Tuesday, June 15, 2010

Forex kitty shrinks by $1.4 bn on global currency volatility

The volatility in the global currency markets on account of the sharp dip in the euro vis-à-vis the dollar has led to the value of India’s foreign exchange reserves eroding by $1.4 billion last week. In addition, foreign portfolio investors also pulled out dollars from the local markets.

The country’s forex reserves dipped $ 1.4 billion in the week ended May 28, largely due to revaluation of non-dollar assets and some sell-off by foreign investors. The reserves are at almost $272 billion. Foreign currency assets comprising dollars, British pounds and euro, among others, dipped $1.374 billion during the week.

The special drawing rights, or SDRs — the reserve currency with the International Monetary Fund — and the reserve capital with IMF fell $16 million and $ 4 million, respectively.

The concerns relating to sovereign debt, which were confined initially to Greece, is slowly spreading to the entire euro area. The value of euro vis-à-vis the dollar has dipped to multi-year lows, resulting in a sharp revaluation of foreign exchange reserves, said a treasury official at a public sector bank.

In the banking sector, banks still have a high exposure to mutual funds in the absence of lending opportunities during this time of the year. They parked an additional Rs 57,755 crore on an incremental basis so far (May 21) this year to take their total mutual fund (MF) exposure to Rs 1,10,175 crore.

The total stock of money comprising cash, currencies and deposits rose Rs 8,808 crore during the fortnight ended May 21 to touch Rs 56,72,224 crore as on May 21. At current levels, the annual YoY growth works out to 14.7 % against 20.9% in the year-ago period.

The government’s borrowing for the week from RBI dipped by Rs 14,124 crore during the week because of improved revenue position. Its total borrowing to meet its daily revenue mismatches amounted to Rs 7,531 crore while state governments repaid Rs 258 crore. These short-term borrowings are known as Ways and Means Advances, or WMA — a facility under which governments borrow from the central bank to meet their daily revenue mismatches. While borrowings within the limit is at the prevailing repo rate, anything above the limit is at 2 percentage points higher than the repo rate. It is common for governments to resort to such borrowings at the beginning of a fiscal until revenue flows gain momentum.

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