Volume (One Leg)
Weighted
Average Rate
Range A. Overnight Segment (I+II+III+IV)
3,02,270.26
4.62
1.00-5.25
I. Call Money
12,518.04
5.00
3.70-5.25
II. Triparty Repo
2,19,402.40
4.58
4.00-5.10
III. Market Repo
69,709.82
4.68
1.00-5.15
IV. Repo in Corporate Bond
640.00
4.99
4.95-5.00 B. Term Segment
I. Notice Money**
65.35
4.93
4.40-5.20
II. Term Money@@
193.95
-
5.15-5.50
III. Triparty Repo
4,500.00
4.95
4.85-5.00
IV. Market Repo
350.00
3.50
3.50-3.50
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) Wed, 11/12/2019
1
Thu, 12/12/2019
3,362.00
5.15 (ii) Repo (Variable rate) (ii.a) Regular 14-day Fri, 29/11/2019
14
Fri, 13/12/2019
175.00
5.16 Tue, 03/12/2019
14
Tue, 17/12/2019
0.00
- Fri, 06/12/2019
14
Fri, 20/12/2019
10,400.00
5.16 Tue, 10/12/2019
14
Tue, 24/12/2019
5,000.00
5.16 (ii.b) Others
-
-
-
-
- (iii) Reverse Repo (Fixed rate) Wed, 11/12/2019
1
Thu, 12/12/2019
17,292.00
4.90 (iv) Reverse Repo (Variable rate) Wed, 11/12/2019
1
Thu, 12/12/2019
2,46,477.00
5.14 Thu, 07/11/2019
35
Thu, 12/12/2019
25,004.00
5.12 Mon, 04/11/2019
42
Mon, 16/12/2019
25,007.00
5.13 D. Marginal Standing Facility (MSF) Wed, 11/12/2019
1
Thu, 12/12/2019
3,100.00
5.40 E. Standing Liquidity Facility (SLF) Availed from RBI $
1,403 F. Net liquidity injected [injection (+)/absorption (-)] *
-2,90,340 RESERVE POSITION @ G. Cash Reserves Position of Scheduled Commercial Banks (i) Cash balances with RBI as on # 11/12/2019
5,18,079.04 (ii) Average daily cash reserve requirement for the fortnight ending
20/12/2019
5,29,022.00 H. Government of India Surplus Cash Balance Reckoned for Auction as on
11/12/2019
0.00 @ 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 # 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 * Net liquidity is calculated as Repo+MSF+SLF-Reverse Repo. MUM JMF JMF