Monday, February 20, 2017

Morning INR update

Dollar and US equities are trading strong as markets remain optimistic on possibilities of tax reforms in the US. Trump is likely to give details on this in the congress on the 28th Feb. We should see a continuation of dollar strength with risk on bias across other assets till the announcement happens. EU risks increased with Greece bail out uncertainties and French election projections which could bring EURUSD under fresh downside pressure. Last week’s price action on USDJPY (post the Trump-Abe meet the weekend before) suggests that there is limited appetite for a higher USDJPY and therefore for some time we could have 115 as the top while significant Yen appreciation (below 111.50) might not be acceptable to Japan. This week FOMC minutes on Wednesday would be critical to ascertain the March rate hike probabilities.

USDINR 1m NDF spread has contracted from 7p left last week to 5p left currently. KRW has been depreciating since Thursday while CNH is stable. Equity markets in Asia (Hang seng, Shanghai, Korea and Nifty) look strong and seem to waiting for news to break higher (Trump’s tax announcement perhaps). Given the contraction in NDF and flat to depreciating EM currencies downside in USDINR might be limited for today. But overall over the next 2 weeks USDINR could struggle to close above 67.20 levels given the buoyancy in equity markets. CMP 67.02, Range 66.95-67.15.

No comments:

Post a Comment