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

16/03/2009

1,502

1,042

1,047

368

599

536

5,359

6,052

517

2,925

1,455

162

17/03/2009

1,569

841

718

188

586

550

4,497

6,679

727

2,428

1,204

98

18/03/2009

1,602

788

384

157

827

580

4,355

8,015

761

3,000

1,882

339

19/03/2009

1,357

1,504

834

577

1,038

966

8,337

7,787

1,822

4,172

2,735

857

20/03/2009

3,232

1,235

563

224

927

556

6,020

8,109

1,757

2,952

1,657

267

Sales

16/03/2009

1,434

1,420

921

360

595

527

5,005

6,048

757

2,944

1,618

149

17/03/2009

1,512

968

372

180

589

559

4,058

7,007

968

2,448

1,344

106

18/03/2009

1,236

843

272

152

817

583

3,949

8,006

881

2,966

1,757

359

19/03/2009

1,535

1,748

679

572

1,003

1,166

7,278

8,266

1,762

4,157

2,831

861

20/03/2009

1,677

2,601

659

223

909

575

5,680

7,932

2,045

2,958

1,807

284