| (Amount in ₹ billion, Rate in Per cent) | | | Volume | Wtd.Avg.Rate | Range | | (One Leg) | | | A. Overnight Segment (I+II+III+IV) | 1,754.11 | 5.84 | 3.99-6.25 | I. Call Money | 197.62 | 5.92 | 4.75-6.10 | II. CBLO | 1,128.04 | 5.83 | 5.60-5.97 | III. Market Repo | 426.45 | 5.83 | 3.99-6.00 | IV. Repo in Corporate Bond | 2.00 | 6.25 | 6.25-6.25 | B. Term Segment | | | | I. Notice Money** | 3.35 | 6.64 | 4.75-7.40 | II. Term Money@@ | 3.84 | - | 6.40-7.55 | III. CBLO | 0.20 | 6.25 | 6.25-6.25 | IV. Market Repo | 23.70 | 5.97 | 5.70-6.20 | V. Repo in Corporate Bond | 0.86 | 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) | 20/03/2018 | 1 | 21/03/2018 | 34.60 | 6.00 | (ii) Repo (Variable rate) | 09/03/2018 | 14 | 23/03/2018 | 45.75 | 6.01 | | 13/03/2018 | 14 | 27/03/2018 | 60.50 | 6.01 | | 16/03/2018 | 12 | 28/03/2018 | 94.75 | 6.01 | | 20/03/2018 | 14 | 03/04/2018 | 220.02 | 6.01 | | 21/02/2018 | 41 | 03/04/2018 | 250.05 | 6.01 | | 06/03/2018 | 31 | 06/04/2018 | 233.05 | 6.01 | | 13/03/2018 | 28 | 10/04/2018 | 250.05 | 6.02 | | 20/03/2018 | 24 | 13/04/2018 | 250.05 | 6.02 | (iii) Reverse Repo (Fixed rate) | 20/03/2018 | 1 | 21/03/2018 | 203.67 | 5.75 | (iv) Reverse Repo (Variable rate) | 12/03/2018 | 14 | 26/03/2018 | 25.15 | 5.99 | | 13/03/2018 | 14 | 27/03/2018 | 0.30 | 5.99 | | 14/03/2018 | 14 | 28/03/2018 | 0.15 | 5.99 | | 14/03/2018 | 7 | 21/03/2018 | 327.40 | 5.99 | | 15/03/2018 | 7 | 22/03/2018 | 27.08 | 5.99 | | 19/03/2018 | 7 | 26/03/2018 | 59.60 | 5.99 | | 20/03/2018 | 7 | 27/03/2018 | 229.02 | 5.99 | | 20/03/2018 | 1 | 21/03/2018 | 174.78 | 5.99 | D. Marginal Standing Facility | 20/03/2018 | 1 | 21/03/2018 | 2.48 | 6.25 | E. Standing Liquidity Facility Availed from RBI $ | | | 23.23 | | F. Cash Reserves Position of Scheduled Commercial Banks | (i) Cash balances with RBI as on # | 17/03/2018 | 4,644.02 | | (ii) Average daily cash reserve requirement for the fortnight ending | 30/03/2018 | 4,620.20 | | G. Government of India Surplus Cash Balance Reckoned for Auction as on ¥ | 20/03/2018 | 1,404.22 | | @ 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 : 2017-2018/2503 |
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