(Amount in ` Billion)

1. Foreign exchange contracts (outstanding)

4,565.35

5,098.53

9,405.56

12,072.27

1,559.46

1,618.02

1.1 Forward forex contracts

4,482.39

5,050.81

9,370.93

12,061.44

1,524.22

1,560.7

1.2 Currency options purchased

82.96

47.72

34.62

10.83

35.23

57.32

2. Futures & Swaps

202.74

215.73

211.16

164.8

67.44

48.93

2.1 Currency futures

0.12

1.4

96.34

0.62

-

0.16

2.2 Cross currency interest rate swaps

202.62

214.33

114.82

164.18

67.44

48.77

3. Interest rate related contracts

614.56

669.39

515.85

605.36

219.17

210.71

3.1 Forward rate agreements

2.49

4.61

-

-

-

-

3.2 Interest rate options

-

-

-

-

-

-

3.3 Interest rate futures

-

-

-

-

-

-

3.4 Single currency interest rate swaps

612.06

664.79

515.85

605.36

217.64

210.71

3.5 Basis swaps

-

-

-

-

1.53

-

Total -Contracts/Derivatives

5,382.65

5,983.65

10,132.56

12,842.43

1,846.07

1,877.66

1. Foreign exchange contracts (outstanding)

13,441.08

12,180.88

40,994.04

33,204.04

69,965.49

64,173.74

1.1 Forward forex contracts

12,978.22

11,854.37

38,307.11

31,793.07

66,662.88

62,320.38

1.2 Currency options purchased

462.86

326.51

2,686.94

1,410.97

3,302.61

1,853.35

2. Futures & Swaps

560.44

670.16

3,244.36

3,238.08

4,286.14

4,337.69

2.1 Currency futures

0.17

6.84

62.46

26.59

159.09

35.62

2.2 Cross currency interest rate swaps

560.26

663.32

3,181.9

3,211.48

4,127.05

4,302.07

3. Interest rate related contracts

6,378.3

6,426.79

45,225.67

36,225.78

52,953.54

44,138.04

3.1 Forward rate agreements

8.73

1.13

21.92

49.48

33.14

55.22

3.2 Interest rate options

42.99

20.76

311.42

218.55

354.41

239.31

3.3 Interest rate futures

-

-

-

-

-

-

3.4 Single currency interest rate swaps

6,317.76

6,393.18

44,839.22

35,891.54

52,502.53

43,765.58

3.5 Basis swaps

8.82

11.72

53.11

66.21

63.46

77.92

Total -Contracts/Derivatives

20,379.81

19,277.83

89,464.08

72,667.89

127,205.16

112,649.46