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

20/12/1999

354

83

28

15

39

17

554

468

57

367

145

24

21/12/1999

367

110

46

25

20

16

537

551

74

346

167

16

22/12/1999

300

63

18

24

7

11

406

498

47

159

66

24

23/12/1999

304

58

23

16

4

4

385

754

75

141

43

15

24/12/1999

267

72

21

12

41

18

315

509

93

234

130

45

SALES

20/12/1999

331

102

12

14

44

21

565

439

64

369

149

22

21/12/1999

375

137

13

25

19

12

537

496

82

336

178

21

22/12/1999

248

111

15

23

12

9

460

489

59

170

65

24

23/12/1999

324

62

16

16

7

8

350

614

79

161

59

16

24/12/1999

269

99

24

12

36

23

323

520

74

247

133

46