Australian Dollar's 'Fair Value' is Rising: CBA


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The Australian Dollar looks poised to extend a recent bout of outperformance.

This is according to analysts at domestic lender Commonwealth Bank of Australia, which judges the currency's measure of fair value has adjusted higher.

"We are more confident the global economy is improving, and the Reserve Bank of Australia is close to the end of its interest rate cutting cycle, a positive environment for further gains in AUD/USD," says Carol Kong, FX Strategist at Commonwealth Bank of Australia.

Analysis from CBA finds AUD/USD spot and fair value have both increased this year despite the bouts of financial market volatility and heightened uncertainty about global trade.

"At 0.66, AUD/USD is just below the low end of the fair value range of 0.67 to 0.77, centred on 0.72. Fair value has increased largely because of lower perceived market risk," says CBA analyst Joseph Capurso, in a note delivered Wednesday.

Also helping AUD/USD is the emerging recovery in commodity prices and the narrowing of the Australia minus U.S. two year OIS differential, he adds.

"The environment is improving for AUD/USD to make further gains," says Capurso. "The major disruption to the global economy that looked possible in April has not occurred, retaliation to US tariffs has been limited, and the pass‑through to US consumer prices has been limited. The bottom line is there are upside risks to our existing AUD/USD forecasts."

The call comes after analysts at Swedbank say they are buyers of the Australian Dollar.

"We expect USD to continue to have headwind from stagflation risks and Trump's threating of Fed independence," says a new strategy note from Swedbank, released Tuesday. "Pending rate cuts from Fed will be supportive for high-beta FX such as SEK and AUD, in our view."

AUD-specific support is drawn from a "tentative recovery," comparatively "sound" public finances, and an RBA that is “relatively close to be done cutting rates," which together enhance AUD carry and cyclical appeal against a softening greenback.


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