Top Performer

 
FX Outlook
August 03, 2010 Posted by:

Recently, the Australian dollar (AUD) regained its stature as one of the top performing currencies against the U.S. dollar. Trading near a 3-month high, the Aussie traded firmly above .9100 USD per AUD, far above July's low of 0.8300. It is up over 12 percent against the USD over the past 12 months. In comparison, the GBP and EUR are down almost 8 percent in the same time period. The reason is simple: there is demand for this higher-yielding currency. For now, the AUD is benefiting as: riskier assets are in vogue after most of the European banks were given passing marks after the recent EU stress test; domestic growth is outpacing most of the industrialized countries; and higher Australian interest rates are in the forecast.

Strong Growth

Australian consumer confidence surged in July, the most in 13 months, as employers continue to add jobs. With Chinese demand for natural resources, the Australian mining industry is booming and is pulling down unemployment. The June unemployment rate was 5.1 percent, the best number in a year. A recent Melbourne Institute survey of consumer sentiment jumped 11.1 percent. The Reserve Bank of Australia held borrowing costs unchanged for the past two months after raising them six times between October and May to help curb price pressures as the economy expands. The quarterly inflation rate almost doubled in the first three months of 2010. The core inflation rate rose 2.7 percent in the second quarter, slightly less than expectations, but near the upper end of the government target inflation rate of 2 to 3 percent. In addition, the Australian export prices rose 16.1 percent in the second quarter from Q1. Australian home prices have risen in 19 of the last 20 months.

The concern is that surging economic growth may stoke higher inflation, forcing the Reserve Bank of Australia (RBA) to continue to raise interest rates. Future rate increases will depend on key domestic consumer price figures for the remainder of the year. I expect the RBA to continue to tighten, lifting rates to 5.0 percent by year-end. The 6-month AUD LIBOR rates are now at 5.124 percent, far higher than the USD .677 percent and the EUR at 1.11 percent. A strong currency sentiment is also helped by the premium offered by Australian AAA-rated government 2-year bonds, yielding nearly 4.6 percent over similar-dated U.S. debt, which is yielding only .6 percent.

The Reserve Bank of Australia recently said that Australia has "been spared the worst impact of serious economic recession in terms of jobs lost much as we will be spared the prospect of higher taxes that face so many in the developed world." Newly appointed Treasurer Swan projected a higher-than-expected $3.1 billion AUD ($2.7 billion) surplus in three years on surging tax revenue from its expanding mining industry. The economy will expand 3 percent in 2010-11, less than the 3.25 percent forecast in May, Swan said. The government is also forecasting to raise an additional 6 billion AUD in resource company taxes because of higher commodity prices. The spot price of iron ore delivered to Asian nations jumped last week by the most in almost seven months.

Taxes

In late June, Julia Gillard was sworn in as Australia's first female prime minister in a surprise leadership vote, ousting Kevin Rudd. The change in leadership was followed by the biggest jump in consumer confidence in 13 months. Since her election, Gillard has struck a deal with the country's largest mining firms — BHP Billiton Ltd., Rio Tinto Group and Xstrata Plc — to water down a proposed mining tax rate on coal and iron ore earnings. The proposed tax rate was dropped to 30 percent from 40 percent. In addition, the government exempted most commodities and raised the taxable threshold. The government will also cut the corporate tax rate from 30 percent to 29 percent and to 28 percent by mid-2014, and will refund state-based royalties currently imposed on mining projects. However, government officials reiterated that the mining tax will still contribute over $10.5 billion AUD in the two years from July 1, 2012 to fund roads, rail and ports, tax cuts for small businesses and government contributions to pension savings for low-income workers.

Conclusion

The fundamentals look good for the Australian economy: national debt is low compared to most other industrialized nations, employment is high and exports are strong. In addition, China has made it clear that it does not plan to slow growth, which is supporting demand for commodities. The concern, however, is that such growth may ignite inflation. The RBA has already proven they will move on inflation as needed. I expect interest rates will continue to move higher in the coming months, deepening the return of the carry trade. In a carry trade, investors borrow a currency in which interest rates are low (like the USD) in order to buy the higher-yielding AUD. Adding all factors together, one can only conclude the AUD will remain a top performer. There is a real possibility we could see the AUD return to the .94 level before year end.

The views expressed in this column are solely those of the author and do not reflect the views of SVB Financial Group, or Silicon Valley Bank, or any of its affiliates. This material, including without limitation the statistical information herein, is provided for informational purposes only. The material is based in part upon information from third-party sources that we believe to be reliable, but which has not been independently verified by us and, as such, we do not represent that the information is accurate or complete. The information should not be viewed as tax, investment, legal or other advice nor is it to be relied on in making an investment or other decisions. You should obtain relevant and specific professional advice before making any investment decision. Nothing relating to the material should be construed as a solicitation or offer, or recommendation, to acquire or dispose of any investment or to engage in any other transaction.

Foreign exchange transactions can be highly risky, and losses may occur in short periods of time if there is an adverse movement of exchange rates. Exchange rates can be highly volatile and are impacted by numerous economic, political and social factors, as well as supply and demand and governmental intervention, control and adjustments. Investments in financial instruments carry significant risk, including the possible loss of the principal amount invested. Before entering any foreign exchange transaction, you should obtain advice from your own tax, financial, legal and other advisors, and only make investment decisions on the basis of your own objectives, experience and resources.

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