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

27/11/2000

290

75

128

15

21

4

527

924

44

311

109

8

28/11/2000

352

62

179

10

53

28

462

1,589

111

392

328

14

29/11/2000

390

82

158

10

78

34

693

1,392

137

316

204

4

30/11/2000

475

125

470

16

38

10

504

1,105

85

324

127

3

01/12/2000

258

58

15

20

12

13

408

752

33

392

118

3

SALES

27/11/2000

339

263

22

25

22

7

422

884

64

326

113

8

28/11/2000

267

393

38

15

54

30

489

1,512

91

416

324

12

29/11/2000

391

370

99

10

83

40

618

1,264

111

396

202

5

30/11/2000

736

242

144

11

35

282

502

1,262

87

380

131

5

01/12/2000

316

107

3

17

15

27

331

714

49

389

92

1