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

19/07/1999

264

128

17

22

28

18

434

683

68

323

173

53

20/07/1999

262

113

22

46

104

49

448

583

71

654

265

65

21/07/1999

223

82

25

48

55

36

486

1022

35

496

143

28

22/07/1999

252

99

67

16

51

31

469

848

56

648

172

13

23/07/1999

231

78

29

14

40

33

425

871

87

455

188

19

SALES

19/07/1999

274

158

30

43

35

13

411

698

68

332

160

53

20/07/1999

277

152

27

36

108

56

474

562

65

617

286

65

21/07/1999

230

79

13

37

53

31

460

605

43

515

146

28

22/07/1999

268

153

4

16

55

37

463

795

72

584

266

13

23/07/1999

252

102

21

14

46

38

437

891

107

470

196

19