RBI-MONEY MARKET OPERATION

Mumbai, Dec 30 () Money Market Operations as on Dec 27,2019 (Amount in ? billion, Rate in Per cent) MONEY MARKETS @

Volume (One Leg)

Weighted

Average Rate

Range A. Overnight Segment (I+II+III+IV)

296,631.09

4.56

3.00-5.30

I. Call Money

16,870.05

5.11

3.40-5.30

II. Triparty Repo

206,237.10

4.50

4.25-4.91

III. Market Repo

73,523.94

4.59

3.00-4.90

IV. Repo in Corporate Bond

0.00

- B. Term Segment

I. Notice Money**

58.15

5.09

4.35-5.25

II. Term Money@@

349.50

-

5.45-5.65

III. Triparty Repo

0.00

-

-

IV. Market Repo

10.00

3.00

3.00-3.00

V. Repo in Corporate Bond

0.00

- RBI OPERATIONS@

Auction Date

Tenor (Days)

Maturity Date

Amount Outstanding

Current Rate / Cut off Rate C. Liquidity Adjustment Facility (LAF) (i) Repo (Fixed Rate) Fri, 27/12/2019

3

Mon, 30/12/2019

2,894.00

5.15 (ii) Repo (Variable rate) (ii.a) Regular 14-day Tue, 17/12/2019

14

Tue, 31/12/2019

4,000.00

5.16 Fri, 20/12/2019

14

Fri, 03/01/2020

10,175.00

5.16 Tue, 24/12/2019

14

Tue, 07/01/2020

12,050.00

5.16 Fri, 27/12/2019

14

Fri, 10/01/2020

1,350.00

5.16 (ii.b) Others

-

-

-

-

- (iii) Reverse Repo (Fixed rate) (iii.a) Reverse Repo (Regular) Fri, 27/12/2019

3

Mon, 30/12/2019

27,583.00

4.90 (iii.b) Reverse Repo (Additional)& Fri, 27/12/2019

3

Mon, 30/12/2019

8,999.00

4.90 (iv) Reverse Repo (Variable rate) Fri, 27/12/2019

3

Mon, 30/12/2019

239,769.00

5.14 D. Marginal Standing Facility (MSF) (i) MSF (Regular) Fri, 27/12/2019

3

Mon, 30/12/2019

2,572.00

5.40 (ii) MSF (Additional)& Fri, 27/12/2019

3

Mon, 30/12/2019

250.00

5.40 E. Standing Liquidity Facility (SLF) Availed from RBI $

1,615 F. Net liquidity injected [injection (+)/absorption (-)] *

-2,41,445 RESERVE POSITION @ G. Cash Reserves Position of Scheduled Commercial Banks (i) Cash balances with RBI as on 27/12/2019

541,417.41 (ii) Average daily cash reserve requirement for the fortnight ending

03/01/2020

537,344.00 H. Government of India Surplus Cash Balance Reckoned for Auction as on

27/12/2019

8,068.00 @ Based on Reserve Bank of India (RBI) / Clearing Corporation of India Limited (CCIL). - 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 $ Includes refinance facilities extended by RBI As per the Press Release No. 2014-2015/1971 dated March 19, 2015 & As per the Press Release No. 2019-2020/1432 dated December 13, 2019 * Net liquidity is calculated as Repo+MSF+SLF-Reverse Repo. MUM JMF JMF