MERCHANT

INTER BANK

Position
Date

FCY/INR Forward

Forward
Cancel

Spot

FCY/FCY Forward

Forward
Cancel

Spot

FCY/INR Swap

Forward

Spot

FCY/FCY Swap

Forward

Purchase

15/06/2009

1,650

1,354

682

368

831

665

5,068

5,479

426

3,101

1,491

249

16/06/2009

1,628

831

297

336

967

965

4,589

5,523

672

3,783

1,622

60

17/06/2009

1,798

914

427

513

1,009

647

4,199

5,187

597

3,446

1,408

141

18/06/2009

1,574

898

434

298

937

883

4,084

5,193

994

4,354

2,006

149

19/06/2009

1,361

603

659

328

749

595

3,822

4,362

979

2,846

2,364

71

Sales

15/06/2009

1,897

1,303

524

361

802

710

5,061

5,754

579

3,087

1,676

248

16/06/2009

1,735

980

460

328

990

1,001

4,262

5,749

967

3,795

1,791

59

17/06/2009

1,575

1,270

425

503

1,017

627

3,960

5,486

937

3,412

1,580

139

18/06/2009

1,597

986

451

296

931

872

4,174

4,951

787

4,392

2,169

141

19/06/2009

1,301

1,144

287

291

736

574

3,616

4,392

494

2,867

2,487

68