Money Market Operation


(370 kb)
Date: 27 Mar 2020
Money Market Operations as on March 26, 2020

(Amount in ₹ crore, Rate in Per cent)

MONEY MARKETS@      
  Volume
(One Leg)
Weighted
Average Rate
Range
A. Overnight Segment (I+II+III+IV) 2,90,346.68 1.22 0.01-5.75
     I. Call Money 15,500.97 5.35 3.00-5.75
     II. Triparty Repo 2,18,117.25 0.91 0.35-4.95
     III. Market Repo 56,728.46 1.27 0.01-4.25
     IV. Repo in Corporate Bond 0.00   -
B. Term Segment      
     I. Notice Money** 1,299.90 5.27 4.00-5.65
     II. Term Money@@ 659.42 - 5.20-6.25
     III. Triparty Repo 7,023.00 5.11 5.00-5.50
     IV. Market Repo 3,073.00 5.12 2.00-5.20
     V. Repo in Corporate Bond 0.00 - -
RBI OPERATIONS@
  Auction Date Tenor (Days) Maturity Date Amount Current Rate /
Cut off Rate
C. Liquidity Adjustment Facility (LAF) & Marginal Standing Facility (MSF)
I. Today's Operations
1. Fixed Rate          
     (i) Reverse Repo Thu, 26/03/2020 1 Fri, 27/03/2020 4,01,581.00 4.90
2. Variable Rate&          
  (I) Main Operation          
     (a) Reverse Repo          
  (II) Fine Tuning Operations          
     (a) Repo Thu, 26/03/2020 12 Tue, 07/04/2020 11,772.00 5.16
     (b) Reverse Repo - - - - -
3. MSF Thu, 26/03/2020 1 Fri, 27/03/2020 640.00 5.40
4. Long-Term Repo Operations - - -   -
5. Net liquidity injected from today's operations
[injection (+)/absorption (-)]*
      -3,89,169.00  
II. Outstanding Operations
1. Fixed Rate          
     (i) Reverse Repo          
2. Variable Rate&          
  (I) Main Operation          
     (a) Reverse Repo Fri, 13/03/2020 14 Fri, 27/03/2020 1,10,845.00 5.14
  (II) Fine Tuning Operations          
     (a) Repo Mon, 23/03/2020 16 Wed, 08/04/2020 31,585.00 5.16
  Tue, 24/03/2020 16 Thu, 09/04/2020 46,160.00 5.16
     (b) Reverse Repo - - - - -
3. MSF          
4. Long-Term Repo Operations Mon, 24/02/2020 365 Tue, 23/02/2021 25,021.00 5.15
  Mon, 17/02/2020 1095 Thu, 16/02/2023 25,035.00 5.15
  Mon, 02/03/2020 1094 Wed, 01/03/2023 25,028.00 5.15
  Mon, 09/03/2020 1093 Tue, 07/03/2023 25,021.00 5.15
  Wed, 18/03/2020 1094 Fri, 17/03/2023 25,012.00 5.15
D. Standing Liquidity Facility (SLF) Availed from RBI$       3,132.62  
E. Net liquidity injected from outstanding operations [injection (+)/absorption (-)]*     95,149.62  
F. Net liquidity injected (outstanding including today's operations) [injection (+)/absorption (-)]*     -2,94,019.38  
RESERVE POSITION@
G. Cash Reserves Position of Scheduled Commercial Banks
     (i) Cash balances with RBI as on 26/03/2020 5,40,542.34  
     (ii) Average daily cash reserve requirement for the fortnight ending 27/03/2020 5,45,446.00  
H. Government of India Surplus Cash Balance Reckoned for Auction as on¥ 26/03/2020 0.00  
I. Net durable liquidity [surplus (+)/deficit (-)] as on 28/02/2020 3,03,001.00  
@ 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
$ Includes refinance facilities extended by RBI
& As per the Press Release: 2019-2020/1900 dated February 06, 2020
¥ 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 : 2019-2020/2128

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