| | (Amount in ₹ billion, Rate in Per cent) |
| | Volume | Wtd.Avg.Rate | Range | | (One Leg) | | | | A. Overnight Segment (I+II+III+IV) | 1,821.49 | 5.73 | 4.00-6.00 | | I. Call Money | 135.81 | 5.76 | 4.80-6.00 | | II. CBLO | 1,224.85 | 5.71 | 5.55-5.85 | | III. Market Repo | 460.82 | 5.77 | 4.00-6.00 | | IV. Repo in Corporate Bond | 0.00 | | - | | B. Term Segment | | | | | I. Notice Money** | 0.86 | 5.85 | 5.65-6.00 | | II. Term Money@@ | 6.76 | - | 5.75-6.70 | | III. CBLO | 3.00 | 5.95 | 5.95-5.95 | | IV. Market Repo | 10.57 | 5.82 | 5.50-5.98 | | V. Repo in Corporate Bond | 1.05 | 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) | 07/12/2017 | 1 | 08/12/2017 | 27.95 | 6.00 | | (ii) Repo (Variable rate) | 24/11/2017 | 14 | 08/12/2017 | 98.45 | 6.01 | | | 28/11/2017 | 14 | 12/12/2017 | 33.10 | 6.01 | | | 30/11/2017 | 15 | 15/12/2017 | 11.75 | 6.01 | | | 05/12/2017 | 14 | 19/12/2017 | 34.50 | 6.01 | | (iii) Reverse Repo (Fixed rate) | 07/12/2017 | 1 | 08/12/2017 | 290.19 | 5.75 | | (iv) Reverse Repo (Variable rate) | 10/11/2017 | 28 | 08/12/2017 | 0.00 | - | | | 15/11/2017 | 28 | 13/12/2017 | 0.00 | - | | | 17/11/2017 | 28 | 15/12/2017 | 2.00 | 5.98 | | | 24/11/2017 | 28 | 22/12/2017 | 0.00 | - | | | 24/11/2017 | 14 | 08/12/2017 | 31.00 | 5.99 | | | 29/11/2017 | 28 | 27/12/2017 | 0.00 | - | | | 29/11/2017 | 14 | 13/12/2017 | 75.04 | 5.99 | | | 30/11/2017 | 28 | 28/12/2017 | 0.00 | - | | | 30/11/2017 | 14 | 14/12/2017 | 107.05 | 5.99 | | | 04/12/2017 | 28 | 01/01/2018 | 1.00 | 5.99 | | | 04/12/2017 | 14 | 18/12/2017 | 69.00 | 5.99 | | | 04/12/2017 | 7 | 11/12/2017 | 305.35 | 5.99 | | | 05/12/2017 | 28 | 02/01/2018 | 0.00 | - | | | 05/12/2017 | 14 | 19/12/2017 | 22.00 | 5.99 | | | 05/12/2017 | 7 | 12/12/2017 | 150.00 | 5.985 | | | 06/12/2017 | 28 | 03/01/2018 | 0.00 | - | | | 06/12/2017 | 14 | 20/12/2017 | 51.25 | 5.99 | | | 06/12/2017 | 7 | 13/12/2017 | 81.98 | 5.99 | | | 07/12/2017 | 28 | 04/01/2018 | 0.00 | - | | | 07/12/2017 | 14 | 21/12/2017 | 81.06 | 5.99 | | | 07/12/2017 | 7 | 14/12/2017 | 146.91 | 5.99 | | D. Marginal Standing Facility | 07/12/2017 | 1 | 08/12/2017 | 0.00 | 6.25 | | E. Standing Liquidity Facility Availed from RBI $ | | | 14.51 | | | F. Cash Reserves Position of Scheduled Commercial Banks | | (i) Cash balances with RBI as on # | 04/12/2017 | 4,428.23 | | | (ii) Average daily cash reserve requirement for the fortnight ending | 08/12/2017 | 4,463.87 | | | G. Government of India Surplus Cash Balance Reckoned for Auction as on ¥ | 07/12/2017 | 0.00 | | | @ 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 : 2017-2018/1565 |
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