| | (Amount in ₹ billion, Rate in Per cent) |
| | Volume | Wtd.Avg.Rate | Range | | (One Leg) | | | | A. Overnight Segment (I+II+III+IV) | 1,780.51 | 5.92 | 3.00-6.05 | | I. Call Money | 149.25 | 5.89 | 5.00-6.05 | | II. CBLO | 1,118.85 | 5.96 | 5.51-6.01 | | III. Market Repo | 512.41 | 5.85 | 3.00-6.05 | | IV. Repo in Corporate Bond | 0.00 | | - | | B. Term Segment | | | | | I. Notice Money** | 3.35 | 5.73 | 5.30-6.22 | | II. Term Money@@ | 2.15 | - | 5.90-6.70 | | III. CBLO | 2.00 | 5.90 | 5.90-5.90 | | IV. Market Repo | 4.68 | 6.01 | 6.01-6.01 | | V. Repo in Corporate Bond | 1.05 | 7.90 | 7.90-7.90 |
| Auction Date | Tenor (Days) | Maturity Date | Amount Outstanding | Current Rate /
Cut off Rate | | C. Liquidity Adjustment Facility | | (i) Repo (Fixed Rate) | 20/09/2017 | 1 | 21/09/2017 | 24.75 | 6.00 | | (ii) Repo (Variable rate) | 08/09/2017 | 14 | 22/09/2017 | 6.65 | 6.01 | | | 12/09/2017 | 14 | 26/09/2017 | 4.00 | 6.01 | | | 15/09/2017 | 14 | 29/09/2017 | 31.50 | 6.01 | | | 19/09/2017 | 14 | 03/10/2017 | 65.75 | 6.01 | | (iii) Reverse Repo (Fixed rate) | 20/09/2017 | 1 | 21/09/2017 | 25.46 | 5.75 | | (iv) Reverse Repo (Variable rate) | 24/08/2017 | 28 | 21/09/2017 | 78.00 | 5.99 | | | 28/08/2017 | 28 | 25/09/2017 | 11.00 | 5.99 | | | 29/08/2017 | 28 | 26/09/2017 | 30.00 | 5.99 | | | 30/08/2017 | 28 | 27/09/2017 | 20.25 | 5.99 | | | 31/08/2017 | 28 | 28/09/2017 | 24.00 | 5.99 | | | 01/09/2017 | 28 | 29/09/2017 | 5.00 | 5.99 | | | 04/09/2017 | 25 | 29/09/2017 | 10.00 | 5.99 | | | 05/09/2017 | 28 | 03/10/2017 | 3.00 | 5.99 | | | 06/09/2017 | 28 | 04/10/2017 | 0.00 | - | | | 07/09/2017 | 28 | 05/10/2017 | 7.50 | 5.99 | | | 07/09/2017 | 14 | 21/09/2017 | 150.05 | 5.99 | | | 08/09/2017 | 28 | 06/10/2017 | 4.00 | 5.99 | | | 08/09/2017 | 14 | 22/09/2017 | 150.04 | 5.99 | | | 11/09/2017 | 28 | 09/10/2017 | 5.00 | 5.99 | | | 11/09/2017 | 14 | 25/09/2017 | 49.50 | 5.99 | | | 12/09/2017 | 28 | 10/10/2017 | 40.50 | 5.99 | | | 12/09/2017 | 14 | 26/09/2017 | 112.30 | 5.99 | | | 13/09/2017 | 28 | 11/10/2017 | 25.00 | 5.99 | | | 13/09/2017 | 14 | 27/09/2017 | 87.70 | 5.99 | | | 14/09/2017 | 28 | 12/10/2017 | 0.00 | - | | | 14/09/2017 | 14 | 28/09/2017 | 200.06 | 5.99 | | | 14/09/2017 | 7 | 21/09/2017 | 162.61 | 5.99 | | | 15/09/2017 | 28 | 13/10/2017 | 0.00 | - | | | 15/09/2017 | 14 | 29/09/2017 | 86.25 | 5.99 | | | 15/09/2017 | 7 | 22/09/2017 | 0.50 | 5.99 | | | 19/09/2017 | 28 | 17/10/2017 | 12.00 | 5.99 | | | 19/09/2017 | 14 | 03/10/2017 | 5.00 | 5.99 | | | 19/09/2017 | 7 | 26/09/2017 | 81.70 | 5.99 | | | 20/09/2017 | 28 | 18/10/2017 | 0.00 | - | | | 20/09/2017 | 14 | 04/10/2017 | 144.50 | 5.99 | | | 20/09/2017 | 7 | 27/09/2017 | 173.09 | 5.99 | | D. Marginal Standing Facility | 20/09/2017 | 1 | 21/09/2017 | 0.00 | 6.25 | | E. Standing Liquidity Facility Availed from RBI $ | | | 18.60 | | | F. Cash Reserves Position of Scheduled Commercial Banks | | (i) Cash balances with RBI as on # | 16/09/2017 | 4,254.10 | | | (ii) Average daily cash reserve requirement for the fortnight ending | 29/09/2017 | 4,425.07 | | | G. Government of India Surplus Cash Balance Reckoned for Auction as on ¥ | 20/09/2017 | 107.90 | | | @ 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 : 2017-2018/791 |
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