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

07/02/2000

340

86

13

23

23

17

497

804

87

520

131

20

08/02/2000

265

53

19

41

50

22

348

822

65

672

161

34

09/02/2000

276

66

10

42

37

26

465

723

75

561

132

31

10/02/2000

307

76

6

32

46

29

601

882

54

441

169

34

11/02/2000

262

70

13

12

47

23

477

896

56

427

143

28

SALES

07/02/2000

323

90

10

23

23

18

432

823

88

542

146

20

08/02/2000

228

127

13

40

49

24

409

789

44

723

203

27

09/02/2000

266

126

3

43

38

23

479

755

75

611

142

28

10/02/2000

239

83

3

32

49

22

520

882

59

482

235

39

11/02/2000

278

103

5

12

53

25

397

871

53

491

164

27