Money Market Operation


(177 kb)
Date: 22 Nov 2017
Money Market Operations as on November 21, 2017

(Amount in ₹ billion, Rate in Per cent)

MONEY MARKETS @
Volume Wtd.Avg.Rate Range
(One Leg)
A. Overnight Segment (I+II+III+IV) 1,980.57 5.98 4.50-6.15
     I. Call Money 130.67 5.89 4.90-6.10
     II. CBLO 1,378.89 6.01 5.70-6.15
     III. Market Repo 471.02 5.91 4.50-6.15
     IV. Repo in Corporate Bond
0.00
 
-
B. Term Segment      
     I. Notice Money** 2.88 5.70 5.25-6.05
     II. Term Money@@ 4.85 - 6.15-8.00
     III. CBLO 0.00 - -
     IV. Market Repo 8.63 5.93 5.50-6.01
     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) 21/11/2017 1 22/11/2017 178.12 6.00
   (ii) Repo (Variable rate) 10/11/2017 14 24/11/2017 133.65 6.01
  14/11/2017 14 28/11/2017 93.00 6.01
  17/11/2017 13 30/11/2017 157.65 6.01
  21/11/2017 14 05/12/2017 123.00 6.01
   (iii) Reverse Repo (Fixed rate) 21/11/2017 1 22/11/2017 81.77 5.75
   (iv) Reverse Repo (Variable rate) 25/10/2017 28 22/11/2017 0.00 -
  26/10/2017 28 23/11/2017 0.00 -
  27/10/2017 28 24/11/2017 20.00 5.99
  01/11/2017 28 29/11/2017 36.00 5.99
  02/11/2017 28 30/11/2017 0.00 -
  03/11/2017 27 30/11/2017 5.00 5.99
  06/11/2017 28 04/12/2017 15.00 5.99
  08/11/2017 14 22/11/2017 30.00 5.99
  09/11/2017 28 07/12/2017 0.00 -
  09/11/2017 14 23/11/2017 57.00 5.99
  10/11/2017 28 08/12/2017 0.00 -
  10/11/2017 14 24/11/2017 30.65 5.99
  13/11/2017 14 27/11/2017 65.05 5.99
  14/11/2017 14 28/11/2017 11.00 5.99
  15/11/2017 28 13/12/2017 0.00 -
  15/11/2017 14 29/11/2017 82.50 5.99
  15/11/2017 7 22/11/2017 200.04 5.99
  16/11/2017 14 30/11/2017 6.65 5.99
  16/11/2017 7 23/11/2017 36.94 5.99
  17/11/2017 28 15/12/2017 2.00 5.98
  17/11/2017 13 30/11/2017 65.04 5.99
  17/11/2017 7 24/11/2017 150.05 5.98
D. Marginal Standing Facility 21/11/2017 1 22/11/2017 5.35 6.25
E. Standing Liquidity Facility Availed from RBI $     16.19  
RESERVE POSITION @
F. Cash Reserves Position  of Scheduled Commercial Banks
(i) Cash balances with RBI  as on # 17/11/2017 4,651.39  
(ii) Average daily  cash reserve  requirement  for the fortnight ending 24/11/2017 4,448.81  
G. Government of India Surplus Cash Balance Reckoned for Auction as on ¥ 21/11/2017 507.30  
@ 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 : 2017-2018/1398

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