All Figures are in USD Millions

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

02/03/2009

1,425

1,169

656

216

657

544

6,291

6,373

726

2,733

1,789

174

03/03/2009

1,420

1,123

662

368

510

475

5,511

7,083

1,271

2,403

1,779

76

04/03/2009

1,116

828

566

232

578

536

4,309

5,456

854

2,115

1,596

62

05/03/2009

1,248

839

515

263

452

486

4,028

5,683

909

2,117

1,094

97

06/03/2009

1,636

936

605

184

554

514

4,239

5,531

782

2,066

1,659

84

Sales

02/03/2009

1,753

1,871

522

183

662

601

5,221

6,884

1,063

2,713

1,848

194

03/03/2009

1,487

1,535

417

335

514

428

5,128

7,913

1,275

2,451

1,878

73

04/03/2009

1,264

1,093

369

213

578

537

4,126

5,845

779

1,917

1,694

98

05/03/2009

1,234

1,378

356

254

437

477

3,522

5,688

852

2,112

1,121

94

06/03/2009

1,746

885

748

180

534

480

3,901

5,911

779

2,059

1,832

466