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GLOBAL MARKETS WEEKAHEAD-Dollar fall dominates risk trade

Published 09/11/2009, 08:46 AM
Updated 09/11/2009, 08:48 AM
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By Natsuko Waki

LONDON, Sept 11 (Reuters) - The dollar's latest plunge reflects another bull run in risky assets as the G20 commitment to keeping emergency economic support gives investors the green light to buy even more stocks and commodities.

The low-yielding U.S. currency hit a one-year low against a basket of major currencies on Friday, on track to post its biggest weekly loss since late May.

At the same time, world stocks on an MSCI measure rose to fresh 11-month highs on Friday while emerging stocks hit levels last seen before the collapse of Lehman Brothers almost a year ago. Gold is at 18-month highs above $1,000 an ounce.

The latest moves, which reflect a wholesale fund move into risky assets and away from low-yielding assets such as the dollar, come after G20 policymakers pledged last week to keep emergency economic support in place until a global economic recovery is firmly secured.

"Liquidity worldwide is very high and confidence in the global economy recovery is improving. You see all the measures of risks show are investors are less fearful," said Jeremy Beckwith, chief investment officer of UK-based private bank Kleinwort Benson.

"When risk markets are doing well we see the dollar doing badly. It's American investors thinking they want to put risk into portfolios and buying things outside America. It looks like people don't want to sell (stocks) probably because most people are underweight still."

Beckwith said the resurgence in corporate merger activity was very positive for risk. Kraft Foods, North America's biggest food group, has offered a premium-rich cash and shares bid of 10.2 billion pounds ($17.03 billion) for Britain's Cadbury. Cadbury has so far snubbed the offer but its share prices had risen 42 percent at one point.

BENIGN INFLATION

Next week's inflation data from the euro zone, Britain and the United States is expected to show benign inflation, a factor underlining expectations for low interest rates.

On the other hand, a sharp fall in the dollar will eventually create inflationary pressures for U.S. consumers, which argues the case for entering reflation trades and buying risky assets.

Long-term euro zone inflation expectations as measured by French 10-year breakeven rates hit their highest in almost a year on Thursday as concerns over the implications of loose central bank monetary policy.

The 10-year breakeven rate, which measures the difference between the yield on conventional 10-year French government bonds and that on comparable inflation-linked bonds, rose to 2.09 percent, according to Reuters charts.

And stocks work as a hedge against inflation.

"Corporate bond investors are moving to equity and to high-quality real estates. Equities are day by day becoming more attractive," said Guy Monson, chief investment officer at London-based asset manager Sarasin & Partners.

"Equities are day by day becoming more attractive. Equity has a built-in advantage of valuation and inflation protection."

Belgium's Fortis Investments this week increased its exposure to equities, moving overweight from neutral, by selling some high-quality corporate credit.

RACE TO END-YEAR

According to fund tracker EPFR Global, flows into European equity funds hit a five-week high in the week ending September 9 as this group attracted net $815 million for the week. In a sign of greater risk taking, investors have so far pulled $284.7 billion out of money market funds.

"With only three months remaining in the year for portfolio managers to post a good result, and with macro data and equities having exhibited definitive trends in the past weeks, I suspect the incentives of portfolio managers to bet on a global recovery should overwhelm those betting on a relapse in growth," said Stephen Jen, managing director of macroeconomics and currencies at Blue Gold Capital Management.

"In sum, 'risk-on' trades continue to make much more sense to me than 'risk-off' trades, especially in the final months of the year... So much is at stake here that policy makers will try to achieve a solid U-shaped recovery almost at all costs." (Editing by Toby Chopra)

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