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

12/07/1999

237

119

26

23

44

12

487

702

95

284

149

16

13/07/1999

215

79

12

31

39

16

465

422

69

413

152

27

14/07/1999

229

58

12

12

28

19

416

548

38

327

208

5

15/07/1999

220

57

32

14

48

32

429

900

46

455

179

28

16/07/1999

258

66

19

19

28

23

490

552

58

338

168

31

SALES

12/07/1999

275

157

21

29

47

12

463

741

66

283

157

15

13/07/1999

204

81

18

39

42

18

481

385

78

437

152

28

14/07/1999

216

124

6

22

32

20

407

521

31

375

226

4

15/07/1999

273

94

13

24

47

31

376

895

33

462

261

29

16/07/1999

214

82

17

19

28

18

532

510

46

369

171

30