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

21/06/1999

200

39

26

24

32

51

408

323

46

385

197

44

22/06/1999

189

49

39

31

16

20

470

357

88

295

182

17

23/06/1999

282

46

46

13

34

11

645

628

74

245

186

32

24/06/1999

205

44

75

24

46

22

553

506

87

314

219

25

25/06/1999

242

64

123

56

46

56

783

1020

54

458

318

49

SALES

21/06/1999

250

78

12

15

32

40

365

306

34

396

185

44

22/06/1999

212

106

14

13

17

18

419

391

68

314

235

17

23/06/1999

215

215

11

6

36

15

586

587

54

261

180

32

24/06/1999

193

209

34

4

46

21

499

532

62

303

216

25

25/06/1999

267

285

33

2

44

49

691

1061

53

495

346

47