Money Market Operation


(176 kb)
Date: 17 Oct 2017
Money Market Operations as on October 16, 2017

(Amount in ₹ billion, Rate in Per cent)

MONEY MARKETS @
Volume Wtd.Avg.Rate Range
(One Leg)
A. Overnight Segment (I+II+III+IV) 1,777.85 6.00 4.95-6.40
     I. Call Money 142.46 6.01 4.95-6.30
     II. CBLO 1,195.32 6.04 5.85-6.40
     III. Market Repo 440.08 5.89 5.00-6.15
     IV. Repo in Corporate Bond
0.00
 
-
B. Term Segment      
     I. Notice Money** 0.54 5.83 5.60-6.00
     II. Term Money@@ 1.02 - 5.75-6.30
     III. CBLO 5.00 6.01 6.01-6.02
     IV. Market Repo 1.00 5.75 5.75-5.75
     V. Repo in Corporate Bond 0.94 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) 16/10/2017 1 17/10/2017 190.41 6.00
   (ii) Repo (Variable rate) 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
  13/10/2017 14 27/10/2017 13.15 6.01
   (iii) Reverse Repo (Fixed rate) 16/10/2017 1 17/10/2017 59.94 5.75
   (iv) Reverse Repo (Variable rate) 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
  28/09/2017 28 26/10/2017 0.00 -
  29/09/2017 28 27/10/2017 0.00 -
  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
  05/10/2017 28 02/11/2017 7.50 5.99
  05/10/2017 13 18/10/2017 250.05 5.99
  06/10/2017 28 03/11/2017 5.00 5.99
  06/10/2017 12 18/10/2017 55.00 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
  11/10/2017 28 08/11/2017 25.00 5.99
  11/10/2017 14 25/10/2017 84.00 5.99
  11/10/2017 7 18/10/2017 186.12 5.99
  12/10/2017 28 09/11/2017 0.00 -
  12/10/2017 14 26/10/2017 88.25 5.99
  12/10/2017 6 18/10/2017 195.40 5.99
  13/10/2017 28 10/11/2017 0.00 -
  13/10/2017 14 27/10/2017 100.03 5.99
  13/10/2017 5 18/10/2017 90.95 5.99
D. Marginal Standing Facility 16/10/2017 1 17/10/2017 32.15 6.25
E. Standing Liquidity Facility Availed from RBI $    

18.38

 
RESERVE POSITION @
F. Cash Reserves Position  of Scheduled Commercial Banks
(i) Cash balances with RBI  as on # 11/10/2017 4,373.35  
  12/10/2017 4,423.27  
(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 ¥ 16/10/2017 31.55  
@ 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 : 2017-2018/1055

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