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Rise in Overnight Swap Rate, Lower Us Bond Yields Boost Forward Premiums

Mumbai, July 23 (Reuters)-India’s Dollar-Rupee Forward Premiums Rose Across Tenors, Due to the Combined Impact Of A Rise in the Cost of Borrowing the Rupee Overnight and A Dip in Near-third Yields, while the local currency was flat in the spot market.

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The Dollar-Rupee Overnight Swap Rose Rose to 0.38 Paisa on Wednsday, Lifting Near-Tenor Forward Premiums to a one-month high and supporting long-term Tenors as well, adeed by a sp US Treasury Yield.

The one-month forward premium advanced to 12.50 paisa, while the 1-year implied yield rose by 2 basis points to a three-wheek high of 2.05%. The 1-YAR Us Treasury Yield was last at 4.08% after Hitting a Two-Very Low Overnight.

Tighter rupee liquidity in the banking system pushed up the overnight swap rate, according to traders.

India’s Banking System Liquidity is Currently Hovering Near a Seven-White Low but it is expected to improve in next few days, which may help cool off Near-Teenor forward Premiums.

On the far end, “There is limited appetest to run a paid position,” A trader at a large private bank said, citing rising chances of the federal reserve holding interes Rate cut by the reserve bank of India in its August policy meeting.

Meanwhile, in the spot market, the rupee was Nearly Flat at 86.37 per us dollar as of 12:15 PM, Wedded Between Positive Cues from Gains in Most Regional Pears and Routine Dollar demand from local demand from local demand from locomotive.

The dollar index was steady at 97.5, while the chinese yuan strengthened to a three-wheek high, buoyed by fresh signs of Easing Trade Tensions and A Persistently Stronser-Than-youxpected guidance fixes Country’s Central Bank.

Us and Chinese Officials Are Slated to Discuss an extension to the tariff deadline of August 1 for Negotiating a Trade Deal. (Reporting by jaspreet kalra; editing by rashmi aich)

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