Wednesday, February 8, 2017

RBI policy expectation

Most economists (32 out of 39) expect a rate cut today (25 bps) while bond traders are more divided (roughly 50% expect a rate cut while the others expect a status quo). Given the fact that GST and pay commission revisions along with oil price spike are going to be inflationary in 2017, RBI is going to find it difficult to cut rates later in the year. The government seems to have favoured a lower interest rate to support growth and empirically it seems that the government has significant control over RBI’s decision making, therefore I would expect a rate cut of 25 bps today.

Given that markets are divided, as far as traders are concerned, therefore positioning would suggest that a rate cut would lead to moderate rally in equities and bonds and USDINR can head towards 67.20 (CMP 67.31) post the decision.

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