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

07/06/1999

215

73

18

54

19

36

440

476

57

357

189

35

08/06/1999

165

43

24

60

32

16

398

440

69

399

140

29

09/06/1999

178

35

18

51

37

37

439

538

65

388

224

48

10/06/1999

172

80

32

10

41

38

828

725

59

667

203

29

11/06/1999

175

58

57

21

21

15

525

659

58

575

210

26

SALES

07/06/1999

241

63

7

19

20

31

452

494

61

338

174

22

08/06/1999

195

47

17

13

26

18

440

421

74

389

132

25

09/06/1999

192

61

14

5

39

42

469

520

62

402

221

45

10/06/1999

261

179

13

7

41

38

655

666

57

681

219

30

11/06/1999

238

65

15

9

22

18

516

533

52

583

227

26