| | (Amount in ₹ billion, Rate in Per cent) |
| | Volume
(One Leg) | Weighted
Average Rate | Range | | A. Overnight Segment (I+II+III+IV) | 2,272.92 | 5.24 | 4.10-6.21 | | I. Call Money | 194.37 | 5.33 | 4.10-5.45 | | II. Triparty Repo | 1,544.88 | 5.21 | 5.12-6.21 | | III. Market Repo | 528.87 | 5.28 | 4.50-5.45 | | IV. Repo in Corporate Bond | 4.80 | 5.50 | 5.50-5.50 | | B. Term Segment | | | | | I. Notice Money** | 5.58 | 5.21 | 4.60-5.40 | | II. Term Money@@ | 2.98 | - | 5.30-5.77 | | III. Triparty Repo | 15.00 | 5.36 | 5.35-5.38 | | IV. Market Repo | 27.95 | 5.46 | 5.15-5.55 | | V. Repo in Corporate Bond | 0.00 | - | - | | | | Auction Date | Tenor (Days) | Maturity Date | Amount Outstanding | Current Rate /
Cut off Rate | | C. Liquidity Adjustment Facility (LAF) | | (i) Repo (Fixed Rate) | Thu, 22/08/2019 | 1 | Fri, 23/08/2019 | 51.54 | 5.40 | | (ii) Repo (Variable rate) | | | | | | | (ii.a) Regular 14-day | Fri, 09/08/2019 | 14 | Fri, 23/08/2019 | 88.55 | 5.41 | | | Tue, 13/08/2019 | 14 | Tue, 27/08/2019 | 86.50 | 5.41 | | | Fri, 16/08/2019 | 14 | Fri, 30/08/2019 | 75.50 | 5.41 | | | Tue, 20/08/2019 | 14 | Tue, 03/09/2019 | 30.00 | 5.41 | | (ii.b) Others | - | - | - | - | - | | (iii) Reverse Repo (Fixed rate) | Thu, 22/08/2019 | 1 | Fri, 23/08/2019 | 133.64 | 5.15 | | (iv) Reverse Repo (Variable rate) | Thu, 22/08/2019 | 1 | Fri, 23/08/2019 | 700.14 | 5.39 | | | Thu, 22/08/2019 | 1 | Fri, 23/08/2019 | 460.20 | 5.39 | | | Wed, 03/07/2019 | 63 | Wed, 04/09/2019 | 8.00 | 5.74 | | D. Marginal Standing Facility (MSF) | Thu, 22/08/2019 | 1 | Fri, 23/08/2019 | 0.01 | 5.65 | | E. Standing Liquidity Facility (SLF) Availed from RBI $ | | | 21.37 | | | F. Net liquidity injected [injection (+)/absorption (-)] * | | | -948.51 | | | G. Cash Reserves Position of Scheduled Commercial Banks | | (i) Cash balances with RBI as on # | 22/08/2019 | 5,198.71 | | | (ii) Average daily cash reserve requirement for the fortnight ending | 30/08/2019 | 5,236.97 | | | H. Government of India Surplus Cash Balance Reckoned for Auction as on ¥ | 22/08/2019 | 0.00 | | | @ 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 | | # 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 | | * Net liquidity is calculated as Repo+MSF+SLF-Reverse Repo | Ajit Prasad
Director | | Press Release : 2019-2020/508 | | |