| | (Amount in ₹ billion, Rate in Per cent) |
| | Volume | Wtd.Avg.Rate | Range | | (One Leg) | | | | A. Overnight Segment (I+II+III+IV) | 1,961.42 | 5.89 | 4.75-6.00 | | I. Call Money | 135.17 | 5.84 | 4.90-6.00 | | II. CBLO | 1,341.64 | 5.91 | 5.79-5.97 | | III. Market Repo | 484.60 | 5.85 | 4.75-6.00 | | IV. Repo in Corporate Bond | 0.00 | | - | | B. Term Segment | | | | | I. Notice Money** | 3.06 | 5.76 | 5.25-6.05 | | II. Term Money@@ | 3.64 | - | 6.10-6.81 | | III. CBLO | 6.80 | 5.94 | 5.90-5.95 | | IV. Market Repo | 20.70 | 5.98 | 5.25-6.10 | | V. Repo in Corporate Bond | 0.94 | 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) | 16/11/2017 | 1 | 17/11/2017 | 31.80 | 6.00 | | (ii) Repo (Variable rate) | 03/11/2017 | 14 | 17/11/2017 | 47.40 | 6.01 | | | 07/11/2017 | 14 | 21/11/2017 | 4.10 | 6.01 | | | 10/11/2017 | 14 | 24/11/2017 | 133.65 | 6.01 | | | 14/11/2017 | 14 | 28/11/2017 | 93.00 | 6.01 | | (iii) Reverse Repo (Fixed rate) | 16/11/2017 | 1 | 17/11/2017 | 40.02 | 5.75 | | (iv) Reverse Repo (Variable rate) | 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 | | | 01/11/2017 | 28 | 29/11/2017 | 36.00 | 5.99 | | | 02/11/2017 | 28 | 30/11/2017 | 0.00 | - | | | 03/11/2017 | 27 | 30/11/2017 | 5.00 | 5.99 | | | 03/11/2017 | 14 | 17/11/2017 | 47.00 | 5.99 | | | 06/11/2017 | 28 | 04/12/2017 | 15.00 | 5.99 | | | 06/11/2017 | 14 | 20/11/2017 | 27.60 | 5.99 | | | 08/11/2017 | 14 | 22/11/2017 | 30.00 | 5.99 | | | 09/11/2017 | 28 | 07/12/2017 | 0.00 | - | | | 09/11/2017 | 14 | 23/11/2017 | 57.00 | 5.99 | | | 10/11/2017 | 28 | 08/12/2017 | 0.00 | - | | | 10/11/2017 | 14 | 24/11/2017 | 30.65 | 5.99 | | | 10/11/2017 | 7 | 17/11/2017 | 100.01 | 5.97 | | | 13/11/2017 | 14 | 27/11/2017 | 65.05 | 5.99 | | | 13/11/2017 | 7 | 20/11/2017 | 99.05 | 5.99 | | | 14/11/2017 | 14 | 28/11/2017 | 11.00 | 5.99 | | | 14/11/2017 | 7 | 21/11/2017 | 36.00 | 5.99 | | | 15/11/2017 | 28 | 13/12/2017 | 0.00 | - | | | 15/11/2017 | 14 | 29/11/2017 | 82.50 | 5.99 | | | 15/11/2017 | 7 | 22/11/2017 | 200.04 | 5.99 | | | 16/11/2017 | 14 | 30/11/2017 | 6.65 | 5.99 | | | 16/11/2017 | 7 | 23/11/2017 | 36.94 | 5.99 | | D. Marginal Standing Facility | 16/11/2017 | 1 | 17/11/2017 | 3.51 | 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 # | 13/11/2017 | 4,468.12 | | | (ii) Average daily cash reserve requirement for the fortnight ending | 24/11/2017 | 4,448.81 | | | G. Government of India Surplus Cash Balance Reckoned for Auction as on ¥ | 16/11/2017 | 278.15 | | | @ 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 : 2017-2018/1364 |
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