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

20/09/1999

200

43

11

16

10

15

372

547

114

341

184

14

21/09/1999

177

89

12

78

37

15

251

484

110

387

133

62

22/09/1999

175

36

13

33

41

14

351

477

92

507

186

49

23/09/1999

216

53

29

40

31

33

503

724

98

382

148

34

24/09/1999

168

65

73

13

44

23

381

525

87

195

114

32

SALES

20/09/1999

212

73

10

18

8

6

316

464

133

370

177

15

21/09/1999

160

66

18

78

36

17

251

510

134

392

130

62

22/09/1999

166

101

15

33

32

22

342

439

90

509

189

51

23/09/1999

250

139

25

42

33

29

382

616

101

402

167

30

24/09/1999

259

174

5

13

39

22

247

415

98

198

113

32