All Figures Are in USD Millions

PURCHASES

MERCHANT

INTER BANK

Position

FCY/INR

FCY/FCY

FCY/INR

FCY/FCY

Date

SPOT

FORWARD

FORWARD

SPOT

FORWARD

FORWARD

SPOT

SWAP

FORWARD

SPOT

SWAP

FORWARD

CANCELLATION

CANCELLATION

14/02/2000

498

85

29

18

45

17

779

1092

109

553

189

28

15/02/2000

271

90

31

22

24

22

525

1259

111

373

131

16

16/02/2000

321

135

38

33

34

25

740

1267

121

416

95

7

17/02/2000

247

77

28

70

31

22

548

1009

206

493

147

103

18/02/2000

196

80

10

42

52

31

320

691

54

316

84

25

SALES

14/02/2000

437

287

12

17

47

19

723

1093

81

588

204

28

15/02/2000

271

130

14

23

22

21

489

1329

136

421

147

12

16/02/2000

257

442

18

33

42

17

854

1184

144

444

126

7

17/02/2000

252

74

20

72

31

30

539

958

178

494

174

103

18/02/2000

174

64

6

42

52

31

420

596

55

333

86

25