Wednesday, May 3, 2017

Morning INR update: INR appreciation in spite of slowing inflows

Today we have the FOMC where the FED might acknowledge the recent string of weak data but would not want the June rate hike probability to fall below 50% (currently at 67%), in order to keep the June rate hike on the table, provided data over the next 1 month supports. US manufacturing ISM has been printing lower in the last 3 months and if the trend shows in services ISM too today, then we might see USD index falling too as upward momentum failed in spite of the debt ceiling deal reached over the weekend. For USD index a daily close below 98.5 could start a down trend towards 96 levels.

USDINR 1m NDF is trading 4.5p left like yesterday. FPIs continue to pull out moderate sums from equity markets while debt continues to witness mild inflows. FPI inflows have slowed down considerably over the last 2 weeks. We have not witnessed significant importer interest in USDINR at the current dips while the market largely expects INR appreciation suggesting that largely the positioning will be short USDINR. The range for the May 2017 should be 63.80-64.70 with a possibility of a break lower. I would expect an uptick to 64.70 given the slowdown in FPI inflows and large short USDINR positioning while the major trend remains lower, as regular FDI/debt inflows can continue. Uptick to 64.70 over the next month can be used to create new positional shorts/longer term export hedges. For the day CMP 64.13, Range 64.20-64.05.

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