| (Amount in ₹ billion, Rate in Per cent) | | | Volume | Wtd.Avg.Rate | Range | | (One Leg) | | | A. Overnight Segment (I+II+III+IV) | 99.68 | 6.05 | 4.50-6.25 | I. Call Money | 15.87 | 5.73 | 4.50-6.15 | II. CBLO | 83.81 | 6.11 | 5.50-6.25 | III. Market Repo | 0.00 | | - | IV. Repo in Corporate Bond | 0.00 | | - | B. Term Segment | | | | I. Notice Money** | 3.35 | 5.76 | 5.25-5.80 | II. Term Money@@ | 0.00 | | - | III. CBLO | 0.00 | | - | IV. Market Repo | 0.00 | | - | V. Repo in Corporate Bond | 0.00 | | - |
| Auction Date | Tenor (Days) | Maturity Date | Amount Outstanding | Current Rate / Cut off Rate | C. Liquidity Adjustment Facility | (i) Repo (Fixed Rate) | 19/01/2018 | 3 | 22/01/2018 | 28.05 | 6.00 | | 20/01/2018 | 2 | 22/01/2018 | 141.63 | 6.00 | (ii) Repo (Variable rate) | 09/01/2018 | 14 | 23/01/2018 | 25.50 | 6.01 | | 12/01/2018 | 13 | 25/01/2018 | 125.75 | 6.01 | | 16/01/2018 | 14 | 30/01/2018 | 215.02 | 6.01 | | 19/01/2018 | 14 | 02/02/2018 | 158.10 | 6.01 | (iii) Reverse Repo (Fixed rate) | 19/01/2018 | 3 | 22/01/2018 | 289.73 | 5.75 | | 20/01/2018 | 2 | 22/01/2018 | 27.40 | 5.75 | (iv) Reverse Repo (Variable rate) | 01/01/2018 | 28 | 29/01/2018 | 0.00 | - | | 02/01/2018 | 28 | 30/01/2018 | 0.00 | - | | 05/01/2018 | 28 | 02/02/2018 | 0.00 | - | | 08/01/2018 | 28 | 05/02/2018 | 4.00 | 5.99 | | 08/01/2018 | 14 | 22/01/2018 | 58.50 | 5.99 | | 09/01/2018 | 14 | 23/01/2018 | 18.00 | 5.99 | | 15/01/2018 | 7 | 22/01/2018 | 112.82 | 5.99 | | 16/01/2018 | 7 | 23/01/2018 | 88.22 | 5.99 | | 17/01/2018 | 7 | 24/01/2018 | 130.28 | 5.99 | | 18/01/2018 | 7 | 25/01/2018 | 41.61 | 5.99 | | 19/01/2018 | 6 | 25/01/2018 | 107.61 | 5.99 | D. Marginal Standing Facility | 19/01/2018 | 3 | 22/01/2018 | 0.00 | 6.25 | | 20/01/2018 | 2 | 22/01/2018 | 0.00 | 6.25 | E. Standing Liquidity Facility Availed from RBI $ | | | 9.81 | | F. Cash Reserves Position of Scheduled Commercial Banks | (i) Cash balances with RBI as on # | 17/01/2018 | 4,498.51 | | (ii) Average daily cash reserve requirement for the fortnight ending | 19/01/2018 | 4,465.91 | | G. Government of India Surplus Cash Balance Reckoned for Auction as on ¥ | 19/01/2018 | 524.37 | | @ 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 : 2017-2018/1997 |
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