| Point in Time | Portfolio | Net Fut.Value | Net Opt.Value | Total Value | SPAN Req/Init | Total Req/Init |
| Mon Sep 01 2008 Intraday | USDINR 200809 - *** 1000*** - (INR) | 44030 | 0 | 44030 | 1111 | 1111 |
| Mon Sep 01 2008 Intraday | USDINR 200810 - *** 1000 *** - (INR) | 44090 | 0 | 44090 | 1114 | 1114 |
| Mon Sep 01 2008 Intraday | USDINR 200811 - *** 1000 *** - (INR) | 44220 | 0 | 44220 | 1118 | 1118 |
| Mon Sep 01 2008 Intraday | USDINR 200812 - *** 1000 *** - (INR) | 44000 | 0 | 44000 | 1121 | 1121 |
| Mon Sep 01 2008 Intraday | USDINR 200901 - *** 1000 *** - (INR) | 44500 | 0 | 44500 | 1124 | 1124 |
| Mon Sep 01 2008 Intraday | USDINR 200902 - *** 1000 *** - (INR) | 44530 | 0 | 44530 | 1127 | 1127 |
| Mon Sep 01 2008 Intraday | USDINR 200903 - *** 1000 *** - (INR) | 44640 | 0 | 44640 | 1131 | 1131 |
| Mon Sep 01 2008 Intraday | USDINR 200904 - *** 1000 *** - (INR) | 44650 | 0 | 44650 | 1134 | 1134 |
| Mon Sep 01 2008 Intraday | USDINR 200905 - *** 1000 *** - (INR) | 45000 | 0 | 45000 | 1137 | 1137 |
| Mon Sep 01 2008 Intraday | USDINR 200906 - *** 1000 *** - (INR) | 44840 | 0 | 44840 | 1141 | 1141 |
| Mon Sep 01 2008 Intraday | USDINR 200907 - *** 1000 *** - (INR) | 45000 | 0 | 45000 | 1144 | 1144 |
| Mon Sep 01 2008 Intraday | USDINR 200908 - *** 1000 *** - (INR) | 45050 | 0 | 45050 | 1147 | 1147 |