| (Amount in ₹ billion, Rate in Per cent) | | | Volume | Wtd.Avg.Rate | Range | | (One Leg) | | | A. Overnight Segment (I+II+III+IV) | 1,951.35 | 5.97 | 4.75-6.25 | I. Call Money | 137.13 | 5.95 | 4.95-6.15 | II. CBLO | 1,314.89 | 5.96 | 5.75-6.01 | III. Market Repo | 498.83 | 5.98 | 4.75-6.15 | IV. Repo in Corporate Bond | 0.50 | 6.25 | 6.25-6.25 | B. Term Segment | | | | I. Notice Money** | 0.40 | 5.58 | 5.25-6.03 | II. Term Money@@ | 2.82 | - | 6.10-7.20 | III. CBLO | 0.00 | - | - | IV. Market Repo | 0.00 | - | - | V. Repo in Corporate Bond | 0.86 | 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) | 21/02/2018 | 1 | 22/02/2018 | 36.27 | 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 | | 21/02/2018 | 41 | 03/04/2018 | 250.05 | 6.01 | (iii) Reverse Repo (Fixed rate) | 21/02/2018 | 1 | 22/02/2018 | 88.37 | 5.75 | (iv) Reverse Repo (Variable rate) | 31/01/2018 | 28 | 28/02/2018 | 0.00 | - | | 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 | 21/02/2018 | 1 | 22/02/2018 | 0.00 | 6.25 | E. Standing Liquidity Facility Availed from RBI $ | | | 10.32 | | F. Cash Reserves Position of Scheduled Commercial Banks | (i) Cash balances with RBI as on # | 17/02/2018 | 4,678.32 | | (ii) Average daily cash reserve requirement for the fortnight ending | 02/03/2018 | 4,575.66 | | G. Government of India Surplus Cash Balance Reckoned for Auction as on ¥ | 21/02/2018 | 911.45 | | @ 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 | Anirudha D. Jadhav Assistant Manager | Press Release : 2017-2018/2269 |
|
|