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The Indian rupee retreated from two-week highs on Wednesday after the dollar climbed against some majors, but firm domestic equities kept the undertone bullish. The partially convertible rupee ended at 46.11/12 per dollar after hitting 45.95 early, its highest since February 3, but still 0.2 percent stronger than 46.21/22 at close on Tuesday.
"The euro started coming off against the dollar in late trade which weighed on the rupee. There is strong technical resistance at 1.3800 for the euro," a senior trader with a private sector bank said.
The one-month onshore dollar premium in the Indian rupee forwards continued to trade at its lowest level in 16 months as traders exploited the difference between the onshore and offshore markets. One-month onshore dollar premium closed at about 6 points after having fallen to 5.25 points at close on Tuesday, its lowest since October 15, 2008. One-month offshore non-deliverable forward (NDF) contracts were at 46.10.
The spread between the one-year onshore and offshore rates has narrowed to 0.44 rupee from 0.67 on Tuesday, with the one-year NDF being quoted at 46.80 and onshore at 47.24. In the currency futures market, the most traded near-month dollar-rupee contracts on the National Stock Exchange and MCX-SX closed at 46.1225 and 46.1250 respectively, with the total traded volume on the two exchanges at about $4.8 billion.

Copyright Reuters, 2010

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