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24. Repo/Reverse Repo Auctions under Liquidity Adjustment Facility
Date : Oct 11, 2012

(Amount in ` Billion)

Date

Repo/
Rev
erse
Repo
Period
(Day(s))

REPO (INJECTION)

REVERSE REPO (ABSORPTION)

Net
Injection
(+)/
Absor
ption (-)
of
liquidity [
(5) – (10)]

MSF

Out-
standing
Amount

Bids Received

Bids Accepted

Cut-
off
Rate
(%)

Bids Received

Bids Accepted

Cut-
off
Rate
(%)

Num
ber

Amount

Num
ber

Amount

Num
ber

Amount

Num
ber

Amount

 

1

2

3

4

5

6

7

8

9

10

11

12

13

14

Aug. 1,

2012

1

25

473.95

25

473.95

8.00

473.95

–473.95

Aug. 2,

2012

1

18

260.15

18

260.15

8.00

260.15

–260.15

Aug. 3,

2012

3

14

177.95

14

177.95

8.00

177.95

–177.95

Aug. 6,

2012

1

13

217.15

13

217.15

8.00

1

0.05

1

0.05

7.00

217.10

–217.10

Aug. 7,

2012

1

17

241.40

17

241.40

8.00

241.40

–241.40

Aug. 8,

2012

1

22

475.70

22

475.70

8.00

475.70

–475.70

Aug. 9,

2012

1

30

615.35

30

615.35

8.00

615.35

–615.35

Aug. 10,

2012

3

25

374.70

25

374.70

8.00

5

5.90

5

5.90

7.00

368.80

 

Aug. 10,

2012 $

3

21

267.80

21

267.80

8.00

267.80

–636.60

Aug. 13,

2012

1

25

647.55

25

647.55

8.00

647.55

–647.55

Aug. 14,

2012

2

32

714.70

32

714.70

8.00

714.70

–714.70

Aug. 16,

2012

1

27

586.95

27

586.95

8.00

586.95

–586.95

Aug. 17,

2012

4

27

483.75

27

483.75

8.00

2

2.05

2

2.05

7.00

481.70

–481.70

Aug. 21,

2012

1

15

360.70

15

360.70

8.00

1

0.05

1

0.05

7.00

360.65

–360.65

Aug. 22,

2012

1

16

389.65

16

389.65

8.00

2

0.90

2

0.90

7.00

388.75

0.50

–389.25

Aug. 23,

2012

1

15

342.95

15

342.95

8.00

2

7.05

2

7.05

7.00

335.90

–335.90

Aug. 24,

2012

3

22

356.50

22

356.50

8.00

9

20.10

9

20.10

7.00

336.40

 

Aug. 24,

2012 $

3

18

175.05

18

175.05

8.00

175.05

–511.45

Aug. 27,

2012

1

22

648.30

22

648.30

8.00

648.30

–648.30

Aug. 28,

2012

1

22

571.20

22

571.20

8.00

571.20

–571.20

Aug. 29,

2012

1

21

460.30

21

460.30

8.00

460.30

–460.30

Aug. 30,

2012

1

16

338.65

16

338.65

8.00

338.65

–338.65

Aug. 31,

2012

3

18

370.80

18

370.80

8.00

1

0.05

1

0.05

7.00

370.75

–370.75

MSF: Marginal Standing Facility.
‘–’ No bid was received in the auction.            $: Additional repo auction on Reporting Fridays.


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