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 Forex Analysis
07

Will Australian Dollar Be the Next to Hit Parity with the USD?


Earlier this week the Reserve Bank of Australia boosted the bank rate to 4.25, as Australia continues the recovery road from the recent global recession.  With increased demand from China for iron ore and coal, some are concerned that rapid export demand will cause inflationary pressure,increasing the need for further hikes.  A survey by Bloomberg News of 18 economists, estimated the overnight rate by March of 2011 would increase to 5.25%. 

The large specs in the futures markets, probably funds, have been accumulating long positions.  In the most recent COT report, the net long position by this group was over 70,000 contracts, and amounted to 54.2% of the total open interest.  Yesterday the open interest in the A$ increased by 12,026 contracts, as the total OI increased in size and now equals that of the C$.  The increase in the OI on a day when the market a ascending is generally technically bullish. 

Later today there will be some Australian economic numbers released.  The number of new employees, and the unemployment rate, expected to remain unchanged at 5.3%, are both scheduled to be at 9:30.  After the recent strength, there is some risk that the numbers will disappoint but likewise there is the possibility that we can charge through this year's high of .9328.  Should that happen the last remaining challenge is the high or 98.48 from July of 2008.

The A$ has also been on a run versus the yen, running up from 76  in February to over 87.  With the Japanese bank rate .10% and the Australian rate at 4.25% this explains some of the strength, but there may be more than just the short term differential.  The aging Japanese population has accumulated trillions in saving and want more than the 1.41% offered by Japanese 10 year paper.  While the US 10 year notes are up to 3.95%, yield in Australia  for the same maturity is 5.85%. 

There are some who fear an equity market sell off could cause investors to again seek the yen for a safe haven, but the Japanese have such a myriad of problems we question that logic.   There are also some outstanding funds managers who think equities have more to go.  A Moneynews.com article today said:

"In what may be the most brilliant news for stocks in a long time, star bond fund manager Bill Gross is suggesting that the 30-year bull market in fixed-income securities is ending and a new bull market is emerging in equities." 

They also quoted another successful stock manager Laszlo Birinyi:

"Recent gains by General Electric, Citigroup and Microsoft shares indicate the Standard & Poor’s 500 Index will jump another 13 percent this year, says money manager Laszlo Birinyi.

The head of Birinyi Associates forecasts a year-end level of 1,325. The index recently traded at 1,189.44."

Market forecasts do not come with guarantees, and can be rescinded with little notice, but with the Asian recovery gaining momentum, perhaps the A$ is more of a safe haven than the yen or the USD.  In addition, according to the CIA world fact book, they produce 572,400 barrels of oil per day, and have a government that encourages exploration.  With oil seemingly headed for the top side of $100/barrel, this is one more valuable commodity in the Aussies portfolio.  We prefer the long side of the A$ against either the yen of the USD, and would use a modest pullback to buy.



 






Author: Ralph Shell - ForexRazor Analyst - Graduated from a small Ohio liberal arts college. Graduate studies in economics and history at Duke University. Ten years experience trading cash commodities in domestic and export markets. Former commodity analyst with Merrill Lynch in Chicago. Member of and floor trader at the Chicago Board of Trade for 18 years.



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