The weakness in most Asian currencies also weighed on the rupee, with the Indonesian rupiah down 0.4 per cent and leading losses
Photo: Reuters file
The Indian rupee weakened on Wednesday, pressured by strong demand for the U.S. dollar from public sector banks, mostly related to the monthly expiry of currency futures, alongside importers' dollar bids for month-end payments, traders said.
The rupee was at 84.4425 against the U.S. dollar (23 UAE dirham) as of 10am IST, down 0.1 per cent from its close of 84.3275 (22.97 UAE dirham) in the previous session.
The weakness in most Asian currencies also weighed on the rupee, with the Indonesian rupiah down 0.4 per cent and leading losses.
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Public sector banks were spotted bidding for dollars, with the demand most likely related to the expiry of the November month-end futures contract, a senior trader at a bank said.
Traders typically execute spot-future arbitrage trades to benefit from the small gap in the two rates when the Reserve Bank of India (RBI) intervenes in the futures market.
The daily fix was also quoting at a slight premium, signalling elevated demand to buy dollars at the daily reference rate — used for settlement of cash-settled derivatives on the rupee — published by the RBI in the afternoon.
The pressure from dollar bids related to the futures expiry is expected to persist until at least a little after noon local time, a second trader at a bank said.
Meanwhile, the dollar-rupee overnight swap rate rose, signalling likely dollar inflows.
Traders reckoned that the inflows could be related to Indian sovereign bonds in the JP Morgan emerging market bond index, where their weightage is expected to rise to 6 per cent this month.
Meanwhile, the dollar index was little changed at 106.8 after the minutes of the Federal Reserve meeting showed policymakers were divided about how much further they may need to cut interest rates.
Investors now await U.S. PCE inflation and jobless claims data due later in the day.
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