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

19/04/1999

253

127

50

10

19

12

646

694

81

282

141

9

20/04/1999

214

141

53

32

24

21

455

663

82

342

305

15

21/04/1999

255

67

137

26

28

17

513

559

48

286

173

9

22/04/1999

205

47

88

33

42

20

492

840

99

338

157

35

23/04/1999

200

69

192

7

36

37

433

684

228

266

166

24

SALES

19/04/1999

242

182

26

3

23

11

609

669

67

264

147

9

20/04/1999

214

155

69

17

27

16

474

714

87

376

304

15

21/04/1999

232

190

25

9

26

23

503

599

102

303

216

17

22/04/1999

209

140

18

15

38

24

516

798

102

360

158

36

23/04/1999

240

177

35

6

44

31

418

749

216

284

171

23