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

02/02/2009

1,151

906

259

217

709

554

2,858

6,343

332

2,775

1,323

57

03/02/2009

1,103

698

808

231

572

417

3,124

5,889

683

2,173

1,396

78

04/02/2009

1,443

815

446

327

596

594

4,394

5,686

575

2,843

1,442

60

05/02/2009

1,291

650

476

189

620

438

2,877

4,644

414

2,376

1,315

93

06/02/2009

1,306

777

479

253

633

480

2,889

4,277

259

2,628

1,188

121

Sales

02/02/2009

1,568

657

373

206

695

553

2,793

6,521

387

2,750

1,368

66

03/02/2009

1,156

819

436

223

545

526

3,225

6,988

839

2,186

1,395

86

04/02/2009

1,422

998

460

316

604

536

4,324

5,583

531

2,830

1,640

68

05/02/2009

1,561

511

271

197

597

477

2,697

4,202

398

2,372

1,377

68

06/02/2009

1,236

868

374

251

592

538

2,750

4,268

333

2,664

1,217

89