Wednesday, September 12, 2018

INR update: Oil price gain drives Rupee towards 73



US job openings data continued to surge indicating the positive surprise in US data release since mid August. As a result further narrowing of 10-2Y yields have stopped which bodes well to the USD. Positive developments in the EU-UK negotiations for a Brexit deal might keep the dollar index from breaking the 200WMA at 95.60 this week, but at the same time trade tensions and US macro performance should prevent the index from breaking 95 convincingly either.

USDINR 1m NDF is trading 16p right as compared to 12p yesterday. This is on the back of a surge in oil prices (Brent at 79.31) and continued lack of action from Indian policy makers emboldening the USDINR long positions. Yesterday I expected that there is room for 73 on USDINR but if we do not see any significant measures which bring down USDINR by 1 rupee or so, then next week markets will put Rupee through an even tougher test. I would think that RBI and the government realize this and therefore we should see some major announcement between today and Friday. Other EM currencies have depreciated only mildly since yesterday while equity markets seem to be reacting moderately now to losses on the Rupee. CMP 72.80, Range 72.95-72.60.

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