| (Amount in ₹ billion, Rate in Per cent) | | | Volume | Wtd.Avg.Rate | Range | | (One Leg) | | | A. Overnight Segment (I+II+III+IV) | 1,671.89 | 6.06 | 3.00-6.30 | I. Call Money | 136.31 | 6.06 | 3.55-6.25 | II. CBLO | 1,051.67 | 6.04 | 5.70-6.20 | III. Market Repo | 483.90 | 6.09 | 3.00-6.30 | IV. Repo in Corporate Bond | 0.00 | | - | B. Term Segment | | | | I. Notice Money** | 3.41 | 5.96 | 5.50-6.20 | II. Term Money@@ | 1.90 | - | 6.00-6.60 | III. CBLO | 1.23 | 6.18 | 6.00-6.20 | IV. Market Repo | 24.89 | 6.29 | 6.20-6.35 | V. Repo in Corporate Bond | 1.12 | 7.97 | 7.50-8.25 | | Auction Date | Tenor (Days) | Maturity Date | Amount Outstanding | Current Rate / Cut off Rate | C. Liquidity Adjustment Facility | (i) Repo (Fixed Rate) | 23/05/2017 | 1 | 24/05/2017 | 23.00 | 6.25 | (ii) Repo (Variable rate) | 12/05/2017 | 14 | 26/05/2017 | 8.75 | 6.26 | | 16/05/2017 | 14 | 30/05/2017 | 12.00 | 6.26 | | 19/05/2017 | 14 | 02/06/2017 | 0.00 | - | | 23/05/2017 | 14 | 06/06/2017 | 4.00 | 6.26 | (iii) Reverse Repo (Fixed rate) | 23/05/2017 | 1 | 24/05/2017 | 54.80 | 6.00 | (iv) Reverse Repo (Variable rate) | 07/04/2017 | 56 | 02/06/2017 | 17.00 | 6.24 | | 26/04/2017 | 28 | 24/05/2017 | 5.00 | 6.24 | | 27/04/2017 | 28 | 25/05/2017 | 35.10 | 6.24 | | 28/04/2017 | 28 | 26/05/2017 | 57.00 | 6.24 | | 02/05/2017 | 28 | 30/05/2017 | 46.50 | 6.24 | | 03/05/2017 | 28 | 31/05/2017 | 148.00 | 6.24 | | 04/05/2017 | 28 | 01/06/2017 | 94.00 | 6.24 | | 05/05/2017 | 28 | 02/06/2017 | 2.00 | 6.24 | | 09/05/2017 | 28 | 06/06/2017 | 34.52 | 6.24 | | 11/05/2017 | 28 | 08/06/2017 | 3.50 | 6.24 | | 11/05/2017 | 14 | 25/05/2017 | 385.25 | 6.24 | | 12/05/2017 | 28 | 09/06/2017 | 10.00 | 6.24 | | 12/05/2017 | 14 | 26/05/2017 | 100.04 | 6.24 | | 16/05/2017 | 28 | 13/06/2017 | 10.00 | 6.24 | | 16/05/2017 | 14 | 30/05/2017 | 100.06 | 6.24 | | 17/05/2017 | 28 | 14/06/2017 | 13.00 | 6.24 | | 17/05/2017 | 14 | 31/05/2017 | 186.75 | 6.24 | | 17/05/2017 | 7 | 24/05/2017 | 200.12 | 6.24 | | 18/05/2017 | 28 | 15/06/2017 | 45.00 | 6.24 | | 18/05/2017 | 14 | 01/06/2017 | 239.50 | 6.24 | | 18/05/2017 | 7 | 25/05/2017 | 400.10 | 6.24 | | 19/05/2017 | 28 | 16/06/2017 | 52.00 | 6.24 | | 19/05/2017 | 14 | 02/06/2017 | 143.00 | 6.24 | | 19/05/2017 | 7 | 26/05/2017 | 250.04 | 6.24 | | 22/05/2017 | 14 | 05/06/2017 | 75.25 | 6.24 | | 22/05/2017 | 7 | 29/05/2017 | 100.03 | 6.23 | | 23/05/2017 | 28 | 20/06/2017 | 52.10 | 6.24 | | 23/05/2017 | 14 | 06/06/2017 | 236.18 | 6.24 | | 23/05/2017 | 7 | 30/05/2017 | 244.00 | 6.24 | D. Marginal Standing Facility | 23/05/2017 | 1 | 24/05/2017 | 0.00 | 6.50 | E. Standing Liquidity Facility Availed from RBI $ | | | 16.12 | | F. Cash Reserves Position of Scheduled Commercial Banks | (i) Cash balances with RBI as on # | 19/05/2017 | 4,519.35 | | (ii) Average daily cash reserve requirement for the fortnight ending | 26/05/2017 | 4,364.44 | | G. Government of India Surplus Cash Balance Reckoned for Auction as on ¥ | 23/05/2017 | 0.00 | | @ 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 : 2016-2017/3152 | |