| | (Amount in ₹ billion, Rate in Per cent) |
| | Volume | Wtd.Avg.Rate | Range | | (One Leg) | | | | A. Overnight Segment (I+II+III+IV) | 1,883.03 | 5.99 | 4.50-6.10 | | I. Call Money | 143.66 | 5.91 | 4.90-6.05 | | II. CBLO | 1,143.46 | 6.02 | 5.70-6.07 | | III. Market Repo | 595.92 | 5.96 | 4.50-6.10 | | IV. Repo in Corporate Bond | 0.00 | | - | | B. Term Segment | | | | | I. Notice Money** | 1.23 | 5.67 | 5.00-5.95 | | II. Term Money@@ | 5.73 | - | 5.80-6.40 | | III. CBLO | 0.70 | 5.90 | 5.90-5.90 | | IV. Market Repo | 0.45 | 5.75 | 5.75-5.75 | | V. Repo in Corporate Bond | 0.94 | 7.90 | 7.90-7.90 | | Auction Date | Tenor (Days) | Maturity Date | Amount Outstanding | Current Rate /
Cut off Rate | | C. Liquidity Adjustment Facility | | (i) Repo (Fixed Rate) | 09/08/2017 | 1 | 10/08/2017 | 93.60 | 6.00 | | (ii) Repo (Variable rate) | 28/07/2017 | 14 | 11/08/2017 | 4.50 | 6.26 | | | 01/08/2017 | 13 | 14/08/2017 | 4.50 | 6.26 | | | 04/08/2017 | 14 | 18/08/2017 | 10.00 | 6.01 | | | 08/08/2017 | 14 | 22/08/2017 | 4.75 | 6.01 | | (iii) Reverse Repo (Fixed rate) | 09/08/2017 | 1 | 10/08/2017 | 101.94 | 5.75 | | (iv) Reverse Repo (Variable rate) | 13/07/2017 | 28 | 10/08/2017 | 31.50 | 6.24 | | | 14/07/2017 | 28 | 11/08/2017 | 9.50 | 6.24 | | | 17/07/2017 | 28 | 14/08/2017 | 5.00 | 6.24 | | | 18/07/2017 | 27 | 14/08/2017 | 7.00 | 6.24 | | | 19/07/2017 | 28 | 16/08/2017 | 17.00 | 6.24 | | | 20/07/2017 | 27 | 16/08/2017 | 100.04 | 6.24 | | | 21/07/2017 | 28 | 18/08/2017 | 150.03 | 6.24 | | | 25/07/2017 | 28 | 22/08/2017 | 100.09 | 6.24 | | | 26/07/2017 | 28 | 23/08/2017 | 100.07 | 6.23 | | | 27/07/2017 | 28 | 24/08/2017 | 150.07 | 6.22 | | | 27/07/2017 | 14 | 10/08/2017 | 200.04 | 6.24 | | | 28/07/2017 | 27 | 24/08/2017 | 200.09 | 6.22 | | | 28/07/2017 | 14 | 11/08/2017 | 143.06 | 6.24 | | | 31/07/2017 | 28 | 28/08/2017 | 100.05 | 6.20 | | | 31/07/2017 | 14 | 14/08/2017 | 100.02 | 6.23 | | | 01/08/2017 | 28 | 29/08/2017 | 100.02 | 6.19 | | | 01/08/2017 | 13 | 14/08/2017 | 100.04 | 6.20 | | | 02/08/2017 | 28 | 30/08/2017 | 150.00 | 6.21 | | | 02/08/2017 | 14 | 16/08/2017 | 142.10 | 6.24 | | | 03/08/2017 | 28 | 31/08/2017 | 43.00 | 5.99 | | | 03/08/2017 | 13 | 16/08/2017 | 127.00 | 5.99 | | | 03/08/2017 | 7 | 10/08/2017 | 194.61 | 5.99 | | | 04/08/2017 | 28 | 01/09/2017 | 25.25 | 5.99 | | | 04/08/2017 | 14 | 18/08/2017 | 128.25 | 5.99 | | | 04/08/2017 | 7 | 11/08/2017 | 154.08 | 5.99 | | | 07/08/2017 | 28 | 04/09/2017 | 10.00 | 5.99 | | | 07/08/2017 | 14 | 21/08/2017 | 15.25 | 5.99 | | | 07/08/2017 | 7 | 14/08/2017 | 52.97 | 5.99 | | | 08/08/2017 | 28 | 05/09/2017 | 4.00 | 5.99 | | | 08/08/2017 | 14 | 22/08/2017 | 0.15 | 5.99 | | | 08/08/2017 | 6 | 14/08/2017 | 20.37 | 5.99 | | | 09/08/2017 | 7 | 16/08/2017 | 28.69 | 5.99 | | D. Marginal Standing Facility | 09/08/2017 | 1 | 10/08/2017 | 2.00 | 6.25 | | E. Standing Liquidity Facility Availed from RBI $ | | | 16.53 | | | F. Cash Reserves Position of Scheduled Commercial Banks | | (i) Cash balances with RBI as on # | 05/08/2017 | 4,334.63 | | | (ii) Average daily cash reserve requirement for the fortnight ending | 18/08/2017 | 4,352.67 | | | G. Government of India Surplus Cash Balance Reckoned for Auction as on ¥ | 09/08/2017 | 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 : 2017-2018/405 | |
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