Friday, February 17, 2017

Morning INR update

Yesterday the Philadelphia FED business outlook survey “shocked” on the upside coming in at the highest since Jan 1984, indicating that manufacturing in the US which had been a weak link for the last 2 years, is picking up. In spite of this dollar weakened and treasury yields came off which I cannot explain through any other asset correlations. I would continue to expect USD strength given the US data prints and the expected Trump Tax cuts. Today is light on data with UK retail sales being the most important.

USDINR went up yesterday as shorts cut their position along with buying by nationalized banks. EM currencies have depreciated mildly overnight in spite of dollar weakness. Equity markets in the US continue to look resilient and might give a strong weakly closing today. Indian equities today are standing out today because of a surge in heavy weight banking stock although Nifty continues to look bullish for another 2-3% gains at least. USDINR might see bids in the first half today as the next 4 days are off for any remittances. USDINR 1m NDF continues to trade 7.5p left. I would still expect limited upside in USDINR and would look to sell the pair at 67.25 levels. CMP 67.11, Range 67.25-67.05.

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