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

11-10-2010

1,155

1,592

552

94

1,219

1,058

5,648

2,410

431

3,461

388

366

12-10-2010

2,242

1,977

1,041

276

1,301

1,219

8,869

8,195

679

5,502

1,312

93

13-10-2010

2,776

1,412

1,030

116

1,222

1,018

6,729

5,980

643

4,466

1,343

175

14-10-2010

4,876

1,831

966

155

1,467

1,279

9,359

9,065

1,713

5,335

893

56

15-10-2010

6,216

1,708

899

105

1,421

1,071

11,350

9,431

882

4,895

1,212

29

Sales

11-10-2010

990

1,070

1,075

93

1,249

944

5,586

1,850

530

3,478

439

361

12-10-2010

2,624

1,820

1,138

263

1,375

1,121

8,759

8,405

812

5,505

1,372

82

13-10-2010

2,645

2,152

585

128

1,267

1,021

6,703

5,914

652

4,471

1,430

175

14-10-2010

1,671

3,451

1,986

138

1,508

1,238

9,345

8,738

1,996

5,339

922

47

15-10-2010

2,520

4,800

1,598

113

1,443

1,044

10,814

9,622

1,156

4,987

1,262

29