All Figures are in USD Millions

Merchant

Inter

Bank

FCY/INR

FCY/FCY

FCY/INR

FCY/FCY

Position

Spot

Forward

Forward

Spot

Forward

Forward

Spot

Swap

Forward

Spot

Swap

Forward

Date

Cancel-
ation

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ation

PURCHASES

11/06/2001

300

108

7

13

15

8

575

1,251

139

512

143

13

12/06/2001

335

66

3

7

19

13

557

821

52

580

80

3

13/06/2001

288

76

8

2

10

8

569

1,171

71

802

106

5

14/06/2001

287

89

26

3

15

6

455

1,257

49

481

92

5

15/06/2001

299

73

38

9

26

11

488

1,516

35

469

158

3

SALES

11/06/2001

278

125

26

12

17

49

583

1,226

85

579

144

13

12/06/2001

288

148

8

7

18

19

484

877

38

602

80

4

13/06/2001

342

123

7

1

10

9

560

1,207

42

837

119

5

14/06/2001

275

188

7

3

11

6

412

1,321

38

485

92

4

15/06/2001

340

100

33

9

20

14

500

1,514

28

476

147

3