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

18/05/2009

1,991

2,720

866

289

697

635

7,663

5,791

995

2,757

3,332

147

19/05/2009

3,388

1,408

1,177

291

599

654

7,021

5,932

891

3,040

2,062

207

20/05/2009

3,264

531

526

134

668

530

6,127

4,529

434

3,082

1,465

82

21/05/2009

2,120

604

423

413

1,030

911

4,240

3,852

854

4,156

2,096

220

22/05/2009

1,821

917

805

239

632

688

5,810

5,495

914

2,740

1,797

390

Sales

18/05/2009

1,798

2,448

1,436

279

663

703

7,696

6,341

901

2,733

3,424

117

19/05/2009

1,723

3,205

1,108

279

577

677

6,947

6,244

1,004

3,008

2,077

253

20/05/2009

1,698

1,697

759

127

689

459

5,850

5,046

553

3,096

1,605

87

21/05/2009

1,666

1,262

426

409

1,119

937

3,906

3,788

917

4,147

2,165

208

22/05/2009

1,861

1,136

456

232

653

618

6,001

5,740

961

2,732

1,960

388