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

09/02/2009

1,168

879

364

247

706

775

2,865

4,519

315

2,771

1,909

302

10/02/2009

1,176

706

187

232

640

575

2,985

3,939

290

2,655

1,205

421

11/02/2009

1,398

559

286

299

549

488

3,201

3,732

360

2,792

921

117

12/02/2009

1,062

707

275

262

681

759

2,089

4,342

681

2579

1,265

213

13/02/2009

1,387

679

322

517

602

599

3,300

3,962

424

2,773

1,176

72

Sales

09/02/2009

1,355

594

405

237

697

808

2,738

4,657

399

2,815

1,882

276

10/02/2009

1,118

506

360

227

646

540

2,942

4,182

267

2,637

1,371

426

11/02/2009

1,109

613

380

292

557

512

3,028

3,856

395

2,775

999

124

12/02/2009

1,162

674

314

258

672

862

2,044

4,656

717

2,603

1,370

225

13/02/2009

1,309

639

398

514

570

613

3,136

3,731

549

2,758

1,191

77