RUPEE VOLATILITY

RUPEE VOLATILITY

Earlier this week, rupee had touched a three and half year high, due to tension that prevailed between India and Pakistan.   However, the position eased due to a diluted position of the tension between the two countries.

  • The 3 months implied volatility Index fell to a level which was seen before 14th Feb 2019 attack in Pulwama, Kashmir killing over 43 Jawans.
  • This in turn had brought huge tension between the two countries.
  • The meter stood at 8.22% on Friday which had gone upto 8.96% on Tuesday and it was 8.48% on Thursday.
  • It is believed that traders would watch the progress made the United Nations Security Council (UNSC) on blacklisting Masood Azhar, the Chief of Pakistan based militant group Jaish-e-Mohammad which has claimed responsibility for the Pulwama attack.
  • Bankers believe that fundamentals will now take over the geopolitical concerns and investors are believed to be regaining their confidence on domestic assets.

Rupee Position:

  1. On Friday rupee closed at 70.19 against the US dollar which was a 0.22% fall.
  2. Rupee was the best performer of all currencies during last month which it had to compromise due to Pulwama attack.
  3. The political scene across the border saw the traders going for long on the dollars.
  4. Companies tried to cover their overseas liabilities expecting a sharp swing in the rupee value against the US dollar.
  5. It is to note further that during February 13 and 27 the local unit lost around 0.62% against the greenback but gained 0.72% for the full month.
  6. A possible intervention from the US has helped in bringing the truce in as of now and the US foresees a possible solution to the Kashmir issue.

Results:

  1. 26th Feb 2019 the daily volume in the exchanged-traded futures had shot upto $4.4 billion which was one of the highest in the last one year.
  2. The three-month volatility index hit a three-and-half-year high at 8.96% as the military development may show an uncertainty ahead of General Elections.
  3. The increase was by 172 points subsequent to Pulwama attack.

 

 

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