All Figures are in USD Millions

MERCHANT

INTER BANK

Position
Date

Spot

FCY/INR Forward

Forward
Cancel

Spot

FCY/FCY Forward

Forward
Cancel

Spot

FCY/INR Swap

Forward

Spot

FCY/FCY Swap

Forward

Purchase

12/01/2009

1,894

941

581

313

776

778

4,005

5,727

547

3,187

1,256

84

13/01/2009

2,888

787

391

229

627

706

4,139

5,468

464

3,262

1,628

178

14/01/2009

1,635

851

604

231

599

553

3,507

4,987

394

2,739

1,518

38

15/01/2009

1,492

935

523

201

666

520

3,675

4,468

1,067

2,357

1,907

299

16/01/2009

1,344

773

478

433

800

674

3,577

4,477

516

3,315

1,929

112

Sales

12/01/2009

1,755

1,011

498

295

763

845

3,892

5,808

687

3,182

1,300

88

13/01/2009

1,557

1,094

345

218

571

795

4,060

5,693

567

3,225

2,089

180

14/01/2009

1,448

1,311

579

221

529

612

3,458

6,050

474

2,743

1,686

40

15/01/2009

1,462

967

435

198

650

582

3,654

5,471

1,143

2,319

1,951

306

16/01/2009

1,268

889

440

423

757

730

3,549

4,550

627

3,377

1,870

117