All figures are in USD Millions

MERCHANT

INTER BANK

FCY/INR

FCY/FCY

FCY/INR

FCY/FCY

POSITION DATE

SPOT

FORWARD

FORWARD CANCELLATION

SPOT

FORWARD

FORWARD CANCELLATION

SPOT

SWAP

FORWARD

SPOT

SWAP

FORWARD

PURCHASES

20/11/2000

262

56

35

7

42

7

489

1,105

140

184

168

6

21/11/2000

305

44

54

8

15

4

378

1,936

138

307

117

36

22/11/2000

290

44

34

6

40

23

594

915

52

328

109

18

23/11/2000

224

115

67

11

35

9

323

337

33

230

44

2

24/11/2000

188

50

36

5

34

7

618

1,010

77

306

143

10

SALES

20/11/2000

268

103

2

5

34

7

497

990

121

202

166

6

21/11/2000

237

149

5

6

14

2

404

1,751

109

319

112

35

22/11/2000

334

178

16

6

41

16

530

744

46

343

112

25

23/11/2000

169

160

5

10

33

9

278

343

40

233

53

2

24/11/2000

269

108

10

4

34

7

536

807

87

321

147

10