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