Annex II
(see paragraph D(i) of the Master Circular on Risk Management and Inter-bank Dealings dated July 2, 2007 )

GPB

Statement showing gaps, position and cash balances as on………..

Foreign Currency Balances : IN USD MILLION
(Cash Balance + All Investments)
Net Open Exchange Position (Rs.) : O/B (+)/O/S (-) IN INR CRORE
Of the above FCY/INR : IN INR CRORE
AGL maintained (In USD mio) : VaR maintained(In INR):
FOREIGN CURRENCY MATURITY MISMATCH (IN USD MILLION)
I month II months III months IV months V months VI months VII months