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Sluggish equity markets and the fear of central bank intervention capped Asian currencies on Friday, even though the US dollar extended its decline against the euro, yen and other major currencies. The dollar languished at $1.4080 per euro, close to Thursday's record low of $1.4099.
It hit parity against the Canadian dollar for the first time in 31 years on Thursday and hit an eight-week low against the Aussie on Friday. The dollar's decline began with weak US employment data last week and gathered momentum after the Federal Reserve cut interest rates by a large half-point on Tuesday.
Fed Chairman Ben Bernanke's comments on Thursday, warning that soft home prices and mortgage rate resets could mean further delinquencies in subprime home loans, exacerbated the bearishness on the dollar.
Things were calmer in emerging Asia. The Singapore dollar was quoted around 1.5040 per US dollar, just off a 10-year high of 1.5005 struck overnight. The South Korean won hit a two-month high near 917 per dollar, extending its gains for a fourth session.
"Dollar/Asia is a general sell but we have seen some profit-taking today," one trader in Hong Kong said. The Indian rupee hit a nine-year high of 39.845 per dollar but was then reined in by talk the Reserve Bank of India (RBI) had bought dollars.
Among other Asian high-yielders, the Philippine peso hit 45.35 per dollar, stopping short of Thursday's six-week high at 45.33. The Indonesian rupiah fell a quarter of a percent to about 9,180 per dollar. "I think central banks will be back on the bid at these levels, so we may consolidate, but overall the US dollar is lower," said Gerrard Katz, head of North Asian trading at Standard Chartered Bank.
"Funds and people still want to invest in Asia despite subprime and, on the whole, liquidity is better in Asian markets. So a US slowdown is not necessarily so bad for Asia," he said. Yet the outlook for the regionals varied and only a few people were willing to bet on sustained appreciation in Asia.
Doubts arose because even the Japanese yen has firmed, indicating that market participants are more focused on selling the dollar than on carry trades that chase yield. Analysts at J.P. Morgan Chase said they expected further gains in Asian currencies, comparing the situation to 1998, when Fed rate cuts sparked a multi-month rally in the Asians. But they warned that the flow of negative news from the subprime mortgage sector and uncertainty about economic growth could persist.
"I'd say that, short term, it's hard to fight dollar weakness, but personally I think the pessimism is getting excessive," said Westpac Bank strategist Sean Callow. "Maybe not as soon as today, but I think there is upside on US yields," he said, adding that there could also be an interim bounce in the dollar against the won, ringgit and rupee.

Copyright Reuters, 2007

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