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

31/01/2000

412

81

96

32

44

54

745

825

73

536

203

20

01/02/2000

272

109

138

34

37

17

589

865

77

480

101

26

02/02/2000

289

65

20

38

48

32

460

764

67

462

121

28

03/02/2000

244

145

47

25

57

38

429

1117

153

580

133

17

04/02/2000

285

93

17

18

64

36

395

814

68

731

142

18

SALES

31/01/2000

387

275

62

29

62

53

746

854

93

552

192

19

01/02/2000

308

151

33

31

42

20

570

956

80

495

66

26

02/02/2000

221

144

27

40

48

32

457

761

93

483

131

30

03/02/2000

236

176

24

30

55

36

396

1045

147

591

137

17

04/02/2000

248

162

17

21

65

39

351

731

54

808

157

18