India rupee forward premiums signal bets of impending RBI FX swap, bankers say

Source: Reuters (via feed)




Indian rupee forward premiums dropped further on Friday. This movement followed a sizeable intervention in the currency market. Seven bankers said the decline in forward premiums reflected bets that the Reserve Bank of India may conduct a foreign exchange swap.

The drop in forward premiums was noted after the currency market intervention. The bankers mentioned that the market is factoring in a possible RBI swap. No additional details about timing or size of the swap have been provided.

BizTrendWire Insight:

Forward premiums in currency markets can reflect expectations reported by market participants. Such movements may coincide with recent central bank interventions.


Read full story on Reuters

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