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

25/10/1999

236

66

28

30

42

22

387

466

45

376

148

21

26/10/1999

183

78

53

22

32

20

493

478

67

372

113

14

27/10/1999

234

94

143

40

59

58

517

677

88

453

211

48

28/10/1999

247

136

86

34

44

18

523

472

64

389

172

33

29/10/1999

315

163

97

38

28

31

576

902

119

408

192

44

SALES

25/10/1999

207

125

35

32

36

16

411

489

51

393

165

23

26/10/1999

175

125

35

22

29

16

557

433

83

422

125

18

27/10/1999

161

224

47

39

63

48

532

756

102

482

246

49

28/10/1999

225

256

64

35

44

16

477

579

123

404

216

30

29/10/1999

327

172

43

39

42

18

627

901

117

427

210

39