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The Australian dollar dived to its lowest in seven months against the US dollar and hit a four-month trough against the Japanese yen as more investors bailed out of long-held positions in the high-yielding currency. Gold, metal and oil prices extended their fall on worries a global economic slowdown would dampen demand for commodities, hurting the Australian dollar further.
The CRB index of 19 commodity futures shed 0.3 percent on Tuesday, and has lost nearly 4 percent in the past three trading sessions. The Aussie dollar was at $0.8670/75 against the US dollar, down 0.8 percent from $0.8739/41 late here on Tuesday, and having fallen to $0.8590 which was its weakest since January 22.
The Aussie hit a trough of 92.66 yen as investors unwound long positions funded by borrowing in the Japanese currency. Analysts said the Aussie's fall against the yen was likely to gather steam in coming days amid intense speculation the Reserve Bank of Australia (RBA) will opt for an aggressive rate cut in September, diminishing some of the Aussie's high-yield allure. "Japanese retail investors tend to buy currencies where rates are rising and currencies are appreciating," said Robert Rennie, chief currency strategist at Westpac.
"But in the case of kiwi/yen and more recently Aussie/yen, neither of these pre-requisites has been in place. We fear we could see a lot more selling in the short term and recommend holding short Aussie/yen and kiwi/yen positions." The Aussie has lost over 14 percent since it struck a 25-year high of $0.9851 against the US dollar last month, after the central bank signalled rates had peaked and demand was slowing rapidly in the economy.

Copyright Reuters, 2008

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