Monday, April 23, 2018

INR update: Higher global yields could lead to further INR depreciation this week


The Euro weakened ahead of Thursday’s ECB as markets unwound longs fearing a dovish ECB, given the weak string of EU data since February. US bond yields rose and the curve steepened again, as markets shifted focus away from trade wars and geopolitical tensions. This week we have the BOJ and if there is any JPY appreciation decision post the Trump-Abe summit, then the BOJ could be the catalyst for the same to be implemented. I would look to sell USDJPY near 90.5 on dollar index, while EURO can head to 1.2150 by Wednesday.

 

USDINR 1m NDF is 6p right as offshore buying pressure continues. Bond outflows continued at a heightened pace while dollar strength kept other EM currencies under mild pressure only. The bulk of USDINR move is India specific while dollar strength expectation this week can take the pair towards 66.55 levels. Oil prices and India 10Y yield continue to be the most important driving force behind USDINR currently. CMP 66.23, range 66.11 to 66.45

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