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

14/06/2010

1,814

1,323

793

156

1,079

947

6,260

5,719

720

3,779

1,301

79

15/06/2010

2,014

1,077

635

126

641

626

5,663

6,003

706

3,765

927

158

16/06/2010

1,616

1,008

679

84

662

458

4,855

5,179

364

2,879

778

66

17/06/2010

1,704

969

1,512

99

649

557

6,373

4,296

611

3,482

1,156

107

18/06/2010

2,825

999

774

183

441

301

6,123

6,168

1,254

2,707

1,588

63

Sales

14/06/2010

2,128

1,740

610

157

1,101

926

5,981

5,696

746

3,781

1,569

88

15/06/2010

1,662

1,277

567

124

657

623

5,583

5,504

1,198

3,664

1,356

168

16/06/2010

1,394

1,521

481

83

711

481

4,771

4,411

378

2,860

1,215

67

17/06/2010

1,508

1,962

704

107

572

588

5,559

4,575

768

3,476

1,556

154

18/06/2010

2,408

1,621

677

182

437

294

5,888

6,245

1,028

2,695

2,036

70