Wednesday, 2 August 2017

Nifty Sinks By 57 Points On An Apparent Hawkish Cut By RBI & Dragged By Banks On Concern Of Greater Transmissions/Lower NIM



Market Wrap: 02/08/2017 (17:00)

NSE-NF (Aug): 10081 (-57; -0.57%) (TTM PE: 25.52; Abv 2 SD of 25; Avg PE: 20; TTM EPS: 395; NS: 10081)

NSE-BNF (Aug): 25041 (-153; -0.81%) (TTM PE: 31.52; Abv 3 SD of 30; Avg PE: 20 TTM EPS: 795; BNS: 25055)

For 03/08/2017: 

Key support for NF: 10065-9990

Key resistance for NF: 10155-10205

Key support for BNF: 24940-24740

Key resistance for BNF: 25275-25485


Hints for positional trading:

Time & Price action suggests that, NF has to sustain over 10205 area for further rally towards 10275-10325 & 10380-10455 in the short term (under bullish case scenario).

On the flip side, sustaining below 10185-10155 area, NF may fall towards 10065-10015/9990 & 9925-9855 area in the short term (under bear case scenario).

Similarly, BNF has to sustain over 25275 area for further rally towards 25485 -25695 & 25865-26030 area in the near term (under bullish case scenario).

On the flip side, sustaining below 25225-25150 area, BNF may fall towards 24990/940-24740 & 24625-24350 area in the near term (under bear case scenario).

Nifty Fut (Aug) today closed around 10081, slumped by almost 57 points (-0.57%) after making an opening minutes high of 10149 and closing seconds low of 10081 after RBI cuts by 0.25% as highly expected, but apparently with a hawkish stance; market was expecting a dovish RBI on account of lower inflation & subdued growth.

In brief, it seems that RBI is still hawkish on inflation, expecting the headline CPI to be around 4% by FY-18, but optimistic of growth (GVA) above 7% (FY-18 estimate at 7.3%); moreover, RBI sees the present trend of abnormally low inflation as transitory on various global & local factors and also gave greater thrust on more transmission of rate cuts by the banks & maintains its present neutral monetary policy in order to keep its credibility.

Looking ahead, RBI will also monitor closely the trajectory of CPI & also core inflation along with other incoming economic data (GDP/PMI) to ascertain that the lower CPI is indeed transient or durable and may act accordingly.

RBI also called for an urgent need to reinvigorate private investments as due to increasing trend of farm loan waivers by various states and PSBS recapitalization issues, India’s combined fiscal deficit may come under severe stress, affecting the ongoing Govt capex, which may be the sole driver of the economy in recent times.

Incidentally, yesterday’s figure shows that Central Govt fiscal deficit for Q1FY18 has already crossed 80% of the FY-18 budget estimate.

As par RBI, it cuts this time despite on neutral mode theoretically on account of normal monsoon, lower inflation and smooth implementation of GST. But it also raised concern on recent abnormal surge in certain food items like tomato, onion & milk due to adverse effect of flood in different parts of the country and also called for removing the legacy issues of infrastructure bottlenecks in India.

Thus, overall Patel/MPC being an inflation hawk, it seems that RBI will wait for actual inflation & GDP data in the coming quarters and if both go higher, RBI will not cut further; thus this may be a one off hawkish cut by RBI till at least Dec’17; if an economy is expected to grow above 7% in the coming quarters, a central bank need not jump in to cut further; otherwise it may turned into a too hot economy.

As market has little time to digest the full implications of RBI policy today, tomorrow’s price action may guide us further as market is supreme to interpret today’s RBI policy.

Today Nifty was supported by RIL, NTPC, Ambuja Cement, ACC, Lupin (new US FDA approval) & Adani Ports; while it was dragged by banks on rate cut transmission issues/lower NIM , capital goods (tepid Mfg PMI), IT & Pharma counters as INR got stronger after 2015.

