I would first look at companies who import most of their materials then sell here. One example, technology such as electronics retailers, computer dealers etc. They might get good volume or better margins.
Aegis analysts mentioned Coca Cola Amatil, it pays US$ costs and sells here.
Maybe companies with currency hedging in the money. But it would be difficult to find a company who put down major bets. For example MBG has hedging that's well in the money, but it's worth just a few million.
