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

16/08/1999

275

48

54

20

28

36

390

732

101

467

173

19

17/08/1999

318

69

25

46

24

32

361

1094

53

542

102

29

18/08/1999

235

35

59

17

65

36

362

526

64

617

191

32

19/08/1999

194

54

13

15

63

43

475

574

61

581

178

30

20/08/1999

166

83

22

7

84

19

579

1025

92

566

182

23

SALES

16/08/1999

305

163

82

20

27

33

380

647

101

450

168

20

17/08/1999

212

211

16

47

21

29

390

495

44

582

164

25

18/08/1999

265

84

4

17

68

34

333

500

70

652

172

32

19/08/1999

245

54

4

16

67

39

461

402

56

606

206

26

20/08/1999

250

75

14

8

49

19

509

853

106

604

184

28