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The Thai baht and the Indonesian rupiah tumbled against the US dollar on Monday, after fears monetary authorities have fallen behind on inflation sent foreign investors bailing from domestic equities. Stock markets in Thailand and Indonesia were among last year's best performers in Asia, though a persistent rise in commodities prices has spooked investors and triggered folding of positions in currency markets.
The baht sank 1.6 percent against the dollar, the biggest single-day decline since June 2008. Investors were particularly keen on shrinking their exposure to Indonesia, where the central bank has not yet raised interest rates since the global financial crisis ebbed.
The country's benchmark stock index was on course for the largest daily sell-off since November 2008 and 10-year Indonesian sovereign bond yields have steadily risen 100 basis points since hitting a low of 7 percent in October. Three-month dollar/rupiah offshore forwards popped up to the highest since September 7.
The baht lost more than 1 percent to weaken to as soft as 30.70 per dollar, the weakest since September 27 last year as foreign banks tripped stops when it weakened 30.50. The rupiah lost 0.4 percent as stock markets continued to slide on massive selling from foreign accounts.
The central bank was touted selling dollars at 9,050 per dollar but has since move offer to 9,060. Dollar/rupiah was last indicated at 9055-9060, while the one-month NDF was at 9095-9115. The peso lost 0.4 percent against the dollar on profit taking in stocks and as fears of rate hikes in the region underpinned sentiment.

Copyright Reuters, 2011

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