Thursday, March 16, 2017

Morning INR update. 64.80 in March?

The FED’s rhetoric a couple of weeks back was much more hawkish than what came out from the FOMC yesterday. The FED for all it indicated, retained the “Accommodative Policy stance “ also. As I had been expecting the decision ended up being a dovish or less hawkish hike and USD weakened as UST yields fell. Empirically, since 2008, the FOMC stance has always been pro risk and consequently the two faltering indicators, i.e., Brent and Yuan gained post the FOMC.

I would now position for the G20 meeting where the US should press for a weaker USD and pressurize currencies like JPY, CNH and other EMs indirectly, to allow their currencies to appreciate. On the other hand some of these countries  might want to go into the meeting with some more currency appreciation, so as to not irk the most powerful government on earth.

RBI intervened aggressively yesterday while we also saw tactical shorts exiting at 65.60 levels. The fresh move to 65.30, happened post FOMC along with USD weakness. Nationalized banks have been buying since morning today while market participants do not seem keen to buy the pair. Yesterday I had expected 65.25 on USDINR for March, but now I will reconfigure my expectations to 64.80 next week itself, post the G20 meeting. USDINR 1m NDF is more than 10 p left as equity markets seem headed to new highs. RBI would limit upside in USDINR, as other EM currencies have also registered gains overnight and therefore 65.45 should remain toppish. I would expect fresh down moves in USDINR to happen overnight as RBI seems to have become cognizant of intraday volatility, after a 2 day hiatus. CMP 65.35, Range 65.45 – 65.20. 

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