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The Indian rupee ended strong but off highs, on the back of robust dollar inflows, positive local shares and a weak dollar overseas. However, month-end dollar demand from state-run companies prevented a sharp rise in the Indian unit, dealers said. The partially convertible rupee ended at 45.225/235 per dollar, off the day's high of 45.15, but 0.5 percent stronger than Monday's close of 45.47/48. Global dollar weakness also helped the rupee rise.
The index of the dollar against six major currencies gave up some losses and was down 0.19 percent at 80.471 points at local market close time. The one-year forward dollar premium ended up at 241.50 basis points compared with Monday's 234 basis points as foreign investors were hedging their debt purchases by paying forward dollars. One-month offshore non-deliverable forward contracts closed at 45.44, weaker than the onshore spot rate.
In currency futures, the most traded near-month dollar-rupee contracts on the National Stock Exchange, MCX-SX and on United Stock exchange closed at 45.2950, 45.2950 and 45.2925, respectively, with the total traded volume on the three exchanges at a low $4.8 billion.

Copyright Reuters, 2010

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