| | (Amount in ₹ crore, Rate in Per cent) |
| | | Volume
(One Leg) | Weighted
Average Rate | Range | | A. Overnight Segment (I+II+III+IV) | 3,00,784.48 | 3.09 | 1.80-5.30 | | I. Call Money | 6,480.26 | 3.14 | 1.80-3.50 | | II. Triparty Repo | 2,02,813.75 | 3.08 | 3.05-3.38 | | III. Market Repo | 91,015.47 | 3.09 | 2.50-3.25 | | IV. Repo in Corporate Bond | 475.00 | 3.61 | 3.20-5.30 | | B. Term Segment | | | | | I. Notice Money** | 489.13 | 3.11 | 2.55-3.50 | | II. Term Money@@ | 500.00 | - | 3.20-3.65 | | III. Triparty Repo | 0.00 | - | - | | IV. Market Repo | 0.00 | - | - | | V. Repo in Corporate Bond | 1,768.29 | 4.10 | 4.10-4.10 | | | | Auction Date | Tenor (Days) | Maturity Date | Amount | Current Rate /
Cut off Rate | | C. Liquidity Adjustment Facility (LAF) & Marginal Standing Facility (MSF) | | I. Today's Operations | | 1. Fixed Rate | | | | | | | (i) Repo&& | | | | | | | (ii) Reverse Repo | Thu, 22/10/2020 | 1 | Fri, 23/10/2020 | 5,41,262.00 | 3.35 | | 2. Variable Rate& | | | | | | | (I) Main Operation | | | | | | | (a) Reverse Repo | | | | | | | (II) Fine Tuning Operations | | | | | | | (a) Repo | | | | | | | (b) Reverse Repo | - | - | - | - | - | | 3. MSF | Thu, 22/10/2020 | 1 | Fri, 23/10/2020 | 0.00 | 4.25 | | 4. Long-Term Repo Operations | - | | - | | - | | 5. Targeted Long Term Repo Operations | - | - | - | - | - | | 6. Targeted Long Term Repo Operations 2.0 | - | - | - | - | - | 7. Net liquidity injected from today's operations
[injection (+)/absorption (-)]* | | | | -5,41,262.00 | | | II. Outstanding Operations | | 1. Fixed Rate | | | | | | | (i) Repo&& | Fri, 11/09/2020 | 56 | Fri, 06/11/2020 | 1,000.00 | 4.00 | | | Mon, 14/09/2020 | 56 | Mon, 09/11/2020 | 0.00 | - | | (ii) Reverse Repo | | | | | | | 2. Variable Rate& | | | | | | | (I) Main Operation | | | | | | | (a) Reverse Repo | | | | | | | (II) Fine Tuning Operations | | | | | | | (a) Repo | | | | | | | (b) Reverse Repo | | | | | | | 3. MSF | | | | | | | 4. Long-Term Repo Operations | Mon, 24/02/2020 | 365 | Tue, 23/02/2021 | 15.00# | 5.15 | | | Mon, 17/02/2020 | 1095 | Thu, 16/02/2023 | 499.00# | 5.15 | | | Mon, 02/03/2020 | 1094 | Wed, 01/03/2023 | 253.00# | 5.15 | | | Mon, 09/03/2020 | 1093 | Tue, 07/03/2023 | 484.00# | 5.15 | | | Wed, 18/03/2020 | 1094 | Fri, 17/03/2023 | 294.00# | 5.15 | | 5. Targeted Long Term Repo Operations | Fri, 27/03/2020 | 1092 | Fri, 24/03/2023 | 25,009.00 | 4.40 | | | Fri, 03/04/2020 | 1095 | Mon, 03/04/2023 | 25,016.00 | 4.40 | | | Thu, 09/04/2020 | 1093 | Fri, 07/04/2023 | 25,016.00 | 4.40 | | | Fri, 17/04/2020 | 1091 | Thu, 13/04/2023 | 25,009.00 | 4.40 | | 6. Targeted Long Term Repo Operations 2.0 | Thu, 23/04/2020 | 1093 | Fri, 21/04/2023 | 12,850.00 | 4.40 | | D. Standing Liquidity Facility (SLF) Availed from RBI$ | | | | 36,487.91 | | | E. Net liquidity injected from outstanding operations [injection (+)/absorption (-)]* | | | 1,51,932.91 | | | F. Net liquidity injected (outstanding including today's operations) [injection (+)/absorption (-)]* | | | -3,89,329.09 | | | G. Cash Reserves Position of Scheduled Commercial Banks | | (i) Cash balances with RBI as on | 22/10/2020 | 4,33,590.71 | | | (ii) Average daily cash reserve requirement for the fortnight ending | 23/10/2020 | 4,32,957.00 | | | H. Government of India Surplus Cash Balance Reckoned for Auction as on¥ | 22/10/2020 | 0.00 | | | I. Net durable liquidity [surplus (+)/deficit (-)] as on | 25/09/2020 | 6,35,563.00 | | | @ 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. 2019-2020/1900 dated February 06, 2020. | | ¥ As per the Press Release No. 2014-2015/1971 dated March 19, 2015. | | * Net liquidity is calculated as Repo+MSF+SLF-Reverse Repo. | | && As per the Press Release No. 2020-2021/288 dated September 04, 2020. | | # As per the Press Release No. 2020-2021/287 dated September 04, 2020. | Ajit Prasad
Director | | Press Release : 2020-2021/529 | | |