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

02/08/1999

255

67

11

31

25

22

366

580

23

483

112

20

03/08/1999

193

45

27

17

31

15

602

587

29

411

109

15

04/08/1999

174

56

12

34

34

33

309

766

48

532

185

16

05/08/1999

245

53

47

18

19

14

488

687

34

446

89

12

06/08/1999

166

50

12

14

20

20

374

587

22

437

86

4

SALES

02/08/1999

333

75

11

32

24

19

359

623

17

503

116

19

03/08/1999

282

80

5

17

27

13

441

611

45

392

109

16

04/08/1999

202

83

9

36

33

35

288

572

56

570

189

17

05/08/1999

298

185

6

19

23

15

398

642

17

456

147

10

06/08/1999

319

86

7

15

21

21

348

640

9

455

83

3