Money Market Operation


(330 kb)
Date: 21 Nov 2019
Money Market Operations as on November 20, 2019

(Amount in ₹ crore, Rate in Per cent)

MONEY MARKETS @      
Volume
(One Leg)
Weighted
Average Rate
Range
A. Overnight Segment (I+II+III+IV) 2,38,776.46 4.96 2.25-5.25
     I. Call Money 10,829.05 5.07 3.70-5.25
     II. Triparty Repo 1,75,059.70 4.97 4.60-5.13
     III. Market Repo 52,482.71 4.90 2.25-5.15
     IV. Repo in Corporate Bond 405.00 5.15 5.15-5.15
B. Term Segment      
     I. Notice Money** 83.75 4.89 4.50-5.15
     II. Term Money@@ 377.00 - 5.30-5.60
     III. Triparty Repo 500.00 5.05 5.05-5.05
     IV. Market Repo 250.00 4.50 4.50-4.50
     V. Repo in Corporate Bond 875.00 5.90 5.22-6.80
RBI OPERATIONS@
  Auction Date Tenor (Days) Maturity Date Amount Outstanding Current Rate /
Cut off Rate
C. Liquidity Adjustment Facility (LAF)
   (i) Repo (Fixed Rate) Wed, 20/11/2019 1 Thu, 21/11/2019 4,068.00 5.15
   (ii) Repo (Variable rate)          
   (ii.a) Regular 14-day Fri, 08/11/2019 14 Fri, 22/11/2019 8,200.00 5.16
  Mon, 11/11/2019 15 Tue, 26/11/2019 100.00 5.16
  Fri, 15/11/2019 14 Fri, 29/11/2019 1,300.00 5.16
  Tue, 19/11/2019 14 Tue, 03/12/2019 10,150.00 5.16
   (ii.b) Others - - - - -
   (iii) Reverse Repo (Fixed rate) Wed, 20/11/2019 1 Thu, 21/11/2019 19,174.00 4.90
   (iv) Reverse Repo (Variable rate) Wed, 20/11/2019 1 Thu, 21/11/2019 1,37,238.00 5.14
  Thu, 14/11/2019 21 Thu, 05/12/2019 25,005.00 5.14
  Mon, 18/11/2019 21 Mon, 09/12/2019 3,918.00 5.14
  Thu, 07/11/2019 35 Thu, 12/12/2019 25,004.00 5.12
  Mon, 04/11/2019 42 Mon, 16/12/2019 25,007.00 5.13
D. Marginal Standing Facility (MSF) Wed, 20/11/2019 1 Thu, 21/11/2019 4,196.00 5.40
E. Standing Liquidity Facility (SLF) Availed from RBI $     1,414  
F. Net liquidity injected [injection (+)/absorption (-)] *     -2,05,918  
RESERVE POSITION @
G. Cash Reserves Position of Scheduled Commercial Banks
(i) Cash balances with RBI as on # 20/11/2019 5,38,847.21  
(ii) Average daily cash reserve requirement for the fortnight ending 22/11/2019 5,30,779.00  
H. Government of India Surplus Cash Balance Reckoned for Auction as on ¥ 20/11/2019 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 : 2019-2020/1236

2019
2018
2017
2016
2015
2014
2013
2012
2011
2010
Archives
Top