All Figures are in USD Million

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

09/03/2009

1,608

904

586

363

796

828

4,489

5,548

886

3,675

1,798

108

10/03/2009

2

1

0

0

0

0

2

3

0

0

33

0

11/03/2009

75

2

14

0

28

23

151

243

50

127

57

0

12/03/2009

2,128

1,006

840

411

1,181

1,359

4,306

6,898

733

4,278

2,383

295

13/03/2009

1,686

951

447

279

1,074

936

3,977

5,943

757

3,605

1,615

79

Sales

09/03/2009

1,990

988

437

340

764

827

3,767

6,213

1,358

3,700

1,896

105

10/03/2009

2

1

0

0

0

0

2

0

0

0

33

0

11/03/2009

76

5

1

0

28

6

256

200

0

127

57

0

12/03/2009

2,074

1,174

641

403

1,168

4,055

7,278

893

4,269

2,522

298

13/03/2009

1,543

936

474

282

1,052

968

3,774

5,994

1,015

3,203

1,632

88