| | (Amount in ₹ billion, Rate in Per cent) |
| | Volume | Wtd.Avg.Rate | Range | | (One Leg) | | | | A. Overnight Segment (I+II+III+IV) | 2,037.46 | 5.94 | 3.00-6.07 | | I. Call Money | 120.53 | 5.89 | 4.95-6.05 | | II. CBLO | 1,355.50 | 5.97 | 5.50-6.01 | | III. Market Repo | 561.42 | 5.86 | 3.00-6.07 | | IV. Repo in Corporate Bond | 0.00 | | - | | B. Term Segment | | | | | I. Notice Money** | 0.85 | 5.89 | 5.60-6.05 | | II. Term Money@@ | 1.81 | - | 6.00-6.25 | | III. CBLO | 22.80 | 5.92 | 5.60-5.99 | | IV. Market Repo | 2.24 | 6.01 | 6.01-6.01 | | V. Repo in Corporate Bond | 1.00 | 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) | 09/11/2017 | 1 | 10/11/2017 | 37.15 | 6.00 | | (ii) Repo (Variable rate) | 27/10/2017 | 14 | 10/11/2017 | 13.85 | 6.01 | | | 31/10/2017 | 14 | 14/11/2017 | 57.75 | 6.01 | | | 03/11/2017 | 14 | 17/11/2017 | 47.40 | 6.01 | | | 07/11/2017 | 14 | 21/11/2017 | 4.10 | 6.01 | | (iii) Reverse Repo (Fixed rate) | 09/11/2017 | 1 | 10/11/2017 | 146.26 | 5.75 | | (iv) Reverse Repo (Variable rate) | 13/10/2017 | 28 | 10/11/2017 | 0.00 | - | | | 18/10/2017 | 28 | 15/11/2017 | 94.50 | 5.99 | | | 23/10/2017 | 28 | 20/11/2017 | 0.00 | - | | | 25/10/2017 | 28 | 22/11/2017 | 0.00 | - | | | 26/10/2017 | 28 | 23/11/2017 | 0.00 | - | | | 27/10/2017 | 28 | 24/11/2017 | 20.00 | 5.99 | | | 27/10/2017 | 14 | 10/11/2017 | 0.00 | - | | | 30/10/2017 | 14 | 13/11/2017 | 14.00 | 5.99 | | | 31/10/2017 | 14 | 14/11/2017 | 13.00 | 5.99 | | | 01/11/2017 | 28 | 29/11/2017 | 36.00 | 5.99 | | | 01/11/2017 | 14 | 15/11/2017 | 108.05 | 5.99 | | | 02/11/2017 | 28 | 30/11/2017 | 0.00 | - | | | 02/11/2017 | 14 | 16/11/2017 | 37.00 | 5.99 | | | 03/11/2017 | 27 | 30/11/2017 | 5.00 | 5.99 | | | 03/11/2017 | 14 | 17/11/2017 | 47.00 | 5.99 | | | 03/11/2017 | 7 | 10/11/2017 | 150.02 | 5.98 | | | 06/11/2017 | 28 | 04/12/2017 | 15.00 | 5.99 | | | 06/11/2017 | 14 | 20/11/2017 | 27.60 | 5.99 | | | 06/11/2017 | 7 | 13/11/2017 | 150.05 | 5.98 | | | 08/11/2017 | 14 | 22/11/2017 | 30.00 | 5.99 | | | 08/11/2017 | 7 | 15/11/2017 | 35.97 | 5.99 | | | 09/11/2017 | 28 | 07/12/2017 | 0.00 | - | | | 09/11/2017 | 14 | 23/11/2017 | 57.00 | 5.99 | | | 09/11/2017 | 7 | 16/11/2017 | 61.83 | 5.99 | | D. Marginal Standing Facility | 09/11/2017 | 1 | 10/11/2017 | 0.00 | 6.25 | | E. Standing Liquidity Facility Availed from RBI $ | | | 17.89 | | | F. Cash Reserves Position of Scheduled Commercial Banks | | (i) Cash balances with RBI as on # | 06/11/2017 | 4,466.58 | | | (ii) Average daily cash reserve requirement for the fortnight ending | 10/11/2017 | 4,447.69 | | | G. Government of India Surplus Cash Balance Reckoned for Auction as on ¥ | 09/11/2017 | 123.10 | | | @ 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 : 2017-2018/1294 |
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