Australian dollar at four-week lows

31 Jul, 2007

The Australian dollar fell to a four-week low against the US currency and an eight-week trough versus the yen on Monday, as jittery investors unwound riskier bets amid further gyrations on Asia-Pacific stock markets.
The retreat in bourses early on Monday followed a second straight day of big losses on Wall Street on Friday over concerns that tightening credit conditions would slow corporate take-overs. Investors now await Wall Street's open on Monday.
The local currency has fallen as much as 4.5 percent against the greenback since last Wednesday's 18-year peak of $0.8871, and has dropped even harder against the Japanese currency, tumbling 7.2 percent since its July 20 16-year high of 107.72 yen.
"Whether Aussie weakness persists beyond the short term will depend on whether the widening in credit spreads is a healthy correction from overdone levels or serves up to crimp US and global economic growth," said John Kyriakopoulos, currency strategist at nabCapital, part of National Australia Bank.
The Aussie dollar was quoted at $0.8491/93, compared with $0.8705/10 here late on Friday, according to Reuters data. It ranged from $0.8470 to $0.8540. "The current risk flare in financial markets could lead the Australian dollar down further before it finds a base," said Stephen Roberts, chief economist at Grange Securities.
Before the gyrations on Wall Street last week speculators had trimmed bets the Aussie would appreciate, with 66,843 net long contracts in the week to July 24 versus 68,256 in the previous week, US Commodity Futures Trading Commission data showed.
The bout of risk aversion as Wall Street recoiled and other stock markets world-wide followed suit has led investors to reduce yen carry trades - borrowing the low-yielding Japanese currency to invest in high-yielding currencies, such as the Aussie dollar.
The Aussie/yen cross briefly fell below 100 yen on Monday for the first time since May 31. It later rebounded just above 101 yen before easing and by late afternoon it was quoted at 100.58/68 yen, down from 103.22/32 yen here late on Friday.
ANZ Investment Bank senior currency strategist Tony Morriss said the speed of correction in the Aussie/yen "reflects the extent to which long positions had become overextended".
"For currency markets, the re-pricing of risk makes this primarily a carry trade event as the US dollar found support from solid (US second-quarter gross domestic product data) on Friday," Morriss said.

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