|
| (Amount in ` crore, Rate in per
cent) |
|
|
Volume |
Wtd.Avg.Rate |
Range |
|
|
(One Leg) |
|
|
| A. Overnight Segment (I+II+III+IV) |
|
2,438.66
|
7.60 |
4.00 - 9.00 |
| I.
Call Money |
|
1,003.24 |
8.68 |
7.50 - 8.95 |
| II.
CBLO |
|
1,306.65 |
6.70 |
4.00 - 9.00 |
| III.
Market Repo |
|
128.77 |
8.40 |
7.00 - 8.75 |
| IV. Repo in Corporate Bond |
|
0.00 |
- |
- |
| B. Term Segment |
|
|
|
|
| I.
Notice Money** |
|
19,545.42 |
8.83 |
7.50 - 9.00 |
| II. Term Money@@ |
|
21.50 |
- |
9.75 -10.80 |
III.
CBLO |
|
22,841.00 |
7.20 |
5.50 - 8.50 |
| IV.
Market Repo |
|
33,905.24 |
8.35 |
7.20 - 9.90 |
| V. Repo in Corporate Bond |
|
0.00 |
- |
- |
|
Amount Outstanding |
Rate |
| C. Liquidity
Adjustment Facility |
| (i)
Repo |
(3 days) |
|
132,750.00 |
8.50 |
| (ii)
Reverse Repo |
(3 days) |
|
1,025.00 |
7.50 |
| D. Marginal Standing Facility |
(3 days) |
|
0.00 |
9.50 |
| E. Standing Liquidity Facility Availed from RBI |
|
|
8.50 |
| F. Cash Reserves Position of Scheduled Commercial Banks |
(i) Cash balances with RBI as on # |
06/03/2012 |
293,485.66 |
|
| |
07/03/2012 |
320,206.48 |
|
(ii) Average daily cash reserve requirement for the fortnight ending |
09/03/2012 |
338,258.00 |
|
@ The information is based on provisional Reserve Bank of India (RBI) / Clearing Corporation of India Limited (CCIL) / Fixed Income Money Market and Derivatives Association of India (FIMMDA) Data. |
| - 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). |
R. R. Sinha
Deputy General Manager
|
| Press Release : 2011-2012/1446 |
|
| |
| |