Tuesday, August 2, 2016

USDINR Trading Strategy : 11.18Pm - 03.08.2016

USDINR Trading Strategy : 11.18Pm - 03.08.2016


Our Anticipation

 We expect the US dollar to find buying support on decline against the rupee. Utilise declines in the US$/INR August contract

Debt market

 • Government bonds fell for the first ti me in five days, after record gains  over the last few weeks prompting some investors to book profit  • The benchmark 7.59% bond maturing in 2026 ended at | 102.81, against  the previous close of | 103.05  • The benchmark 7.59% 2026 bond yield en ded at 7.18%, up 4 bps from  previous close.

Forex (US$/INR)

 • The rupee ended little changed, as crude oil importers’ dollar demand  offset gains triggered by banks’ dollar sales amid expectations of  passage of the key GST bill in the current Parliament session  • The dollar index against six major currencies ended at 95.06, down  0.68% from the previous  close of 95.71.

US$/INR derivatives strategy: Sell August Contract • In the currency futures market, the most traded dollar-rupee August  contract on the NSE ended at 67.01.  The August contract open interest  rose 5.57% from the previous day  • September contract open interest wa s up 11.81% from the previous day

 • We expect the US dollar to meet supply pressure on rallies. Utilise  upsides in the US dollar to sell.
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