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The Indonesian rupiah lost 1 percent on Tuesday, leading a broad retreat in Asian currencies as investors book profits on a recent rally due to renewed concerns about the global economy. Asian shares fell after data showed China's exports in April fell more than expected, while the South Korean won fell as dealers cut their positions fearing possible official intervention to curb the strength of the currency.
The high-yielding rupiah fell as far as 10,435 per dollar, backing off a 6 month high on Monday, as investors sold local stocks amid some concerns about the global economy. Dealers said the rupiah was vulnerable to profit taking since a 14 percent rise against the dollar since early March makes it emerging Asia's biggest gainer after the won over that period.
"I think there should be some retracement as the rupiah has strengthened a lot," said a Jakarta-based trader. Daily charts have also pointed to a correction in the rupiah. The dollar-rupiah's 14-day relative strength index has been hovering below 30 so far this month, indicating the dollar was oversold.
One-year dollar-rupiah NDFs rose to 11,320, implying the rupiah would fall 8 percent from its spot rate, largely unchanged from Monday. The Philippine peso lost 0.6 percent to 47.65 per dollar at one point as weaker Asian stocks encouraged investors to book profit on the peso's rally. It later rebounded to 47.40.
"Sentiment is still towards more peso appreciation in the near term and this retracement is only temporary," said a Manila-based dealer. One-year offshore NDFs priced in a 3 percent peso fall from the spot rate compared to 4 percent on Monday. Spreads between one-year offshore NDFs and onshore forwards also narrowed to 0.2 percent from 1 percent in the previous session. "Offshore NDFs are at par with onshore rates signalling no significant (dollar) demand from the offshore market," added the dealer.

Copyright Reuters, 2009

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