(US$ Million)

Merchant

Inter-bank

FCY/INR

FCY/FCY

FCY/ INR

FCY/FCY

Spot

Forward

Forward

Spot

Forward

Forward

Spot

Swap

Forward

Spot

Swap

Forward

Cancel-

Cancel-

Position Date

lation

lation

1

2

3

4

5

6

7

8

9

10

11

12

13

Purchases

Jan.

11, 1999

246

62

59

31

78

31

347

633

104

420

234

21

Jan.

12, 1999

42

3

8

34

14

20

32

35

—

255

114

21

Jan.

13, 1999

326

66

52

21

83

31

483

1,003

130

545

217

48

Jan.

14, 1999

240

65

28

52

147

99

426

829

194

662

162

109

Jan.

15, 1999

177

40

50

42

110

53

382

820

117

555

163

40

Jan.

18, 1999

285

54

60

48

93

89

314

608

113

605

201

22

Jan.

19, 1999

156

55

46

23

67

74

321

608

109

492

156

18

Jan.

21, 1999

361

62

60

36

92

67

506

792

96

441

126

35

Jan.

22, 1999

240

70

52

37

110

94

331

742

215

441

207

54

Sales

Jan.

11, 1999

258

96

21

17

80

32

374

626

91

458

217

22

Jan.

12, 1999

26

15

6

20

13

22

52

5

1

251

113

21

Jan.

13, 1999

324

106

27

8

80

56

472

996

177

561

284

50

Jan.

14, 1999

192

73

14

26

153

151

442

843

187

629

305

111

Jan.

15, 1999

191

77

36

12

114

44

411

684

102

504

211

44

Jan.

18, 1999

212

95

14

39

92

36

404

682

119

644

196

21

Jan.

19, 1999

222

84

11

23

66

33

315

532

111

487

165

18

Jan.

21, 1999

275

110

23

24

93

63

604

725

130

448

129

34

Jan.

22, 1999

212

143

12

9

100

62

374

678

211

483

153

53

FCY : Foreign Currency INR : Indian Rupees.

Note :

Data relate to sales and purchases of foreign exchange on account of merchant and inter-bank transactions.

Market closed on January 20, 1999.