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The South Korean won suffered its worst day in nearly nine months on Monday as investors kept chopping exposure to emerging Asian currencies and stocks amid mounting jitters about the US and Europe. Finance ministers of the Group of Seven pledged co-ordinated actions to stabilise markets in the wake of Standard & Poor's downgrade of US debt, but the words did not really help emerging Asian currencies escape losses as investors dampened regional stocks.
Some Asian policymakers such as South Korea's foreign exchange authorities and the Indonesian central bank were spotted acted to limit falls in their currencies, a move seen as soothing sentiment and fighting inflation, dealers and analysts said. "This bleeding will take its toll in shaving growth prospects for Emerging Asia. With Asian currencies under pressure to weaken, the next key driver to search for is whether dollar shortages occur in Asia," said Suresh Kumar Ramanathan, regional rates and foreign exchange strategist for CIMB Investment Bank in Kuala Lumpur.
Technically, some Asian currencies are getting oversold with the 14-day dollar/won Relative Strength Index up to 67.7, its highest since late May last year and close to a threshold level, 70, that indicates the dollar/won pair is overbought. The won ended local trade down 1.4 percent against the dollar, the largest daily percentage fall since November 26 last year, as local stocks tumbled and overseas funds sold the currency.
The rupiah slipped to 8,540 to the dollar. Without intervention, the Indonesian currency is seen heading to 8,561 per dollar, the 61.8 percent Fibonacci retracement level of its appreciation since late June, given stock outflows. The Philippine peso edged down on foreign banks' selling, but its falls were limited by the central bank's intervention caution. On Friday, the Philippine central bank's deputy governor said it is participating in the foreign exchange market to dampen volatility.

Copyright Reuters, 2011

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