Money Market Operation


(178 kb)
Date: 21 Sep 2017
Money Market Operations as on September 20, 2017

(Amount in ₹ billion, Rate in Per cent)

MONEY MARKETS @
Volume Wtd.Avg.Rate Range
(One Leg)
A. Overnight Segment (I+II+III+IV) 1,780.51 5.92 3.00-6.05
     I. Call Money 149.25 5.89 5.00-6.05
     II. CBLO 1,118.85 5.96 5.51-6.01
     III. Market Repo 512.41 5.85 3.00-6.05
     IV. Repo in Corporate Bond
0.00
 
-
B. Term Segment      
     I. Notice Money** 3.35 5.73 5.30-6.22
     II. Term Money@@ 2.15 - 5.90-6.70
     III. CBLO 2.00 5.90 5.90-5.90
     IV. Market Repo 4.68 6.01 6.01-6.01
     V. Repo in Corporate Bond 1.05 7.90 7.90-7.90
RBI OPERATIONS@
Auction Date Tenor (Days) Maturity Date Amount Outstanding Current Rate /
Cut off Rate
C. Liquidity Adjustment Facility
   (i) Repo (Fixed Rate) 20/09/2017 1 21/09/2017 24.75 6.00
   (ii) Repo (Variable rate) 08/09/2017 14 22/09/2017 6.65 6.01
  12/09/2017 14 26/09/2017 4.00 6.01
  15/09/2017 14 29/09/2017 31.50 6.01
  19/09/2017 14 03/10/2017 65.75 6.01
   (iii) Reverse Repo (Fixed rate) 20/09/2017 1 21/09/2017 25.46 5.75
   (iv) Reverse Repo (Variable rate) 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
  30/08/2017 28 27/09/2017 20.25 5.99
  31/08/2017 28 28/09/2017 24.00 5.99
  01/09/2017 28 29/09/2017 5.00 5.99
  04/09/2017 25 29/09/2017 10.00 5.99
  05/09/2017 28 03/10/2017 3.00 5.99
  06/09/2017 28 04/10/2017 0.00 -
  07/09/2017 28 05/10/2017 7.50 5.99
  07/09/2017 14 21/09/2017 150.05 5.99
  08/09/2017 28 06/10/2017 4.00 5.99
  08/09/2017 14 22/09/2017 150.04 5.99
  11/09/2017 28 09/10/2017 5.00 5.99
  11/09/2017 14 25/09/2017 49.50 5.99
  12/09/2017 28 10/10/2017 40.50 5.99
  12/09/2017 14 26/09/2017 112.30 5.99
  13/09/2017 28 11/10/2017 25.00 5.99
  13/09/2017 14 27/09/2017 87.70 5.99
  14/09/2017 28 12/10/2017 0.00 -
  14/09/2017 14 28/09/2017 200.06 5.99
  14/09/2017 7 21/09/2017 162.61 5.99
  15/09/2017 28 13/10/2017 0.00 -
  15/09/2017 14 29/09/2017 86.25 5.99
  15/09/2017 7 22/09/2017 0.50 5.99
  19/09/2017 28 17/10/2017 12.00 5.99
  19/09/2017 14 03/10/2017 5.00 5.99
  19/09/2017 7 26/09/2017 81.70 5.99
  20/09/2017 28 18/10/2017 0.00 -
  20/09/2017 14 04/10/2017 144.50 5.99
  20/09/2017 7 27/09/2017 173.09 5.99
D. Marginal Standing Facility 20/09/2017 1 21/09/2017 0.00 6.25
E. Standing Liquidity Facility Availed from RBI $    

18.60

 
RESERVE POSITION @
F. Cash Reserves Position  of Scheduled Commercial Banks
(i) Cash balances with RBI  as on # 16/09/2017 4,254.10  
(ii) Average daily  cash reserve  requirement  for the fortnight ending 29/09/2017 4,425.07  
G. Government of India Surplus Cash Balance Reckoned for Auction as on ¥ 20/09/2017 107.90  
@ 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 : 2017-2018/791

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