Monday, April 10, 2017

Morning INR update

The risk on plus strong dollar sentiment, continued despite a weaker headline NFP. Low unemployment with same participation rate perhaps made markets take confidence and push up yields in spite of a far less than expected headline NFP. Dudley’s statements regarding balance sheet size reduction further helped push US yields higher. German 10 Y yields have fallen from 0.5% in mid March to 0.22 currently, reversing the expectations of a less dovish ECB.


US air strikes in Syria plus the latest development of US deploying an aircraft carrier in the Korean peninsula, along with reports of deteriorating ties between US and Russia/Iran, all seem to have been digested by the equity markets. Although Asian currencies are mildly weaker because of the Korean geopolitical developments weakening CNH and KRW. The effect of the developments in North Korea would have lesser impact on INR as compared to KRW and CNH. USDINR 1m NDF is left only by 7p as compared to 9p last week. INR weakness would follow losses in Indian equities and as Indian equities look stable now, upside in USDINR should remain limited. CMP 64.44, Range 64.50-64.30.

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