| | (Amount in ₹ billion, Rate in Per cent) |
| | Volume | Wtd.Avg.Rate | Range | | (One Leg) | | | | A. Overnight Segment (I+II+III+IV) | 1,777.85 | 6.00 | 4.95-6.40 | | I. Call Money | 142.46 | 6.01 | 4.95-6.30 | | II. CBLO | 1,195.32 | 6.04 | 5.85-6.40 | | III. Market Repo | 440.08 | 5.89 | 5.00-6.15 | | IV. Repo in Corporate Bond | 0.00 | | - | | B. Term Segment | | | | | I. Notice Money** | 0.54 | 5.83 | 5.60-6.00 | | II. Term Money@@ | 1.02 | - | 5.75-6.30 | | III. CBLO | 5.00 | 6.01 | 6.01-6.02 | | IV. Market Repo | 1.00 | 5.75 | 5.75-5.75 | | 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) | 16/10/2017 | 1 | 17/10/2017 | 190.41 | 6.00 | | (ii) Repo (Variable rate) | 03/10/2017 | 14 | 17/10/2017 | 6.25 | 6.01 | | | 06/10/2017 | 12 | 18/10/2017 | 7.40 | 6.01 | | | 10/10/2017 | 14 | 24/10/2017 | 4.75 | 6.01 | | | 13/10/2017 | 14 | 27/10/2017 | 13.15 | 6.01 | | (iii) Reverse Repo (Fixed rate) | 16/10/2017 | 1 | 17/10/2017 | 59.94 | 5.75 | | (iv) Reverse Repo (Variable rate) | 19/09/2017 | 28 | 17/10/2017 | 12.00 | 5.99 | | | 20/09/2017 | 28 | 18/10/2017 | 0.00 | - | | | 21/09/2017 | 27 | 18/10/2017 | 50.00 | 5.99 | | | 22/09/2017 | 26 | 18/10/2017 | 0.00 | - | | | 26/09/2017 | 28 | 24/10/2017 | 10.00 | 5.99 | | | 28/09/2017 | 28 | 26/10/2017 | 0.00 | - | | | 29/09/2017 | 28 | 27/10/2017 | 0.00 | - | | | 03/10/2017 | 28 | 31/10/2017 | 37.50 | 5.99 | | | 03/10/2017 | 14 | 17/10/2017 | 153.75 | 5.99 | | | 04/10/2017 | 28 | 01/11/2017 | 2.00 | 5.99 | | | 04/10/2017 | 14 | 18/10/2017 | 100.00 | 5.99 | | | 05/10/2017 | 28 | 02/11/2017 | 7.50 | 5.99 | | | 05/10/2017 | 13 | 18/10/2017 | 250.05 | 5.99 | | | 06/10/2017 | 28 | 03/11/2017 | 5.00 | 5.99 | | | 06/10/2017 | 12 | 18/10/2017 | 55.00 | 5.99 | | | 10/10/2017 | 28 | 07/11/2017 | 20.00 | 5.99 | | | 10/10/2017 | 14 | 24/10/2017 | 57.00 | 5.99 | | | 10/10/2017 | 7 | 17/10/2017 | 62.25 | 5.99 | | | 11/10/2017 | 28 | 08/11/2017 | 25.00 | 5.99 | | | 11/10/2017 | 14 | 25/10/2017 | 84.00 | 5.99 | | | 11/10/2017 | 7 | 18/10/2017 | 186.12 | 5.99 | | | 12/10/2017 | 28 | 09/11/2017 | 0.00 | - | | | 12/10/2017 | 14 | 26/10/2017 | 88.25 | 5.99 | | | 12/10/2017 | 6 | 18/10/2017 | 195.40 | 5.99 | | | 13/10/2017 | 28 | 10/11/2017 | 0.00 | - | | | 13/10/2017 | 14 | 27/10/2017 | 100.03 | 5.99 | | | 13/10/2017 | 5 | 18/10/2017 | 90.95 | 5.99 | | D. Marginal Standing Facility | 16/10/2017 | 1 | 17/10/2017 | 32.15 | 6.25 | | E. Standing Liquidity Facility Availed from RBI $ | | | 18.38 | | | F. Cash Reserves Position of Scheduled Commercial Banks | | (i) Cash balances with RBI as on # | 11/10/2017 | 4,373.35 | | | | 12/10/2017 | 4,423.27 | | | (ii) Average daily cash reserve requirement for the fortnight ending | 13/10/2017 | 4,415.39 | | | G. Government of India Surplus Cash Balance Reckoned for Auction as on ¥ | 16/10/2017 | 31.55 | | | @ 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 : 2017-2018/1055 |
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