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

28/06/1999

279

78

53

2

19

11

436

722

84

365

294

59

29/06/1999

305

53

94

4

27

10

463

848

17

176

159

24

30/06/1999

160

27

5

2

10

13

276

365

34

223

135

6

01/07/1999

173

37

6

20

31

19

348

721

120

325

116

62

02/07/1999

157

48

29

3

27

15

315

660

40

204

170

13

SALES

28/06/1999

353

122

30

2

18

15

396

723

102

397

282

61

29/06/1999

330

113

34

4

29

11

423

856

25

218

158

24

30/06/1999

160

33

5

1

16

13

303

412

35

226

134

6

01/07/1999

154

68

2

20

31

19

345

712

119

341

119

63

02/07/1999

208

72

28

4

27

14

300

667

66

218

178

17