All Figures are in USD Millions

Merchant

Inter

Bank

FCY/INR

FCY/FCY

FCY/INR

FCY/FCY

Position

Spot

Forward

Forward

Spot

Forward

Forward

Spot

Swap

Forward

Spot

Swap

Forward

Date

Cancel-
ation

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ation

PURCHASES

09/07/2001

250

43

48

7

23

7

460

748

17

272

97

1

10/07/2001

301

49

8

13

17

12

531

1,170

49

425

112

6

11/07/2001

273

47

37

12

17

8

409

1,095

60

443

62

4

12/07/2001

285

45

7

21

11

10

718

1,679

69

348

109

5

13/07/2001

259

44

71

22

23

11

405

1,290

47

442

112

2

SALES

09/07/2001

335

63

15

7

21

18

414

946

19

262

99

1

10/07/2001

300

115

5

13

18

13

477

1,163

27

425

108

6

11/07/2001

370

75

10

12

20

7

371

1,196

48

443

58

4

12/07/2001

326

119

4

20

20

10

625

1,784

44

377

112

2

13/07/2001

391

110

20

21

17

11

342

1,393

58

453

107

2