All Figures are in USD Millions

Merchant

Inter

Bank

FCY/INR

FCY/FCY

FCY/INR

FCY/FCY

Position

Spot

Forward

Forward

Spot

Forward

Forward

Spot

Swap

Forward

Spot

Swap

Forward

Date

Cancel-
ation

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ation

PURCHASES

25/06/2001

363

67

32

38

10

7

653

1,211

91

404

180

3

26/06/2001

375

91

98

8

23

9

713

1,294

132

501

130

6

27/06/2001

406

79

403

10

28

15

489

1,260

81

740

249

12

28/06/2001

386

87

113

11

13

32

625

1,836

166

541

121

6

29/06/2001

426

175

92

40

25

18

636

1,334

131

494

219

7

02/07/2001

293

102

65

10

13

7

835

2,222

157

351

102

25

03/07/2001

348

60

40

6

7

5

1,026

1,428

36

380

98

8

04/07/2001

238

47

21

14

19

9

471

670

31

376

76

3

05/07/2001

261

75

51

12

21

14

507

1,798

52

383

106

5

06/07/2001

304

58

9

14

12

10

632

1,082

40

349

79

0

SALES

25/06/2001

387

127

45

38

10

6

619

1,211

84

456

186

3

26/06/2001

434

254

26

9

25

8

696

1,275

124

489

127

5

27/06/2001

458

502

64

9

54

68

490

1,168

60

795

235

15

28/06/2001

354

310

38

11

14

28

672

1,765

147

546

110

6

29/06/2001

506

241

32

38

30

121

817

1,539

111

493

214

6

02/07/2001

354

112

27

10

11

6

753

2,319

146

359

95

28

03/07/2001

335

193

14

5

9

6

935

1,351

33

386

96

8

04/07/2001

178

101

34

14

25

10

443

593

29

316

71

3

05/07/2001

363

131

24

8

18

10

478

1,771

36

396

101

5

06/07/2001

329

85

17

13

11

7

591

1,142

38

364

74

6