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

Swap

Forward

Purchase

27/01/2009

1,476

945

662

301

1,093

955

3,688

6,207

265

3,396

2,153

139

28/01/2009

2,153

1,438

1,003

407

665

532

4,253

4,976

483

3,458

1,936

110

29/01/2009

1,523

1,099

715

312

713

650

2,777

4,978

211

3,091

1,773

117

30/01/2009

1,887

1,390

937

236

904

1,031

4,319

5,381

972

3,252

2,417

147

Sales

27/01/2009

1,479

856

683

295

1,085

1,024

3,600

6,149

198

3,400

2,178

144

28/01/2009

1,971

1,328

1,106

404

655

713

4,063

5,028

537

3,453

1,968

108

29/01/2009

1,340

917

824

309

705

668

2,911

4,662

232

3,072

1,773

130

30/01/2009

1,568

1,123

1,372

232

873

1,073

4,183

5,846

966

3,257

2,585

96