| (Amount in ₹ billion, Rate in Per cent) | | | Volume | Wtd.Avg.Rate | Range | | (One Leg) | | | A. Overnight Segment (I+II+III+IV) | 1,908.66 | 5.95 | 4.75-6.10 | I. Call Money | 104.60 | 5.89 | 4.95-6.05 | II. CBLO | 1,290.19 | 5.98 | 5.70-6.02 | III. Market Repo | 513.87 | 5.87 | 4.75-6.10 | IV. Repo in Corporate Bond | 0.00 | | - | B. Term Segment | | | | I. Notice Money** | 1.31 | 5.95 | 5.50-6.07 | II. Term Money@@ | 1.01 | - | 5.90-6.22 | III. CBLO | 2.13 | 5.85 | 5.85-5.85 | IV. Market Repo | 14.13 | 5.72 | 5.50-6.01 | V. Repo in Corporate Bond | 0.70 | 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) | 10/10/2017 | 1 | 11/10/2017 | 43.07 | 6.00 | (ii) Repo (Variable rate) | 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 | | 10/10/2017 | 14 | 24/10/2017 | 4.75 | 6.01 | (iii) Reverse Repo (Fixed rate) | 10/10/2017 | 1 | 11/10/2017 | 169.30 | 5.75 | (iv) Reverse Repo (Variable rate) | 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 | | 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 | | 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 | | 10/10/2017 | 28 | 07/11/2017 | 20.00 | 5.99 | | 10/10/2017 | 14 | 24/10/2017 | 57.00 | 5.99 | | 10/10/2017 | 7 | 17/10/2017 | 62.25 | 5.99 | | 10/10/2017 | 1 | 11/10/2017 | 0.00 | - | D. Marginal Standing Facility | 10/10/2017 | 1 | 11/10/2017 | 0.00 | 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 # | 05/10/2017 | 4,506.64 | | | 06/10/2017 | 4,517.46 | | (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 ¥ | 10/10/2017 | 57.05 | | @ 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 : 2017-2018/987 |
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