Parity Army

Everyone we speak to seems to be singing the same tune, which is slightly worrying. And it goes something like this...



Don't start me talking
'Cos I will rant all night
My mind's extrapolating
While I talk the Aus up, right

See mining information
Have you got yourself an Aus call option?

Parity army is here to stay
Parity army, we're on the way
And I would rather be anywhere else
But short Aus today

There was a China Charlie
He didn't crack a smile
Looked at our mineral wealth
Just stepped in and bought the pile.
Only takes one itchy trigger
Hit the barrier and we're at the figure

Parity army is here to stay
Parity army, we're on the way
And I would rather be anywhere else
But short Aus today

Hong Kong specs buy it
London's hedge funds will buy it
We could be a CTA
Run a model like the RBA
With the boys from the Darwin and the Swan and Murray
But there's no danger
It's a professional career
Though it could be arranged
With just a word in Mr. McCrann's ear.
If you're out of work or out of luck
We really couldn't give a f*ck

Parity army is here to stay
Parity army, we're on the way
And I would rather be anywhere else
But short Aus today
And I would rather be anywhere else
But short Aus today
And I would rather be anywhere else
But short Aus todaaaaaayyyyyy
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abee crombie
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September 28, 2010 at 12:17 PM ×

almost parity with CAD ... the real question for both AUD and CAD is which country's housing bubble bursts first.... I'll take AUD even though the weather there is soo good

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Deniz
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September 28, 2010 at 12:29 PM ×

arguments like the one below make me sick:

"If the economy data in the U.S. are more positive in the next few weeks, risky assets including commodity currencies should rise due to the improving fundamentals and increasing risk appetites. If the U.S. economy shows further sign of weakness, the expectation of the QE2 is also very supportive to risk assets and commodity currencies. It looks like that buying commodity currencies is a bet that cannot lose..."

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Leftback
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September 28, 2010 at 7:45 PM ×

Clearly we are in another mini-epoch of DGDF supported by a dollar carry trade. This one will end in a similar way to other DGDF episodes. The BoJ will buy dollars, and others will be squeezed.

There are therefore a whole lot of things that LB doesn't like here and doesn't want to be long, but also isn't short... yet.

Here is the list:

AUDUSD, CADUSD, JPYUSD, EURUSD, ZARUSD.
GLD. SLV. CRB.
GDX. XLM. XLF.
USTs. Low-yielding corporate debt.
Black Swans.

The only things I do like here are cash, dividends and some HY bonds, all beneficiaries of a slightly stronger dollar and a better than apocalyptic US employment outlook.

We tend to be early but we are sure that when the US finally creates a private sector job (or perhaps two jobs) that the current trade may reverse sharply and painfully for certain HFs.

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Polemic
admin
September 28, 2010 at 9:43 PM ×

Hi Abee I'd like to see aud/cad fall from here , even if its just because of the uberhype on both components at the moment. But i am not so sue about the Aus housing bubble. Its not going to be anywhere near as important as the asia/commodity story. So that is where you will have to look for the cracks. interesting to see the BDIY on the way south again but i have to say ship supply has become such a large component the index really doesn't show demand as clearly as it used to.

Deniz - I fully agree. I recommend you reply to the relevant author if you can be bothered. But it s always nice to know when the last to the party join. Even if all the taxi drivers are currently driving around sticking 2 fingers up at me re gold last may.

thanks LB. It's days like todays that make you want to go back on holiday. Great if you are long gamma but if you are finally given a vague hope that the weight of euro woes would break through the counters of competitive devaluations by everyone else, then this afternoon's reversal and recovery still leaves ones peripherals aching.

We ve written about the competitive fx devalue environment before but its beginning to look as though its as basic as buy those that cant or wont deval, But I agree with you, rather sit on the side lines and not get sucked in waiting for something to go boom ( as per fridays post) than play in traffic. hence the preponderance this week of lightweight posts.

LB- We will at some point have a look at your point on 25% cuts in the UK, but in summary , we would be stunned if they cut that much, Surely its a game of keeping the ratings agencies convinced you are doing the right thing and then only just doing enough.. "Dog ate my homework sir.. I promise to have it in by tomorrow"

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Leftback
admin
September 28, 2010 at 10:04 PM ×

A huge amount of people are now set up for continued US weakness, so it might be reasonably amusing if the government printed +100K on October 8 - and of course they can print what they want, really...

After watching the "short Treasuries with leverage" crowd carried out on their shields in August, perhaps it's time for a ritual slaughter of "leveraged dollar bears" as "commodity currency longs" fall on their swords.

Even as "gold bugs on margin" rush headlong into the yellow metal, we may soon see them fall like lemmings off the $1300 cliff... not to mention what might happen to the front end of the curve... oo err

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Leftback
admin
September 28, 2010 at 10:53 PM ×

Great song, BTW. LB knows them all, every word.

Can you imagine what would happen to a Mr Declan McManus if he sang a song like this about Afghanistan in the US today? Off to Gitmo in a heartbeat...

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Nic
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September 29, 2010 at 6:08 AM ×

If we are exporting inflation to China then at some point they are going to have to tighten to cool things down. That might be when the dollar finds its feet and things start to topple in AUD

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Deniz
admin
September 30, 2010 at 5:05 PM ×

LB-

The time has come?

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