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

14/06/1999

191

56

28

24

28

47

449

491

73

355

237

43

15/06/1999

249

69

75

14

27

25

708

742

155

292

179

22

16/06/1999

180

66

38

28

24

17

685

790

122

302

183

37

17/06/1999

187

37

72

32

31

16

598

728

64

413

149

31

18/06/1999

176

45

17

30

28

26

368

404

68

300

149

28

SALES

14/06/1999

239

114

25

6

28

41

420

463

42

400

231

42

15/06/1999

273

149

56

10

27

30

691

661

106

307

246

22

16/06/1999

238

166

33

19

26

22

569

832

118

321

218

38

17/06/1999

262

113

14

28

30

15

566

720

75

452

131

31

18/06/1999

159

65

12

4

30

26

412

371

54

338

166

28