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

14/09/1999

268

34

9

10

55

43

340

446

36

415

184

44

15/09/1999

145

57

45

10

36

24

259

443

87

383

148

8

16/09/1999

182

36

15

4

45

47

432

558

140

457

150

53

17/09/1999

183

46

6

44

27

20

407

460

101

476

111

14

SALES

14/09/1999

283

45

16

12

66

42

331

465

28

474

210

36

15/09/1999

250

75

4

8

31

22

294

392

44

448

176

8

16/09/1999

257

64

40

4

28

42

342

449

110

514

233

57

17/09/1999

253

56

16

44

25

12

335

408

98

508

106

11