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

17/05/1999

289

68

72

21

92

38

513

558

44

300

130

27

18/05/1999

291

101

96

13

43

39

460

677

69

455

266

47

19/05/1999

335

120

81

23

55

38

464

638

121

379

277

41

20/05/1999

317

69

69

78

58

28

501

811

109

320

174

23

21/05/1999

205

104

43

12

63

15

433

601

60

298

179

30

SALES

17/05/1999

248

120

17

14

41

30

529

538

55

322

164

73

18/05/1999

213

174

41

3

35

30

513

686

120

454

263

47

19/05/1999

201

209

107

7

55

33

473

647

176

405

290

42

20/05/1999

214

100

24

63

37

26

510

804

107

339

226

47

21/05/1999

227

160

56

5

67

12

420

504

74

310

187

29