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Rupee Weakens to Two-Year Low as Global Funds Cut India Holdings

  • Local bonds and stocks have witnessed outflows in November
  • Month-end demand for dollars also weighing on rupee: RBL Bank

India’s rupee dropped to the weakest level in more than two years as outflows from local bonds and equities deepened amid speculation the Federal Reserve will raise interest rates next month.

Foreign holdings of rupee-denominated debt have fallen 38.5 billion rupees ($577 million) in November, the most since May, data from the National Securities Depository Ltd. show. Stocks have witnessed withdrawals of $793.4 million. Futures contracts indicate there is a 74 percent chance the U.S. central bank will act at its Dec. 15-16 meeting, a move that will reduce the allure of emerging-market assets.

“Both stocks and bonds are witnessing continuous outflows as we move closer to the Fed meeting,” said Rohan Lasrado, the head of foreign-exchange trading at RBL Bank Ltd. in Mumbai. “In addition, the dollar is being helped by month-end demand from oil companies and state-run banks.”

The rupee weakened 0.3 percent to 66.76 a dollar in Mumbai, taking its decline this week to 0.8 percent, according to prices from local banks compiled by Bloomberg show. It dropped to 66.8850 in intraday trading, the lowest level since September 2013. The currency has fallen 2.2 percent this month in Asia’s worst performance.

Indian sovereign bonds posted a second straight week of losses, with the 10-year yield rising seven basis points from Nov. 20, according to prices from the central bank’s trading system. It rose five basis point on Friday to 7.77 percent, the highest close since mid-September.

India’s government sold 150 billion rupees of bonds at an auction on Friday, according to a central bank statement.

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