Wednesday, December 13, 2017

INR update: Higher inflation fails to impact INR

US bond yields were pricing less than 1 rate hike in 2018 in Sep 2017, now they are factoring in more than 2 rate hikes. This shows the change of sentiments for 2018 in the recent past, backed by better US economic performance and policy traction.  Today we have the FOMC where a rate hike is a foregone conclusion, but what the market would look at is the number of hikes projected in 2018 along with inflation forecasts. The comments of Yellen would not matter as much given the fact that from March 2018 it will be the new Trump nominated chairman who will preside over the committee.

 

RBI increased bond limits by Rs. 12k crores from Jan 2018 which was kind of expected and insignificant because only Rs. 1600 crs has been increased in the general category where incremental investments can be expected. USDINR 1m NDF is trading 1p right. The inflation print of 4.88% against expectations of 4.5% was unable to drive USDINR higher significantly and the offshore market topped out at 64.56 yesterday. Since morning we are seeing exporters selling as well. The lack of upward pressure in spite of the inflation data would be make me abandon my view of 64.85 before Gujarat exit polls tomorrow evening. The medium to longer term view remains of further INR appreciation from here. CMP 64.49, Range 64.55-64.40.

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