Volume (One Leg)
Weighted
Average Rate
Range A. Overnight Segment (I+II+III+IV)
3,10,554.19
4.65
2.00-5.30
I. Call Money
18,524.33
5.13
3.60-5.30
II. Triparty Repo
2,18,403.65
4.58
3.40-4.88
III. Market Repo
73,626.21
4.75
2.00-4.95
IV. Repo in Corporate Bond
0.00
- B. Term Segment
I. Notice Money**
258.34
5.01
4.35-5.25
II. Term Money@@
857.75
-
5.15-6.00
III. Triparty Repo
160.00
4.55
4.51-4.55
IV. Market Repo
0.00
-
-
V. Repo in Corporate Bond
441.50
5.32
5.05-7.90 RBI OPERATIONS@
Auction Date
Tenor (Days)
Maturity Date
Amount Outstanding
Current Rate / Cut off Rate C. Liquidity Adjustment Facility (LAF) (i) Repo (Fixed Rate) Thu, 26/12/2019
1
Fri, 27/12/2019
5,135.00
5.15 (ii) Repo (Variable rate) (ii.a) Regular 14-day Fri, 13/12/2019
14
Fri, 27/12/2019
2,200.00
5.16 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 (ii.b) Others
-
-
-
-
- (iii) Reverse Repo (Fixed rate) (iii.a) Reverse Repo (Regular) Thu, 26/12/2019
1
Fri, 27/12/2019
23,748.00
4.90 (iii.b) Reverse Repo (Additional)& Thu, 26/12/2019
1
Fri, 27/12/2019
15,415.00
4.90 (iv) Reverse Repo (Variable rate) Thu, 26/12/2019
1
Fri, 27/12/2019
2,33,586.00
5.14 D. Marginal Standing Facility (MSF) (i) MSF (Regular) Thu, 26/12/2019
1
Fri, 27/12/2019
2,328.00
5.40 (ii) MSF (Additional)& Thu, 26/12/2019
1
Fri, 27/12/2019
800.00
5.40 E. Standing Liquidity Facility (SLF) Availed from RBI $
1,615 F. Net liquidity injected [injection (+)/absorption (-)] *
-2,34,446 RESERVE POSITION @ G. Cash Reserves Position of Scheduled Commercial Banks (i) Cash balances with RBI as on 26/12/2019
5,34,239.43 (ii) Average daily cash reserve requirement for the fortnight ending
03/01/2020
5,37,344.00 H. Government of India Surplus Cash Balance Reckoned for Auction as on
26/12/2019
22,490.00 @ 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