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

27/12/1999

320

40

11

4

14

12

335

299

58

205

135

32

28/12/1999

466

73

31

19

20

11

342

388

32

196

104

20

29/12/1999

329

82

24

8

14

8

333

611

79

73

76

23

30/12/1999

276

54

18

9

23

6

201

246

27

81

52

30

31/12/1999

84

14

2

2

0

1

84

13

30

5

2

3

SALES

27/12/1999

287

71

7

5

17

14

314

275

44

238

136

26

28/12/1999

278

161

18

19

16

9

327

394

47

212

104

23

29/12/1999

320

26

32

9

15

9

339

429

74

88

76

23

30/12/1999

255

46

12

9

25

4

200

209

30

90

52

29

31/12/1999

56

3

5

2

0

2

116

19

21

11

2

3