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

31/05/1999

196

44

34

14

17

15

497

517

80

136

66

15

01/06/1999

132

52

30

18

17

6

466

632

92

236

165

17

02/06/1999

167

50

39

22

35

9

390

490

22

312

156

20

03/06/1999

234

44

31

35

21

18

367

483

59

365

118

36

04/06/1999

186

50

18

43

12

35

381

641

52

270

112

23

SALES

31/05/1999

184

103

17

9

28

11

509

416

77

151

54

12

01/06/1999

171

67

4

8

16

3

455

623

84

235

162

14

02/06/1999

221

68

12

8

27

12

355

455

34

329

142

13

03/06/1999

233

89

6

11

18

17

376

511

42

367

149

28

04/06/1999

249

37

20

16

10

10

452

446

64

285

117

21