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

20/12/2010

3,411

1,615

1,871

130

592

569

6,512

5,589

427

2,998

1,880

287

21/12/2010

2,676

1,341

687

248

551

431

6,554

6,417

986

2,694

1,154

175

22/12/2010

2,771

963

1,337

107

447

472

5,676

5,773

513

2,655

1,497

474

23/12/2010

2,096

898

784

148

595

440

6,393

5,947

414

2,329

1,464

555

24/12/2010

2,187

1,233

774

111

348

468

6,015

7,764

466

2,480

3,068

500

Sales

20/12/2010

3,127

2,962

711

164

770

511

6,663

5,871

626

2,958

1,963

286

21/12/2010

2,584

1,847

699

247

602

461

6,314

6,310

1,275

2,661

1,257

190

22/12/2010

2,261

2,036

778

119

463

479

5,551

6,084

657

2,626

1,582

476

23/12/2010

2,187

1,222

634

121

567

491

5,996

5,822

544

2,280

1,757

574

24/12/2010

2,735

1,523

416

107

415

577

5,960

8,318

381

2,459

3,135

514