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

18/06/2001

326

51

93

5

41

19

425

908

24

546

105

3

19/06/2001

310

55

14

6

13

14

466

996

64

414

197

12

20/06/2001

296

44

18

7

18

8

398

1,420

129

441

98

13

21/06/2001

243

56

16

9

23

22

561

1,056

55

448

133

8

22/06/2001

278

45

34

9

29

14

535

1,021

71

404

118

10

SALES

18/06/2001

357

141

21

5

45

16

407

804

40

526

107

3

19/06/2001

212

116

10

5

12

14

482

1,069

72

433

193

12

20/06/2001

218

113

12

7

20

7

475

1,438

102

446

99

12

21/06/2001

233

111

4

7

20

17

553

1,004

59

442

127

17

22/06/2001

275

64

19

7

23

15

517

1,010

65

419

105

11