| (Amount in ₹ billion, Rate in Per cent) | | | Volume | Wtd.Avg.Rate | Range | | (One Leg) | | | A. Overnight Segment (I+II+III+IV) | 1,823.88 | 5.86 | 4.00-7.00 | I. Call Money | 140.64 | 5.86 | 4.85-6.05 | II. CBLO | 1,182.29 | 5.90 | 5.75-7.00 | III. Market Repo | 500.95 | 5.77 | 4.00-6.00 | IV. Repo in Corporate Bond | 0.00 | | - | B. Term Segment | | | | I. Notice Money** | 1.56 | 5.59 | 5.25-5.95 | II. Term Money@@ | 4.93 | - | 6.00-8.55 | III. CBLO | 0.00 | 0.00 | - | IV. Market Repo | 16.88 | 6.07 | 5.85-6.10 | V. Repo in Corporate Bond | 0.35 | 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) | 11/12/2017 | 1 | 12/12/2017 | 74.30 | 6.00 | (ii) Repo (Variable rate) | 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 | | 08/12/2017 | 14 | 22/12/2017 | 22.65 | 6.01 | (iii) Reverse Repo (Fixed rate) | 11/12/2017 | 1 | 12/12/2017 | 89.48 | 5.75 | (iv) Reverse Repo (Variable rate) | 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 | - | | 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 | | 05/12/2017 | 28 | 02/01/2018 | 0.00 | - | | 05/12/2017 | 14 | 19/12/2017 | 22.00 | 5.985 | | 05/12/2017 | 7 | 12/12/2017 | 150.00 | 5.99 | | 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 | | 08/12/2017 | 14 | 22/12/2017 | 6.50 | 5.99 | | 08/12/2017 | 7 | 15/12/2017 | 22.00 | 5.99 | | 11/12/2017 | 28 | 08/01/2018 | 20.00 | 5.99 | | 11/12/2017 | 11 | 22/12/2017 | 56.37 | 5.99 | | 11/12/2017 | 7 | 18/12/2017 | 17.00 | 5.99 | D. Marginal Standing Facility | 11/12/2017 | 1 | 12/12/2017 | 3.00 | 6.25 | E. Standing Liquidity Facility Availed from RBI $ | | | 17.68 | | F. Cash Reserves Position of Scheduled Commercial Banks | (i) Cash balances with RBI as on # | 06/12/2017 | 4,459.37 | | | 07/12/2017 | 4,349.72 | | (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 ¥ | 11/12/2017 | 102.00 | | @ 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 : 2017-2018/1595 |
|
|