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

PURCHASES

24/07/2000

265

89

29

27

25

24

1,122

1,285

171

352

152

15

25/07/2000

233

78

24

8

17

12

733

1,297

155

364

124

9

26/07/2000

325

123

45

7

24

23

618

1,063

117

470

54

12

27/07/2000

360

132

98

23

15

14

632

992

132

615

126

22

28/07/2000

250

187

52

13

26

26

419

668

121

544

117

20

SALES

24/07/2000

469

328

35

27

31

23

725

1,149

174

361

167

15

25/07/2000

297

151

18

8

20

13

718

1,255

141

375

135

11

26/07/2000

227

233

14

7

33

18

648

881

111

494

67

12

27/07/2000

348

296

16

20

25

13

623

927

116

630

137

26

28/07/2000

219

295

20

13

31

21

379

789

108

561

116

21