| (Amount in ₹ billion, Rate in Per cent) | | | Volume | Wtd.Avg.Rate | Range | | (One Leg) | | | A. Overnight Segment (I+II+III+IV) | 2,041.38 | 5.98 | 1.00-6.15 | I. Call Money | 164.93 | 5.96 | 5.00-6.15 | II. CBLO | 1,312.70 | 5.98 | 5.76-6.04 | III. Market Repo | 563.75 | 5.97 | 1.00-6.10 | IV. Repo in Corporate Bond | 0.00 | | - | B. Term Segment | | | | I. Notice Money** | 3.60 | 6.10 | 5.25-6.35 | II. Term Money@@ | 6.15 | - | 5.70-7.30 | III. CBLO | 3.46 | 5.87 | 5.85-5.90 | IV. Market Repo | 6.79 | 6.00 | 6.00-6.00 | V. Repo in Corporate Bond | 0.76 | 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) | 20/02/2018 | 1 | 21/02/2018 | 58.25 | 6.00 | (ii) Repo (Variable rate) | 09/02/2018 | 14 | 23/02/2018 | 90.50 | 6.01 | | 12/02/2018 | 15 | 27/02/2018 | 134.00 | 6.01 | | 15/02/2018 | 7 | 22/02/2018 | 187.40 | 6.01 | | 16/02/2018 | 13 | 01/03/2018 | 91.75 | 6.01 | | 20/02/2018 | 14 | 06/03/2018 | 157.75 | 6.01 | (iii) Reverse Repo (Fixed rate) | 20/02/2018 | 1 | 21/02/2018 | 56.06 | 5.75 | (iv) Reverse Repo (Variable rate) | 31/01/2018 | 28 | 28/02/2018 | 0.00 | - | | 14/02/2018 | 7 | 21/02/2018 | 2.90 | 5.99 | | 15/02/2018 | 14 | 01/03/2018 | 0.50 | 5.99 | | 15/02/2018 | 7 | 22/02/2018 | 21.45 | 5.99 | | 16/02/2018 | 7 | 23/02/2018 | 254.74 | 5.99 | D. Marginal Standing Facility | 20/02/2018 | 1 | 21/02/2018 | 7.85 | 6.25 | E. Standing Liquidity Facility Availed from RBI $ | | | 12.02 | | F. Cash Reserves Position of Scheduled Commercial Banks | (i) Cash balances with RBI as on # | 16/02/2018 | 4,504.29 | | (ii) Average daily cash reserve requirement for the fortnight ending | 16/02/2018 | 4,513.91 | | G. Government of India Surplus Cash Balance Reckoned for Auction as on ¥ | 20/02/2018 | 661.40 | | @ 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 : 2017-2018/2252 |
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