The leu opened at 4.539 to the euro, from 4.543/4.5445 to the euro at Tuesday closing.
It continued to strengthen after the first trades, and was listed at 4.534/4.535 per euro at around 10:30 local time (GMT0830).
Some dealers said the leu’s rise and the higher volumes might be due to euro sales made by the central bank.
Romania’s central bank set Tuesday the leu’s official exchange rate at 4.5388 per euro, weaker than 4.5339 per euro in the previous session.
On the money market Wednesday morning, overnight rates were at 5.25%-5.5% a year.