Monday, 10 July 2017

Nifty Surged By Almost 1.11% To Close At New Record High Amid Panic Unhedged Short Covering By P-Notes FNO Holders After SEBI Induced Restrictions Marked By NSE Tech Disruptions



Market Wrap: 10/07/2017 (17:00)

NSE-NF (July): 9774 (+107; +1.11%) (TTM PE: 24.74; Near 2 SD of 25; Avg PE: 18; TTM EPS: 395; NS: 9771)

NSE-BNF (July): 23658 (+199; +0.85%) (TTM PE: 29.78; Near 3 SD of 30; Avg PE: 20 TTM EPS: 795; BNS: 23675)

For 11/07/2017:

Key support for NF: 9755-9715

Key resistance for NF: 9835-9875

Key support for BNF: 23800-23900

Key resistance for BNF: 23600-23400


Time & Price action suggests that, NF has to sustain over 9835 area for further rally towards 9875-9915 & 9975-10050 in the short term (under bullish case scenario).

On the flip side, sustaining below 9815/9800-9755 area, NF may fall towards 9715-9665 & 9600-9560 area in the short term (under bear case scenario).

Similarly, BNF has to sustain over 23800 area for further rally towards 23900-24000 & 24115-24250 area in the near term (under bullish case scenario).

On the flip side, sustaining below 23750 area, BNF may fall towards 23600-23400 & 23300-23000 area in the near term (under bear case scenario).

Nifty Fut (July) today closed around 9774, galloped by almost 107 points after making an opening session low of 9688 and day high of 9793 in a shortened trading hours marked by chaos of NSE tech disruptions and panic short covering by unhedged P-Notes holders in derivatives after SEBI led restrictions circular on late Friday after market hours in an effort to cut round tipping of black money into the Indian stock market and to improve transparency to for the FII(s) to participate directly.

Indian market (Nifty-50) was also opened in spirited mood after early morning dips in SGX-Nifty tracking Friday’s after market development of SEBI restrictions on P-Notes derivatives (FNO); SGX-NF made a opening minutes low of 8619 and then tracking positive global/Asian cues & hopes of FNO short positions unwinding by P-Notes holders, has opened around 9700, almost 32 points up. But soon after that due to severe technical glitches, NSE was closed from 09:55 IST to 12:30 IST; i.e. almost 2.35 hours.

An upbeat PPI from China @5.5% in June may be supportive for the inflation/reflation savvy DM economy (EU/US) as China is still the manufacturing power house of the world. Overnight US market (DJ-30) also closed higher (+0.44%) on Friday weekend amid mixed/upbeat US NFP job data.

As P-Notes now don’t have significant volume now, there may not be any significant volatility; the market buzz of P-Notes backed FNO Short Positions of Rs.40k cr (?) may not be true; thus Nifty has some decent rally today on the back of unhedged short FNO positions by the P-Notes holders; thus Pharma, PSBS, IT, Telecom, reality may have seen some short covering amid P-Note FNO SQ UP, in which FII(s)/P-Notes holders have unhedged (?) short positions.

Looking ahead, Indian market may focus on Q1FY18 earnings to be kick started from tomorrow with result of Indusind Bank, ongoing implementation of GST and progress of monsoon.

Talking about GST implementation, channel check at ground level may suggest that almost 80% of the small & medium retail traders & dealers are not yet registered themselves with GSTN and are still trading in old stocks at old tax rates, especially in Pharma, FMCG & Cigarettes and not receiving any fresh stocks for the last few weeks. Thus, this sector may be vulnerable to serious GST disruptions and public chaos in the days ahead along with logistics for lack of clarity on the e-way bills and various taxes still being imposed by some state Govts.

Technically, Nifty Fut (July), now need to stay over 9835-9875 for next leg of rally towards 10k milestone; otherwise may come down. P-Notes holders may also liquidate their long positions in the spot segment after this FNO restriction by SEBI amid concern of stretched valuations as TTM PE of Nifty has reached almost the bubble level of 25.

Today Nifty only 7 stocks in Nifty pack of 51 scrips were in red, indicating one side rally on pure short covering. Nifty was supported by TCS, Wipro, Bharti Airtel, BOB and dragged by M&M, ITC, HUL, ZEEL. Similarly, almost 90% of the FNO scrips were in green today except some stocks, which have specific negative news.

Asia-Pacific market update:

Elsewhere, Australia (ASX-200) closed higher around 5723 (+0.30%) tracking upbeat PPI data from China & helped by banks; Looking at the chart, ASX-200 may be now getting strong support of 5600 area.

China market (SSE) was almost flat today after early loss amid mixed/inline CPI & PPI data & ongoing deleveraging effort by PBOC. Also concern for fund outflow for a series of mega IPO (nine) approved by the regulator on the weekend may have affected the China sentiment today.

PBOC today fixed Yuan slightly higher and drained out another 30 bln Yuan from the China money market; so far around 780 bln Yuan may have drained out by PBOC in its effort to stabilize the Chinese economy along with reasonable growth without excessive leveraging, supported by ongoing Govt capex/fiscal/infra spending (not too much hot or cold economy).
Today China reported its CPI at 1.5% for June against both estimate & prior figure of 1.5% on YOY basis; on MOM basis, CPI came a bit lower at -0.2% against estimate of -0.1% (prior: -0.1%). Chinese PPI for June came as 5.5% against estimate of 5.5% (prior: 5.5%).; tepid pricing pressure on Chinese economy may be a result of ongoing deleveraging.

