| (Amount in ₹ billion, Rate in Per cent) | | | Volume | Wtd.Avg.Rate | Range | | (One Leg) | | | A. Overnight Segment (I+II+III+IV) | 1,184.64 | 5.99 | 4.55-6.25 | I. Call Money | 97.62 | 5.90 | 4.55-6.25 | II. CBLO | 709.58 | 6.00 | 5.24-6.22 | III. Market Repo | 377.44 | 5.98 | 5.25-6.20 | IV. Repo in Corporate Bond | 0.00 | | - | B. Term Segment | | | | I. Notice Money** | 2.94 | 5.92 | 4.50-6.35 | II. Term Money@@ | 4.35 | - | 6.00-6.25 | III. CBLO | 0.00 | - | - | IV. Market Repo | 12.15 | 6.20 | 6.20-6.20 | V. Repo in Corporate Bond | 0.76 | 8.00 | 8.00-8.00 | | Auction Date | Tenor (Days) | Maturity Date | Amount Outstanding | Current Rate / Cut off Rate | C. Liquidity Adjustment Facility | (i) Repo (Fixed Rate) | 24/11/2016 | 1 | 25/11/2016 | 20.62 | 6.25 | (ii) Repo (Variable rate) | 11/11/2016 | 14 | 25/11/2016 | 108.00 | 6.26 | | 15/11/2016 | 14 | 29/11/2016 | 0.00 | - | | 18/11/2016 | 14 | 02/12/2016 | 4.50 | 6.30 | | 22/11/2016 | 14 | 06/12/2016 | 4.50 | 6.26 | (iii) Reverse Repo (Fixed rate) | 24/11/2016 | 1 | 25/11/2016 | 86.96 | 5.75 | (iv) Reverse Repo (Variable rate) | 15/11/2016 | 28 | 13/12/2016 | 498.25 | 6.24 | | 15/11/2016 | 14 | 29/11/2016 | 500.09 | 6.21 | | 15/11/2016 | 14 | 29/11/2016 | 470.53 | 6.24 | | 16/11/2016 | 91 | 15/02/2017 | 500.05 | 6.24 | | 16/11/2016 | 21 | 07/12/2016 | 255.75 | 6.24 | | 17/11/2016 | 56 | 12/01/2017 | 141.75 | 6.24 | | 17/11/2016 | 21 | 08/12/2016 | 105.65 | 6.24 | | 18/11/2016 | 7 | 25/11/2016 | 486.92 | 6.24 | | 21/11/2016 | 23 | 14/12/2016 | 200.06 | 6.23 | | 21/11/2016 | 15 | 06/12/2016 | 200.06 | 6.24 | | 24/11/2016 | 1 | 25/11/2016 | 800.09 | 6.23 | | 24/11/2016 | 1 | 25/11/2016 | 733.87 | 6.24 | D. Marginal Standing Facility | 24/11/2016 | 1 | 25/11/2016 | 0.10 | 6.75 | E. Standing Liquidity Facility Availed from RBI $ | | | 11.69 | | F. Cash Reserves Position of Scheduled Commercial Banks | (i) Cash balances with RBI as on # | 22/11/2016 | 4,061.99 | | (ii) Average daily cash reserve requirement for the fortnight ending | 25/11/2016 | 4,081.33 | | G. Government of India Surplus Cash Balance Reckoned for Auction as on ¥ | 24/11/2016 | 117.00 | | @ Based on RBI / CCIL/ 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). | $ Includes refinance facilities extended by RBI | ¥ As per the Press Release No. 2014-2015/1971 dated March 19, 2015 | Anirudha D. Jadhav Assistant Manager | Press Release : 2016-2017/1316 | |