Wednesday, September 20, 2017

INR update: FOMC and US tax reforms expectations can lead to stronger USD


The FED has not looked at inflation prints to decide on rate hikes but has depended more on Financial conditions index. The current FCI at -0.85 (Chicago FED) shows persisting easier financial conditions (on the back of higher equities and lower trade weighted dollar) and should assist the FED to continue to be hawkish (at least not dovish) thereby increasing the rate hike probability of Dec 2017 (currently at 52%). On the other hand return of hopes that Trump will be able to pass some amount of his promised tax reforms has raised US treasury yields from 2.05% to 2.24%. The details are expected on 25th Sep and till then markets will be careful before they go short on US dollar.

 

USDINR 1m NDF is trading 2p right as most EM currencies depreciated against the dollar this week. The NDF movement to right shows changing sentiments towards INR and a hawkish FED or higher US yields will have a larger impact on INR as compared to other EM currencies.  Equity market outflows from India accelerated even though equity prices continue to be supported due to local buying. Nationalized banks sold USDINR above 64.40 today. CMP 64.40, Range 64.30-64.55.

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