Asian currencies: Singapore dollar, baht fall on US rates view

22 Apr, 2004

The Singapore dollar and the Thai baht were the worst hit in Asia on Wednesday as remarks by US Federal Reserve Chairman Alan Greenspan raised market expectations of a US interest rate hike and boosted the dollar.
The euro and Swiss franc hit November lows and the yen also fell to its weakest in a week after Greenspan said that US companies were regaining the power to raise prices and that the threat of deflation was no longer an issue.
These comments heightened speculation US rates, at 46-year lows, could soon go up.
The Singapore dollar was considerably weaker and hit a month's low near 1.6920 and the Thai baht was at its lowest in a week at 39.49.
The Bank of Thailand kept its benchmark 14-day repo rate unchanged at a monetary policy meeting. North Asian currencies such as Korea's won and the Taiwan dollar found support from their rising stock markets. Korean shares hit a two-year closing high.
The Taiwan dollar fell as far as 33.126 - last week's low - and then rallied to the higher side of 33. The won opened weaker, hit 1,158 per dollar, and then recovered.
The Indonesian rupiah dropped to 8,650, its lowest since late March, as its weak spell extended. Indonesia's parliamentary elections have been held and the country is waiting for the presidential election.
Currency traders found nothing unusual in the Sing dollar's weakness, but analysts suspected markets were differentiating between the regionals while pricing in the altered Fed view.
"There is a strong case for maintaining some core long Asian currency positions but the US yield picture has changed and it is quite legitimate to be more constructive on the dollar into this changing-yield-differential picture," said David Simmonds, strategist with the Royal Bank of Scotland.
Simmonds said he would hold on to his won and Taiwan dollar long positions and bet on the won strengthening against currencies that had done well last year, such as the Australian dollar and euro.
Simmonds also said he would avoid currencies such as the Indian rupee, where markets have assumed the dollar is on a one-way trend down, the Chinese yuan and the Singapore dollar.
UBS said in a note that the Sing dollar's direction would be determined by inflation data due later this week, as markets discerned whether the Monetary Authority of Singapore's monetary tightening last week was premature.
Greenspan is due to give his testimony on the economy before Congress later on Wednesday. However analysts said markets had probably reacted sufficiently to the Fed's economic optimism.
"The Q&A session yesterday was a significant step towards preparing markets for a different policy course and it had a huge impact, understandably and legitimately," Simmonds said.
"But markets have had a lot of opportunity to react to that and the risk-reward probably favours positioning for a slightly more qualified and couched tone," he said.

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