A regular roundup of essential reading, useful for anyone interested in banking, financial market and economics

How to make money from the Trade War .... assuming it goes to plan, that is



ref: -"Short Aussie. Long Yen Is the Hot New FX Bet for Trade War”, Bloomberg Markets 22/5/19

Investors find things a lot easier if they are not required to make decisions based on their prognostications for the future. If they only had to buy something nice and safe with a comparatively decent yield for example... well, life would be just dandy (although possibly not as dandy as it used to be now that yields generally are so low). But the fact is that very few investment strategies are so simple that they can ignore what might happen in the future, not least because it would be irresponsible not to take protection against the possibility of events conspiring against you.

Of course, many spend much of their time formulating a view of how things will pan out. If they have the requisite confidence in their predictive abilities -- and that's not always an easy discipline to master -- they then have to decide what trading decisions they should be making as a result in order to save or make money. That too is not always straightforward.

This example's pretty simple, though... and it's a strategy born against the background of deteriorating trade conflict and the growing belief that there's little chance of an improvement in US/China relations before the G20 summit at the end of June. In those circumstances, it's perfectly logical to want to sell the Aussie Dollar and buy the Japanese Yen. The fortunes of Australia's currency are closely associated with those of China since China is Australia's biggest trading partner by a distance. So much so that the Aussie dollar is regarded as a proxy for the Chinese Yuan. Australia's economy, heavily reliant on buyers of the products of its huge commodities sector, is vulnerable to falling demand brought about by a slowdown global growth in general and in China in particular.

As for the Japanese Yen, it's the ultimate safe-haven currency for times of stress and ticks all the key boxes for that description. (Just to recap Stable government/financial/legal system, Good liquidity, and Current Account surplus. In addition, Japan's vast holdings of foreign assets mean the Yen benefits from repatriation in a risk-off environment, just as it does from the reversal of Short Yen carry-trades.)

Bearing all that in mind, it's not a surprise to learn that a look at the options positions held by traders in the G10 currencies reveals that they are most bearish on the Aussie and most bullish on the Yen, and a strategy of selling AUD and buying JPY is hard to argue with... in theory. Also supportive is speculation that Australia's struggling economy will require interest rate cuts, whilst with rates already negative in Japan that's not an option open to the Bank of Japan. Thus, we have the potential for the interest rate differential supporting the Yen, which is definitely not something anybody gets to write very often!

As ever though, traders need to look at the timing. After all, AUD/JPY has already fallen from nearly 84.00 in December and above 80.00 a month ago to its current level of just below 76.00. But Citigroup sees the pair falling to 72.75 within a couple of weeks, and other players are calling for levels below 70.00 with a couple of months. There would seem to be a lot more in this trade PROVIDED THAT one believes that the prospects for the trade conflict will remain bleak and markets will remain nervy and, in a risk, -of the frame of mind. If that turns out to be the case, the suggestion is that there's still money to be made.

Well, it's an ill wind that blows nobody any good...

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