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

10/05/1999

282

86

65

11

36

30

515

516

76

431

234

24

11/05/1999

207

99

30

23

48

42

410

482

94

318

245

36

12/05/1999

230

112

151

34

46

28

423

735

95

288

296

45

13/05/1999

180

74

38

74

41

46

407

817

104

266

258

58

14/05/1999

234

66

43

12

36

59

302

521

92

316

260

23

SALES

10/05/1999

278

124

41

7

38

18

563

470

83

433

252

25

11/05/1999

211

42

17

6

50

48

473

426

82

343

254

37

12/05/1999

227

238

48

6

49

25

439

770

104

362

262

46

13/05/1999

210

97

17

25

46

36

439

790

96

288

304

50

14/05/1999

211

87

39

7

36

48

310

476

86

349

266

21