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

23/11/2009

1,451

873

490

193

781

779

4,652

3,888

582

3,262

1,431

275

24/11/2009

1,543

710

449

143

410

731

4,492

3,184

424

3,512

1,143

284

25/11/2009

1,889

850

1,255

197

1,060

844

4,608

3,714

276

4,495

2,020

511

26/11/2009

3,911

1,464

1,373

223

950

747

6,004

2,920

643

4,250

959

213

27/11/2009

1,876

2,040

934

265

1,163

1,061

7,525

4,241

491

4,657

1,856

207

Sales

23/11/2009

1,530

1,306

296

193

827

742

4,489

4,329

640

3,269

1,585

277

24/11/2009

1,495

782

407

139

898

390

4,557

3,595

387

3,499

1,300

283

25/11/2009

2,062

2,021

625

204

1,162

845

4,462

3,715

334

4,472

2,003

528

26/11/2009

1,918

1,574

1,151

218

1,096

789

5,833

3,061

851

4,249

927

209

27/11/2009

2,357

1,323

1,099

301

1,165

1,170

7,557

4,890

757

4,631

1,966

200