Wednesday, 15 March 2017

Nifty Consolidates & Closed Almost Flat After A Range Bound Day Ahead Of Fed And GST Meet tomorrow



Market Wrap: 15/03/2017 (18:00)

NSE-NF: 9105 (+2 points; +0.02%)

NSE-BNF: 21215 (+68 points; +0.32%)

Time & Price action suggests that, Nifty Fut (March) has to sustain over 9155 area for further rally towards 9195-9235 & 9275-9350 in the short term (under bullish case scenario).

On the other side, sustaining below 9135 zone, NF may fall towards 9075-9035 & 8985-8950/15 and 8865-8790 area in the short term (under bear case scenario).

Similarly, BNF (LTP: 21215) has to sustain over 21350 area for further rally towards 21500-21675 & 21855-22050 area in the near term (under bullish case scenario).

On the other side, sustaining below 21300 area, BNF may fall towards 21080-20980/900 & 20815-20635 zone in the near term (under bear case scenario).

Nifty Fut (March) today closed around 9105, almost flat after making a session high of 9130 and low of 9101 in an extremely range bound day of trading in absence of any major trigger ahead of Fed today & BOJ/SNB tomorrow with an outcome of Dutch election. Domestic market basically consolidated today after big move of yesterday following better than expected margin of win for BJP in the state elections, especially in UP.

As probable Fed hike by 0.25% is almost discounted by the market, focus will be on Fed’s statement/dot-plots and Yellen’s Q&A/Presser to gauze Fed’s appetite for further rate hikes in 2017; will it be 3 or 4 times and gradual unwinding of Fed’s huge balance sheet of around $4.5 tln in 2017 ?

EM & Indian market has not reacted too much for a high probable Fed rate hike in March, if Fed indeed hikes today with a hawkish bias for multiple rate hikes in 2017 (almost every quarter end totaling 4 or 3 hikes), then it will be the 1st time after 2008 economic crisis, Fed is hiking on two consecutive quarters, last being on Dec’16. Recent Fed hike history suggests that after the hike, global & EM/Indian market has corrected significantly, be it only for a stronger USD/US bond yields or along with some other reasons (China jitters/Yuan devaluation & capitulation in oil after Dec’15 and ‘Trumpism” after Dec’16). Thus, a “hawkish hike” by Fed today may not be good for EM & Indian market.

Again, considering only economics and recent US economic data, Fed is bound to hike today and also 2-3 times more in 2017 to take the Fed fund rate from present 0.75% to 1.50-1.75% by Dec’17; otherwise Fed may fall behind the inflation curve and the situation may be out of control later.

But in reality, Fed may not act as par pure text book economics and may be driven more by politics & reality of USD strength; otherwise Fed should have hiked multiple times in 2015-16 itself rather than a symbolic one 0.25% hike in a year.

As now, it seems that Yellen’s political boss Trump is himself against a stronger USD contrary to his earlier election rhetoric; Fed may not hike today and will only talk about rate hike probability for the next quarter (June’17) with a hawkish script. For this, Yellen may take the excuse of a tepid wage growth and uncertainty about “Trumponomics” (actual trajectory of fiscal/infra spending & tax cuts).

Ultimately, a stronger USD because of perception of Trump’s huge fiscal spending plan and monetary policy divergence between Fed & other G-10/20 central bankers may not be good for US economy and corporate profits itself and if Fed goes on for multiple rate hikes in 2017-18 (6-8 times), then it will make USD/US bond yields more strong and in that scenario, both US as well as global economy may suffer a jolt. But, again after so much hawkish scripts for the last few weeks, if Fed do not hike today, then there will be severe lack of credibility on the part of Fed and USD may be also doomed, creating a “risk off” trade around the global financial market.

US most probably will try to arrive at some co-ordination with other countries/economic block like Japan (BOJ) and EU (ECB) in the G-20 meet tomorrow, whereby BOJ/ECB may also respond appropriately to the Fed’s hawkish stance and turned themselves hawkish from the present dovish/accommodative/neutral stance. ECB is already talking about rate hike in 2017 before QE ends in Dec’17; BOJ may also leave the door open for some types of tapering and in that scenario, Fed should have no problem in multiple hikes; otherwise expect only 1-2 hikes in 2017 by Fed.

Today US reported:

Headline CPI for Fed (YOY): 2.7% (estimate of 2.7%; prior 2.5%)
Core CPI for Feb (YOY): 2.2% (estimate 2.2%; prior 2.3%)
Core retail sales for Feb (MOM): 0.2% (estimate 0.2%; prior 1.2%-Revised)

At 0.75% Fed rate, the real rate of interest (RRI) in USA may be negative at (-) 1.95% (0.75-2.7) contrary to the positive Indian RRI of (+) 2.6% (6.25-3.65).

At present, INR & USD bond yield (10Y) differential is around 4.286% (6.868-2.580); if Fed goes for multiple rate hikes in 2017, US 10YTSY bond yield may break 2.65% barrier easily and further rally towards 3-3.25% and in that scenario, to keep the USDINR bond yield differential at present level, RBI has to also hike in 2017 by at least 1-2 times; otherwise FPIS may exit Indian bond market, which is very important for the Govt to fund its fiscal deficit. India may be one the rarest safe country in the world now; having stable macro economy & political stability is offering so much high yields for its debts (bonds) and thus together with its high EQ market returns, it’s a favourite destination of FPIS.


Irrespective of any Fed hike or no hike today, it may be safe to assume that “easy money” policy by the major central bankers or four pillars of the global economy (Fed/BOJ/ECB/PBOC) may be very close to an end until the global economy faces another recession cycle as in 2008. We may see some types of tapering; multiple rate hikes and even balance sheet squeezing by these major central banks in order to prepare themselves for another probable cycle of global recession in future. EM as well as Indian market may also be affected more or less due to these central banks tightening either directly or indirectly.

Indian rupee got significant strength after NAMO’s emphatic win in UP election on the hopes of more reforms and political stability. Also, FPIS related demands for INR may be responsible for the recent strength and RBI has to intervene in the market by giving buying support for the USD.

Technically, USDINR-I (LTP: 65.81) has to sustain below 65.45 for further fall towards 65.10-64.75 & 64.55; otherwise it may bounce back towards 67 area again. Actual Fed action & subsequent commentary may be the trigger for tomorrow/next few days.

Apart from Fed, domestically all eyes may be on tomorrow’s GST meet to see its final shape & the probability of its actual implementation from July-Sep’17. Apart from GST/tax reform, Govt has to also deliver reforms in the land & labour, multi-brand retail, judiciary etc along with an effective resolution of huge banking NPL & tepid private investments. The list is long and the market expectations for some big bang reforms are skyrocketing after BJP’s massive win in UP as there are virtually no political oppositions now and almost 65% of Indian states are now under BJP, either directly or indirectly.                                               

                                                           SGX-NF


                                                                                                                              BNF



 USDINR

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