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

26/07/1999

435

75

81

36

57

37

564

718

105

577

196

36

27/07/1999

242

58

75

44

37

18

407

680

54

604

182

30

28/07/1999

249

79

99

47

40

24

428

717

69

611

262

43

29/07/1999

256

58

53

36

42

24

439

701

26

521

154

32

30/07/1999

272

64

47

13

47

34

408

779

20

435

124

18

SALES

26/07/1999

297

301

13

37

60

28

520

651

84

626

218

35

27/07/1999

275

209

35

44

44

16

373

626

66

608

181

30

28/07/1999

257

217

11

47

48

24

383

700

97

646

282

42

29/07/1999

224

150

17

36

35

20

448

725

21

549

135

34

30/07/1999

300

125

52

13

42

31

361

831

27

443

130

18