| (Amount in ₹ billion, Rate in Per cent) | | | Volume | Wtd.Avg.Rate | Range | | (One Leg) | | | A. Overnight Segment (I+II+III+IV) | 1,792.36 | 5.88 | 5.00-6.00 | I. Call Money | 106.30 | 5.84 | 5.00-6.00 | II. CBLO | 1,209.12 | 5.88 | 5.51-5.92 | III. Market Repo | 476.94 | 5.88 | 5.25-6.00 | IV. Repo in Corporate Bond | 0.00 | | - | B. Term Segment | | | | I. Notice Money** | 2.41 | 5.64 | 5.30-6.05 | II. Term Money@@ | 5.95 | - | 5.50-6.30 | III. CBLO | 0.70 | 5.75 | 5.75-5.75 | IV. Market Repo | 6.29 | 6.00 | 6.00-6.00 | V. Repo in Corporate Bond | 1.01 | 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) | 11/09/2017 | 1 | 12/09/2017 | 24.50 | 6.00 | (ii) Repo (Variable rate) | 29/08/2017 | 14 | 12/09/2017 | 4.25 | 6.01 | | 01/09/2017 | 14 | 15/09/2017 | 8.00 | 6.01 | | 05/09/2017 | 14 | 19/09/2017 | 6.75 | 6.01 | | 08/09/2017 | 14 | 22/09/2017 | 6.65 | 6.01 | (iii) Reverse Repo (Fixed rate) | 11/09/2017 | 1 | 12/09/2017 | 86.22 | 5.75 | (iv) Reverse Repo (Variable rate) | 16/08/2017 | 28 | 13/09/2017 | 40.25 | 5.99 | | 18/08/2017 | 28 | 15/09/2017 | 50.00 | 5.99 | | 23/08/2017 | 28 | 20/09/2017 | 3.00 | 5.99 | | 24/08/2017 | 28 | 21/09/2017 | 78.00 | 5.99 | | 28/08/2017 | 28 | 25/09/2017 | 11.00 | 5.99 | | 29/08/2017 | 28 | 26/09/2017 | 30.00 | 5.99 | | 29/08/2017 | 14 | 12/09/2017 | 200.07 | 5.99 | | 30/08/2017 | 28 | 27/09/2017 | 20.25 | 5.99 | | 30/08/2017 | 14 | 13/09/2017 | 156.30 | 5.99 | | 31/08/2017 | 28 | 28/09/2017 | 24.00 | 5.99 | | 31/08/2017 | 14 | 14/09/2017 | 220.40 | 5.99 | | 01/09/2017 | 28 | 29/09/2017 | 5.00 | 5.99 | | 01/09/2017 | 14 | 15/09/2017 | 222.75 | 5.99 | | 04/09/2017 | 25 | 29/09/2017 | 10.00 | 5.99 | | 04/09/2017 | 14 | 18/09/2017 | 150.05 | 5.99 | | 05/09/2017 | 28 | 03/10/2017 | 3.00 | 5.99 | | 05/09/2017 | 14 | 19/09/2017 | 105.40 | 5.99 | | 05/09/2017 | 7 | 12/09/2017 | 149.30 | 5.99 | | 06/09/2017 | 28 | 04/10/2017 | 0.00 | - | | 06/09/2017 | 14 | 20/09/2017 | 137.40 | 5.99 | | 06/09/2017 | 7 | 13/09/2017 | 159.20 | 5.99 | | 07/09/2017 | 28 | 05/10/2017 | 7.50 | 5.99 | | 07/09/2017 | 14 | 21/09/2017 | 150.05 | 5.99 | | 07/09/2017 | 7 | 14/09/2017 | 200.08 | 5.99 | | 08/09/2017 | 28 | 06/10/2017 | 4.00 | 5.99 | | 08/09/2017 | 14 | 22/09/2017 | 150.04 | 5.99 | | 08/09/2017 | 7 | 15/09/2017 | 150.04 | 5.98 | | 11/09/2017 | 28 | 09/10/2017 | 5.00 | 5.99 | | 11/09/2017 | 14 | 25/09/2017 | 49.50 | 5.99 | | 11/09/2017 | 7 | 18/09/2017 | 121.15 | 5.99 | D. Marginal Standing Facility | 11/09/2017 | 1 | 12/09/2017 | 0.00 | 6.25 | E. Standing Liquidity Facility Availed from RBI $ | | | 15.84 | | F. Cash Reserves Position of Scheduled Commercial Banks | (i) Cash balances with RBI as on # | 06/09/2017 | 4,560.34 | | | 07/09/2017 | 4,470.73 | | (ii) Average daily cash reserve requirement for the fortnight ending | 15/09/2017 | 4,379.79 | | G. Government of India Surplus Cash Balance Reckoned for Auction as on ¥ | 11/09/2017 | 1.67 | | @ 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 : 2017-2018/698 |
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