| | (Amount in ₹ billion, Rate in Per cent) |
| | Volume | Wtd.Avg.Rate | Range | | (One Leg) | | | | A. Overnight Segment (I+II+III+IV) | 1,799.55 | 5.93 | 5.00-6.15 | | I. Call Money | 125.16 | 5.95 | 5.00-6.10 | | II. CBLO | 1,219.78 | 5.98 | 5.83-6.14 | | III. Market Repo | 453.60 | 5.80 | 5.00-6.15 | | IV. Repo in Corporate Bond | 1.00 | 6.00 | 6.00-6.00 | | B. Term Segment | | | | | I. Notice Money** | 1.15 | 5.80 | 5.50-6.00 | | II. Term Money@@ | 7.38 | - | 5.90-6.40 | | III. CBLO | 0.30 | 5.90 | 5.90-5.90 | | IV. Market Repo | 8.50 | 6.12 | 6.12-6.12 | | V. Repo in Corporate Bond | 1.05 | 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) | 09/10/2017 | 1 | 10/10/2017 | 187.64 | 6.00 | | (ii) Repo (Variable rate) | 26/09/2017 | 14 | 10/10/2017 | 19.00 | 6.01 | | | 29/09/2017 | 14 | 13/10/2017 | 38.65 | 6.01 | | | 03/10/2017 | 14 | 17/10/2017 | 6.25 | 6.01 | | | 06/10/2017 | 12 | 18/10/2017 | 7.40 | 6.01 | | (iii) Reverse Repo (Fixed rate) | 09/10/2017 | 1 | 10/10/2017 | 56.65 | 5.75 | | (iv) Reverse Repo (Variable rate) | 12/09/2017 | 28 | 10/10/2017 | 40.50 | 5.99 | | | 13/09/2017 | 28 | 11/10/2017 | 25.00 | 5.99 | | | 14/09/2017 | 28 | 12/10/2017 | 0.00 | - | | | 15/09/2017 | 28 | 13/10/2017 | 0.00 | - | | | 19/09/2017 | 28 | 17/10/2017 | 12.00 | 5.99 | | | 20/09/2017 | 28 | 18/10/2017 | 0.00 | - | | | 21/09/2017 | 27 | 18/10/2017 | 50.00 | 5.99 | | | 22/09/2017 | 26 | 18/10/2017 | 0.00 | - | | | 26/09/2017 | 28 | 24/10/2017 | 10.00 | 5.99 | | | 26/09/2017 | 14 | 10/10/2017 | 70.00 | 5.99 | | | 27/09/2017 | 14 | 11/10/2017 | 70.00 | 5.99 | | | 28/09/2017 | 28 | 26/10/2017 | 0.00 | - | | | 28/09/2017 | 14 | 12/10/2017 | 70.00 | 5.99 | | | 29/09/2017 | 28 | 27/10/2017 | 0.00 | - | | | 29/09/2017 | 14 | 13/10/2017 | 30.00 | 5.99 | | | 03/10/2017 | 28 | 31/10/2017 | 37.50 | 5.99 | | | 03/10/2017 | 14 | 17/10/2017 | 153.75 | 5.99 | | | 03/10/2017 | 7 | 10/10/2017 | 399.00 | 5.99 | | | 04/10/2017 | 28 | 01/11/2017 | 2.00 | 5.99 | | | 04/10/2017 | 14 | 18/10/2017 | 100.00 | 5.99 | | | 04/10/2017 | 7 | 11/10/2017 | 208.48 | 5.99 | | | 05/10/2017 | 28 | 02/11/2017 | 7.50 | 5.99 | | | 05/10/2017 | 13 | 18/10/2017 | 250.05 | 5.99 | | | 05/10/2017 | 7 | 12/10/2017 | 381.88 | 5.99 | | | 06/10/2017 | 28 | 03/11/2017 | 5.00 | 5.99 | | | 06/10/2017 | 12 | 18/10/2017 | 55.00 | 5.99 | | | 06/10/2017 | 7 | 13/10/2017 | 127.13 | 5.99 | | D. Marginal Standing Facility | 09/10/2017 | 1 | 10/10/2017 | 32.70 | 6.25 | | E. Standing Liquidity Facility Availed from RBI $ | | | 19.28 | | | F. Cash Reserves Position of Scheduled Commercial Banks | | (i) Cash balances with RBI as on # | 04/10/2017 | 4,538.49 | | | (ii) Average daily cash reserve requirement for the fortnight ending | 13/10/2017 | 4,415.39 | | | G. Government of India Surplus Cash Balance Reckoned for Auction as on ¥ | 09/10/2017 | 71.30 | | | @ 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 : 2017-2018/969 |
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