| | (Amount in ₹ billion, Rate in Per cent) |
| | Volume | Wtd.Avg.Rate | Range | | (One Leg) | | | | A. Overnight Segment (I+II+III+IV) | 1,272.21 | 6.97 | 5.60-7.40 | | I. Call Money | 204.37 | 6.99 | 5.60-7.40 | | II. CBLO | 729.74 | 7.04 | 6.31-7.40 | | III. Market Repo | 338.11 | 6.82 | 6.20-7.35 | | IV. Repo in Corporate Bond | 0.00 | | | | B. Term Segment | | | | | I. Notice Money** | 10.82 | 6.62 | 5.70-7.30 | | II. Term Money@@ | 2.90 | - | 7.20-7.85 | III. CBLO | 0.11 | 6.82 | 6.50-7.00 | | IV. Market Repo | 0.60 | 6.97 | 6.90-7.00 | | V. Repo in Corporate Bond | 0.00 | - | - | | Auction Date | Tenor (Days) | Maturity Date | Amount Outstanding | Current Rate /
Cut off Rate | | C. Liquidity Adjustment Facility | | (i) Repo (Fixed rate) | 31/12/2015 | 1 | 01/01/2016 | 169.58 | 6.75 | | (ii) Repo (Variable rate) | 18/12/2015 | 14 | 01/01/2016 | 155.02 | 6.80 | | | 22/12/2015 | 14 | 05/01/2016 | 150.05 | 6.86 | | | 23/12/2015 | 16 | 08/01/2016 | 255.02 | 6.88 | | | 29/12/2015 | 14 | 12/01/2016 | 152.00 | 6.76 | | | 04/12/2015 | 28 | 01/01/2016 | 210.50 | 6.76 | | | 29/12/2015 | 6 | 04/01/2016 | 250.03 | 6.80 | | | 31/12/2015 | 1 | 01/01/2016 | 124.42 | 6.76 | | (iii) Reverse Repo (Fixed rate) | 31/12/2015 | 1 | 01/01/2016 | 173.47 | 5.75 | | (iv) Reverse Repo (Variable rate) | - | - | - | - | - | | D. Marginal Standing Facility | 31/12/2015 | 1 | 01/01/2016 | 28.45 | 7.75 | | E. Standing Liquidity Facility Availed from RBI $ | | | 22.06 | | | F. Cash Reserves Position of Scheduled Commercial Banks | | (i) Cash balances with RBI as on # | 28/12/2015 | 3,838.00 | | | (ii) Average daily cash reserve requirement for the fortnight ending | 08/01/2016 | 3,758.05 | | | G. Government of India Surplus Cash Balance Reckoned for Auction as on ¥ | 31/12/2015 | 1,287.34 | | | @ Based on RBI / CCIL/ FIMMDA Data | | - Not Applicable / No Transaction | | ** Relates to uncollateralized transactions of 2 to 14 days tenor | | @@ Relates to uncollateralized transactions of 15 days to one year tenor | | # The figure for the cash balances with RBI on Sunday is same as that of the previous day (Saturday). | | $ Includes refinance facilities extended by RBI | | ¥ As per the Press Release No. 2014-2015/1971 dated March 19, 2015 | Anirudha D. Jadhav
Assistant Manager | | Press Release : 2015-2016/1543 | |