| | (Amount in ₹ billion, Rate in Per cent) |
| | Volume | Wtd.Avg.Rate | Range | | (One Leg) | | | | A. Overnight Segment (I+II+III+IV) | 1,561.15 | 6.06 | 3.55-6.30 | | I. Call Money | 114.54 | 6.01 | 3.55-6.25 | | II. CBLO | 1,013.97 | 6.03 | 5.51-6.13 | | III. Market Repo | 432.64 | 6.14 | 5.65-6.30 | | IV. Repo in Corporate Bond | 0.00 | | - | | B. Term Segment | | | | | I. Notice Money** | 2.39 | 5.82 | 5.50-6.15 | | II. Term Money@@ | 4.67 | - | 6.17-6.89 | | III. CBLO | 0.40 | 6.05 | 6.05-6.05 | | IV. Market Repo | 4.74 | 6.20 | 6.20-6.20 | | V. Repo in Corporate Bond | 0.51 | 8.00 | 8.00-8.00 | | Auction Date | Tenor (Days) | Maturity Date | Amount Outstanding | Current Rate /
Cut off Rate | | C. Liquidity Adjustment Facility | | (i) Repo (Fixed Rate) | 25/05/2017 | 1 | 26/05/2017 | 23.45 | 6.25 | | (ii) Repo (Variable rate) | 12/05/2017 | 14 | 26/05/2017 | 8.75 | 6.26 | | | 16/05/2017 | 14 | 30/05/2017 | 12.00 | 6.26 | | | 19/05/2017 | 14 | 02/06/2017 | 0.00 | - | | | 23/05/2017 | 14 | 06/06/2017 | 4.00 | 6.26 | | (iii) Reverse Repo (Fixed rate) | 25/05/2017 | 1 | 26/05/2017 | 244.19 | 6.00 | | (iv) Reverse Repo (Variable rate) | 07/04/2017 | 56 | 02/06/2017 | 17.00 | 6.24 | | | 28/04/2017 | 28 | 26/05/2017 | 57.00 | 6.24 | | | 02/05/2017 | 28 | 30/05/2017 | 46.50 | 6.24 | | | 03/05/2017 | 28 | 31/05/2017 | 148.00 | 6.24 | | | 04/05/2017 | 28 | 01/06/2017 | 94.00 | 6.24 | | | 05/05/2017 | 28 | 02/06/2017 | 2.00 | 6.24 | | | 09/05/2017 | 28 | 06/06/2017 | 34.52 | 6.24 | | | 11/05/2017 | 28 | 08/06/2017 | 3.50 | 6.24 | | | 12/05/2017 | 28 | 09/06/2017 | 10.00 | 6.24 | | | 12/05/2017 | 14 | 26/05/2017 | 100.04 | 6.24 | | | 16/05/2017 | 28 | 13/06/2017 | 10.00 | 6.24 | | | 16/05/2017 | 14 | 30/05/2017 | 100.06 | 6.24 | | | 17/05/2017 | 28 | 14/06/2017 | 13.00 | 6.24 | | | 17/05/2017 | 14 | 31/05/2017 | 186.75 | 6.24 | | | 18/05/2017 | 28 | 15/06/2017 | 45.00 | 6.24 | | | 18/05/2017 | 14 | 01/06/2017 | 239.50 | 6.24 | | | 19/05/2017 | 28 | 16/06/2017 | 52.00 | 6.24 | | | 19/05/2017 | 14 | 02/06/2017 | 143.00 | 6.24 | | | 19/05/2017 | 7 | 26/05/2017 | 250.04 | 6.24 | | | 22/05/2017 | 14 | 05/06/2017 | 75.25 | 6.24 | | | 22/05/2017 | 7 | 29/05/2017 | 100.03 | 6.23 | | | 23/05/2017 | 28 | 20/06/2017 | 52.10 | 6.24 | | | 23/05/2017 | 14 | 06/06/2017 | 236.18 | 6.24 | | | 23/05/2017 | 7 | 30/05/2017 | 244.00 | 6.24 | | | 24/05/2017 | 28 | 21/06/2017 | 23.00 | 6.24 | | | 24/05/2017 | 14 | 07/06/2017 | 71.92 | 6.24 | | | 24/05/2017 | 7 | 31/05/2017 | 44.55 | 6.24 | | | 25/05/2017 | 28 | 22/06/2017 | 58.00 | 6.24 | | | 25/05/2017 | 14 | 08/06/2017 | 298.80 | 6.24 | | | 25/05/2017 | 7 | 01/06/2017 | 301.11 | 6.24 | | D. Marginal Standing Facility | 25/05/2017 | 1 | 26/05/2017 | 0.00 | 6.50 | | E. Standing Liquidity Facility Availed from RBI $ | | | 17.82 | | | F. Cash Reserves Position of Scheduled Commercial Banks | | (i) Cash balances with RBI as on # | 22/05/2017 | 4,349.19 | | | (ii) Average daily cash reserve requirement for the fortnight ending | 26/05/2017 | 4,364.44 | | | G. Government of India Surplus Cash Balance Reckoned for Auction as on ¥ | 25/05/2017 | 0.00 | | | @ 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 | Ajit Prasad
Assistant Adviser | | Press Release : 2016-2017/3181 | |