Money Market Operation


(269 kb)
Date: 23 Aug 2019
Money Market Operations as on August 22, 2019

(Amount in ₹ billion, Rate in Per cent)

MONEY MARKETS @      
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 - -
RBI OPERATIONS@
  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  
RESERVE POSITION @
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

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