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

13/12/1999

425

90

20

8

25

23

649

367

74

431

66

21

14/12/1999

353

78

10

17

40

8

475

501

50

325

100

12

15/12/1999

285

42

16

18

15

12

467

372

46

296

108

13

16/12/1999

245

63

93

25

23

22

544

430

60

480

67

10

17/12/1999

261

81

20

16

37

30

555

633

77

423

70

23

SALES

13/12/1999

460

101

9

8

21

9

592

384

60

449

65

15

14/12/1999

301

106

13

22

46

8

450

445

88

323

104

12

15/12/1999

308

110

8

19

17

14

410

354

42

332

111

12

16/12/1999

320

90

5

27

23

25

524

410

61

555

74

10

17/12/1999

316

80

4

16

38

33

531

509

50

473

73

23