economy will cut demand for key commodities. 

“The debt swap quantity and time period suggest that the China government is keeping some stimulus gunpowder dry ahead of the Trump administration next year,” said Gary Tan, a portfolio manager at Allspring Global Investments. “We expect more follow up policies to be announced.”

The plan to defuse local government debt, long considered a time bomb in the Chinese financial system, came after a week-long meeting of the country’s top legislators that concluded after the US presidential election and Federal Reserve’s latest policy meeting. 

Investors had hoped for the high-level gathering to also roll out potent fiscal spending to counter the threat of tariffs under a second Donald Trump presidency. New stimulus measures may renew optimism that emerged Thursday after October’s robust exports helped offset concerns over slow investment growth and weak consumption.

China will raise local governments’ debt ceiling to 35.52 trillion yuan, which will allow them to issue six trillion yuan in additional special bonds over three years to swap hidden debt, the Xinhua News Agency reported on Friday. Authorities later said local governments will be able to tap another total of 4 trillion yuan in new special local bond quota over five years for the same purpose.

The plan approved by the Standing Committee of the National People’s Congress is close to the upper range of forecasts by most economists as China seeks to curb financial risks and shore up growth. It is the first time since 2015 that authorities raised the debt ceiling for local governments in the middle of a year.

“Resolving local debt in the next few years will restore the investment momentum in the economy,” said Xiang Xiaotian, a director at Shanghai Chengzhou Investment Management Co. “If one of the three growth drivers regains momentum, together with fiscal expenditures driving investment and consumption, the economy will stabilize.”

Stock Moves

The prospect of an expanded trade war during the US president-elect’s second term — even if it falls short of the threatened 60% tariff — is raising expectations for greater stimulus going into next year, as China braces for a new era of protectionism that could put harsher constraints on trade.

Such expectations rekindled China’s stock rally, with the CSI 300 Index rising more than 5% this week, the most in about a month. The market’s initial surge since late September following the central bank’s stimulus blitz lost steam in recent weeks as investors waited for concrete fiscal measures. The CSI 300 surged nearly 35% from a September low through Oct. 8, but is down about 4% since.

Economists at Standard Chartered Plc and Macquarie project China’s growth would suffer a hit of as much as two percentage points should Trump follow through on his campaign vow to raise tariffs on Chinese goods to 60%.

Showing a sense of urgency, Chinese President Xi Jinping on Wednesday repeated a call for officials to step up efforts in the remaining two months of the year, so as to meet the nation’s annual economic targets.

In another sign of policy support, Chinese regulators told the nation’s banks to lower the rates they pay on deposits from other financial institutions to free up funds to boost the economy, Bloomberg News reported Thursday, citing people familiar with the matter.

“It appears that the authorities are kicking the can to December policy meetings,” said Homin Lee, senior macro strategist at Lombard Odier. “Finance Minister Lan is clearly keeping the door open for bank recapitalization and other central government-level stimulus measures.”

--With assistance from Tian Chen, Iris Ouyang, Kelly Li and Sangmi Cha.

(Updates with analyst comments and more details.)

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