Wednesday, July 5, 2017

INR update: US data and FOMC minutes to set direction


North Korea tensions had a mild impact on risk sentiments as markets continue to await the FOMC tonight. KRW appreciated slightly which would make me ignore the geo political issue for now and focus on DM bond yields as the main market driver for the time being. Stronger EU and US data from here can fuel further increase in DM bond yields leading to a higher USDJPY.

FPIs pulled out significant amounts from both equities and debt markets yesterday with debt market inflows getting disturbed by anticipation of another OMO announcement by the RBI next week. USDINR 1m NDF is trading 1.5p left which indicates the current USDINR long positioning in the market. KRW and CNH have registered small appreciation since yesterday as US 10 y yields fell 2bps. I would continue to trade USDINR in accordance with movement in DM yields which could go up with today’s FOMC minutes, PMI data in EU and US factory orders. CMP 64.73, Range 64.65-64.85.

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