Japan (Nikkei-225) has closed 0.76% higher around 20081 on weakness of Yen followed by combination of upbeat US NFP report and dovish BOJ, desperate to keep the JGB yields near zero.; Nikkei-225 is getting technical support of 19800 zone as of now. Hong-Kong (HSI/HKG-33) also closedd higher around 25520 (0.70%) and getting support from 25100 area.

Lower oil after Friday report of increasing US oil drilling activities and doubt about any further OPEC-NOPEC production cut may be also affecting the energy related shares sentiment today. On the weekend, G-20 meeting outcome was basically a non-event for the market except some rare public admissions of disagreement over climate & trade protection issues with US.

European market update:

Elsewhere, European stocks are trading higher tracking positive global cues and upbeat economic data including US NFP, China PPI & German trade data and helped by IT, real estate & consumption stocks.

FTSE is almost flat with a negative stance (-0.03%) due to ongoing UK political jitters & Brexit uncertainty despite GBP weakened more today; but DAX is up by 0.33% after upbeat German trade data and CAC & MIB are also trading higher.

Overall, although global market may be buoyed today on the back of upbeat China PPI data at 5.5% in June; it’s well off the 7.8% reading in March’17. Some analysts feel that 7.8% PPI may be the peak for China for the time being and looking ahead, Dec’17 PPI may come as 5.3% and by Dec’18, the same may be around 2% on the back of ongoing deleveraging effort by PBOC.

The perception is that China may transmit its manufactured higher inflation (PPI) to the rest of the world (EU/US), which is starving of the same and thus the global economy may be also stimulated. But, China’s pricing power may be fading on the back of subdued activities in the real estate sectors and decline in raw material cost; recent PPI support may be coming from higher commodity prices as companies restocked their inventories (i.e. transitory effect) and deflation may again come back.

It seems that despite repeated Fed warnings about stretched valuations, global/US stocks are hovering around their life time high as investors may be continuing its faith on the reflation trade on the hopes for an earning expansion & recovery in global growth. But that optimism may end soon, if Fed goes on a QT path followed by ECB; incidentally, BOC may be the 1st major G-10 Central Bank apart from Fed, which is most probably going to hike on day after tomorrow.

European market is also trading almost flat tracking mixed global cues ahead of Yellen’s testimony on 13th July for some indication about ongoing global chorus of QT; if Fed starts its B/S tapering from Sep’17 onwards and ECB/BOJ also forced to follow Fed, then expect some risk-off global sentiment and EM market sentiment including India may be hurt seriously.

US session updatte: USDCAD

USDCAD is now trading around 1.2905, almost up by 0.35% today after upbeat US economic data. This follows after almost 7% fall from around 1.38 since early May high on the back of surprising BOC hawkishness calling for a gradual hike, terming that Canadian economy need not require the economic stimulus any more. CAD was also the best performing currency last week.

Market is pricing now almost 93% probability of a 0.25% BOC rate hike to 0.75% day after tomorrow amid hawkish tunes from BOC and recent spate of upbeat CA economic data including solid job growth along with improved consumer spending. Friday’s CA employment report for June was also blockbuster adding almost 45.3k jobs against estimate of 10k (prior: 54.5k) with unemployment rate has fallen to 6.5% against estimate & prior figure of 6.6% and higher participation rate of 65.9% (prior: 65.8%).

Although most of the jobs were part time, the uptick in the participation rate and the fact that Canada did not lose full time jobs (after adding a huge 77K in May), reflects labor market strength; overall last two month’s average job addition is around 49.9k. GDP growth and building permits are up and the manufacturing index rebounded sharply in June after pulling back in May. Moreover, CA IVEY PMI for June flashed as 61.6 against estimate of 57.7 (prior: 53.8).

Thus, in brief Canadian economy may be firing all the cylinders (as being viewed by its FM today); but housing, lower inflation & also lower oil may be some of the prime concerns for the CA economy (headline CPI: 1.3%; core CPI: 0.9%); recent strength in CAD may be also responsible for soft Canadian inflation and thus some analysts are also thinking that BOC may hold this week with a strong hawkish bias for hike in Oct’17.

As par pure economics & neutral rate and overall upbeat CA economic data, there is high probability that BOC may hike this week and that may be the 1st hike by a major G-10 central bank after Fed. The hike may be also viewed as a confirmation of QT by Fed from Sep’17 and subsequent QT scripts by ECB and also BOJ just to keep the present ideal rate parity with USD. So, the process of QT may be viewed as a coordinated move by all the major G-10 central banks as no major central bank will act alone to avoid disorderly market movement.
Another probability may be also that BOC will wait for Fed’s actual action in Sep’17 and hike or hold accordingly; but in that scenario, it may find itself well behind the curve, should Yellen sounds extremely hawkish on 13th June testimony.

Technically, for USDCAD, 1.2855-1.2825 may be a major support zone and sustain below that 1.2768-1.26005 & 1.25965 may not be ruled out in the days ahead. For any rebound, it needs to stay above 1.29665-1.30715 area.

BOC may hike this week despite tepid CA inflation as most of the global major central banks are viewing this as transitory which may be an indirect admission that QE or loose monetary policy is not working any more.



SGX-NF


BNF


USDCAD



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