| (Amount in ₹ billion, Rate in Per cent) | | | Volume | Wtd.Avg.Rate | Range | | (One Leg) | | | A. Overnight Segment (I+II+III+IV) | 144.82 | 5.63 | 4.30-5.89 | I. Call Money | 10.99 | 5.31 | 4.30-5.85 | II. CBLO | 133.84 | 5.66 | 5.24-5.89 | III. Market Repo | 0.00 | | - | IV. Repo in Corporate Bond | 0.00 | | - | B. Term Segment | | | | I. Notice Money** | 0.36 | 5.20 | 5.00-5.35 | II. Term Money@@ | 0.00 | | - | III. CBLO | 0.00 | | - | IV. Market Repo | 0.00 | | - | V. Repo in Corporate Bond | 0.00 | | - |
| Auction Date | Tenor (Days) | Maturity Date | Amount Outstanding | Current Rate / Cut off Rate | C. Liquidity Adjustment Facility | (i) Repo (Fixed Rate) | 30/11/2017 | 4 | 04/12/2017 | 30.70 | 6.00 | | 02/12/2017 | 2 | 04/12/2017 | 0.00 | 6.00 | (ii) Repo (Variable rate) | 21/11/2017 | 14 | 05/12/2017 | 123.00 | 6.01 | | 24/11/2017 | 14 | 08/12/2017 | 98.45 | 6.01 | | 28/11/2017 | 14 | 12/12/2017 | 33.10 | 6.01 | | 30/11/2017 | 15 | 15/12/2017 | 11.75 | 6.01 | (iii) Reverse Repo (Fixed rate) | 30/11/2017 | 4 | 04/12/2017 | 121.31 | 5.75 | | 01/12/2017 | 3 | 04/12/2017 | 117.99 | 5.75 | | 02/12/2017 | 2 | 04/12/2017 | 247.29 | 5.75 | (iv) Reverse Repo (Variable rate) | 06/11/2017 | 28 | 04/12/2017 | 15.00 | 5.99 | | 09/11/2017 | 28 | 07/12/2017 | 0.00 | - | | 10/11/2017 | 28 | 08/12/2017 | 0.00 | - | | 15/11/2017 | 28 | 13/12/2017 | 0.00 | - | | 17/11/2017 | 28 | 15/12/2017 | 2.00 | 5.98 | | 22/11/2017 | 14 | 06/12/2017 | 17.00 | 5.99 | | 23/11/2017 | 14 | 07/12/2017 | 38.00 | 5.99 | | 24/11/2017 | 28 | 22/12/2017 | 0.00 | - | | 24/11/2017 | 14 | 08/12/2017 | 31.00 | 5.99 | | 27/11/2017 | 7 | 04/12/2017 | 115.00 | 5.99 | | 28/11/2017 | 7 | 05/12/2017 | 100.04 | 5.99 | | 29/11/2017 | 28 | 27/12/2017 | 0.00 | - | | 29/11/2017 | 14 | 13/12/2017 | 75.04 | 5.99 | | 29/11/2017 | 7 | 06/12/2017 | 98.36 | 5.99 | | 30/11/2017 | 28 | 28/12/2017 | 0.00 | - | | 30/11/2017 | 14 | 14/12/2017 | 107.05 | 5.99 | | 30/11/2017 | 7 | 07/12/2017 | 293.24 | 5.99 | D. Marginal Standing Facility | 30/11/2017 | 4 | 04/12/2017 | 0.00 | 6.25 | | 01/12/2017 | 3 | 04/12/2017 | 0.55 | 6.25 | | 02/12/2017 | 2 | 04/12/2017 | 0.00 | 6.25 | E. Standing Liquidity Facility Availed from RBI $ | | | 17.89 | | F. Cash Reserves Position of Scheduled Commercial Banks | (i) Cash balances with RBI as on # | 28/11/2017 | 4,514.39 | | (ii) Average daily cash reserve requirement for the fortnight ending | 08/12/2017 | 4,463.87 | | G. Government of India Surplus Cash Balance Reckoned for Auction as on ¥ | 30/11/2017 | 266.30 | | @ 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 | Ajit Prasad Assistant Adviser | Press Release : 2017-2018/1511 |
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