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The Indonesian rupiah hit a two-month peak while the Philippine peso rose to its highest in six weeks on Monday as investors continued to embrace high-yielding assets following last week's hefty Fed rate cut.
The appetite for risk was supported by rising Asian stocks, although trading activity was subdued with financial markets in Japan, South Korea and Taiwan closed for public holidays. The peso rose as far as 45.145 per dollar, up almost 0.4 percent from Friday's close. The rupiah rose as far as 9,110 per dollar, up 0.8 percent from late Asian trade on Friday. The Malaysian ringgit, which moves in tandem with the high-yielders, hit 3.428 per dollar, up almost 0.5 percent from late Asian trade on Friday, to a two-month high.
A trader in Jakarta said he believed that the rupiah's near-term momentum would hinge on the timing and extent of further US policy easing. "I think it will likely depend on the next result from the FOMC next month - if they cut interest rates further, then the high-yielding currencies will benefit from that," he said, referring to the Federal Reserve's Federal Open Market Committee.
The Fed's half-percentage rate cut last Tuesday sparked a rally in Asia's equity markets and encouraged investors to buy into high-yielders as interest rate differentials between that of the United States and Indonesia and the Philippines widened.
On Monday, MSCI's measure of Asia Pacific stocks excluding Japan was up 1.6 percent after touching a record high. The rupiah has gained almost 3 percent since the Fed's rate cut, but it remains the worst performer in Asia this year.
Ben Simpfendorfer, currency strategist at Royal Bank of Scotland, suggested investors should continue to chase the upside of the rupiah by buying into Indonesian bonds.
"It's a little bit difficult to sell the dollar further versus Asian currencies at this point, but the rupiah might be an exception," he said. Some analysts hope Fed Chairman Ben Bernanke's remarks later in the day could shed some light on the reasoning behind the rate cut, which might influence the direction of the dollar, which dipped to a 15-year low versus a basket of major currencies.
"If it was a pre-emptive move in the absence of solid evidence of a broad weakening in the economy, then the rally in reflation trades and the weakness in the US dollar may be sustained," said UBS currency strategist Ashley Davies.
"However, if it is a response to verified weakness in the economy based on information that the market does not yet have access to, then reflation trades will likely reverse their recent gains," he said in a research note.
The Indian rupee, Asia's best performing currency so far this year, hit a fresh nine-year high of 39.75 per dollar, but suspected official intervention capped its gains.
"Certainly the prospect of a very sharp move of the type seen in March and April is low. We expect appreciation to be a drawn-out process," HSBC analysts said in a note to clients. The Singapore dollar hit a fresh 10-year high of 1.4995 to the US dollar as government data showed annual consumer inflation in August accelerated to 2.9 percent from 2.6 percent in July.

Copyright Reuters, 2007

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