Today RBI’s statement & presser summary:
·         RBI cuts repo rate by 0.25% to 6.0%
·         Policy repo rate under liquidity adjustment facility (LAF) reduced by 25 basis points from 6.25 % to 6.0 % with immediate effect
·         Reverse repo rate under LAF stands adjusted to 5.75 %, and the marginal standing facility (MSF) rate and Bank Rate to 6.25 %
·         RBI Maintains FY18 GVA Forecast At 7.3%, Also Maintains Neutral Policy Stance With Focus On 4% CPI
·         MPC will continue monitoring movements in inflation to ascertain if recent soft readings are transient or if a more durable disinflation is underway
·         4 out of 6 MPC voted in favour of 25bps cut; 1 for hold; 1 for 50bps cut
·         MPC remains focused on keeping headline inflation close to 4% on a durable basis
·         There is an urgent need to reinvigorate Pvt investment; provide a major thrust to PMAY for housing needs of all
·         MPC decided to keep policy stance neutral and to watch incoming data
·         Some Upside Risks To CPI Reduced/Not Materialized. CPI May Rise 100 bps In 18-24 Mths
·         Implementation of farm loan waivers by States may result in possible fiscal slippages and undermine quality of public spending
·         Several factors contributing to uncertainty around this baseline inflation trajectory
·         Govt. and the RBI are working in close coordination to resolve large stressed corporate borrowers & recapitalize PSBs
·         Excluding food and fuel, CPI inflation moderated for 3rd month in succession in June, falling to 4% as price momentum moderated
·         Weakness in the capex cycle was also evident in the number of new investment announcements falling to a 12-year low in Q1
·         On the positive side, natural gas recorded an uptick in production after a prolonged decline and steel output remained strong
·         Administered prices of LPG and kerosene are set to rise with the calibrated reduction in subsidy
·         Visible signs of the usual seasonal price spikes, even if with a delay and especially of tomatoes, onions and milk
·         Imports of coal, electronic goods, pearls and precious stones, vegetable oils and machinery also accelerated
·         Net foreign direct investment doubled in April-May 2017 over its level a year ago, flowing mainly into manufacturing
·         Import growth remained in double digits, due to a surge in oil imports & stockpiling of gold imports ahead of GST implementation
·         In June, retail inflation measured by y-on-y changes in the CPI plunged to its lowest reading in the series based to 2011-12
·         We have taken a calibrated policy decision: RBI Governor
·         Data flow is continuous, we did have the GDP numbers and had two more data points related to inflation itself: RBI Governor
·         Fuel inflation declined for the second month in succession as international prices of liquefied petroleum gas (LPG) fell
·         With GST, normal monsoon, we thought it is a good time to go in for a 25 bps cut: Governor
·         Prices of food & beverages, which went into deflation in May 2017 for the first time in the new CPI series, sank further in June
·         On domestic front, a normal monsoon for 2nd consecutive year has brightened the prospects of agricultural & allied activities
·         International financial markets have been resilient to political uncertainties and volatility has declined
·          MPC noted underlying growth in industry & services is weakening slightly-RBI Gov
·         Govt working in close co-ordination to recapitalize PSU banks within fiscal deficit target-RBI Gov
·          To use tools mentioned in April policy in liquidity management-RBI Dy Gov
·         Working on next steps for resolution of stressed loans-RBI
·         Marginal cost loan rate experience not satisfactory; Task force to review current state of credit data-RBI Dy Gov
·         Addressing twin balance-sheet issue as top priority. Will release final guidelines for tri-party repo in coming weeks-RBI Dy Gov
·         See scope for banks to reduce lending rates segments which have not benefited; Fall in core inflation has been 'substantial'-RBI Gov
·         Retained 'Neutral' stance as inflation likely to rise for rest of the year-RBI Gov
·         Inflation expected to rise from current lows going ahead. Farm loan waiver, GST, pay hikes are risks to inflation-RBI Gov
·         Excluding HRA impact, headline CPI may be slightly about 4%. Core inflation has fallen significantly over past 3 months-RBI Gov
·         Will be exploring various options in the near future to make the base rate more responsive to changes in cost of funds of banks
·         Conclusive segregation of transitory and structural factors driving the disinflation is still elusive
·         Working on second list of cos to be sent to nclt for insolvency-rbi gov
·         MPC remains focused on its commitment to keeping headline inflation close to 4% on a durable basis.
·         The trajectory of inflation in the baseline projection is expected to rise from current lows
·         Kharif sowing progressed at a pace higher than last year, with full-season sowing nearly complete for sugarcane, jute & soybean
·         Rate transmission not guaranteed; MPC resolution explains why we went for a rate cut today; 'Stance is exactly where it should be'
·         Will continue to monitor currency in circulation closely-RBI Dy Gov
·         Given current liquidity conditions & monetary easing, there is scope for banks to cut lending rates-RBI Gov
·         Transmission has been much stronger in new lending (PL/HBL)-RBI Gov
·         Normal monsoon, smooth GST rollout and the falls in inflation gave us confidence to cut rates-RBI Gov
·         Intend not to destabilize, shock markets on OMO sales-RBI Dy Gov
·         Not changing the policy stance was the right call-RBI Gov
·         Indebtedness of banks and large firms may dampen investment
·         Study group set up to look into the MCLR mechanism-RBI Dy Gov
·         Headline inflation will be slightly above 4% by end-2018-RBI Gov

At the end of the day, Indian bond market may be one of the vital indicator of today’s RBI policy; the 10YGESC bond yield did not tumble at all an d closed slightly up at 6.447% (+0.06%), despite slump in USDINR. Thus bond market may be expecting no further rate cuts in the foreseeable future.

Asian market update

FX UPDATE:



 SGX-NF


 BNF

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