| | (Amount in ₹ billion, Rate in Per cent) |
| | Volume | Wtd.Avg.Rate | Range | | (One Leg) | | | | A. Overnight Segment (I+II+III+IV) | 1,838.70 | 5.91 | 4.00-6.80 | | I. Call Money | 129.62 | 5.82 | 4.85-6.05 | | II. CBLO | 1,222.36 | 5.94 | 5.65-6.80 | | III. Market Repo | 486.72 | 5.86 | 4.00-6.05 | | IV. Repo in Corporate Bond | 0.00 | | - | | B. Term Segment | | | | | I. Notice Money** | 0.89 | 5.87 | 5.25-6.05 | | II. Term Money@@ | 3.95 | - | 6.05-6.60 | | III. CBLO | 1.00 | 5.95 | 5.95-5.95 | | IV. Market Repo | 18.94 | 5.94 | 5.50-6.00 | | V. Repo in Corporate Bond | 11.67 | 6.32 | 6.15-7.90 |
| Auction Date | Tenor (Days) | Maturity Date | Amount Outstanding | Current Rate /
Cut off Rate | | C. Liquidity Adjustment Facility | | (i) Repo (Fixed Rate) | 12/12/2017 | 1 | 13/12/2017 | 36.15 | 6.00 | | (ii) Repo (Variable rate) | 30/11/2017 | 15 | 15/12/2017 | 11.75 | 6.01 | | | 05/12/2017 | 14 | 19/12/2017 | 34.50 | 6.01 | | | 08/12/2017 | 14 | 22/12/2017 | 22.65 | 6.01 | | | 12/12/2017 | 14 | 26/12/2017 | 124.00 | 6.0025 | | (iii) Reverse Repo (Fixed rate) | 12/12/2017 | 1 | 13/12/2017 | 205.06 | 5.75 | | (iv) Reverse Repo (Variable rate) | 15/11/2017 | 28 | 13/12/2017 | 0.00 | - | | | 17/11/2017 | 28 | 15/12/2017 | 2.00 | 5.98 | | | 24/11/2017 | 28 | 22/12/2017 | 0.00 | - | | | 29/11/2017 | 28 | 27/12/2017 | 0.00 | - | | | 29/11/2017 | 14 | 13/12/2017 | 75.04 | 5.99 | | | 30/11/2017 | 28 | 28/12/2017 | 0.00 | - | | | 30/11/2017 | 14 | 14/12/2017 | 107.05 | 5.99 | | | 04/12/2017 | 28 | 01/01/2018 | 1.00 | 5.99 | | | 04/12/2017 | 14 | 18/12/2017 | 69.00 | 5.99 | | | 05/12/2017 | 28 | 02/01/2018 | 0.00 | - | | | 05/12/2017 | 14 | 19/12/2017 | 22.00 | 5.985 | | | 06/12/2017 | 28 | 03/01/2018 | 0.00 | - | | | 06/12/2017 | 14 | 20/12/2017 | 51.25 | 5.99 | | | 06/12/2017 | 7 | 13/12/2017 | 81.98 | 5.99 | | | 07/12/2017 | 28 | 04/01/2018 | 0.00 | - | | | 07/12/2017 | 14 | 21/12/2017 | 81.06 | 5.99 | | | 07/12/2017 | 7 | 14/12/2017 | 146.91 | 5.99 | | | 08/12/2017 | 14 | 22/12/2017 | 6.50 | 5.99 | | | 08/12/2017 | 7 | 15/12/2017 | 22.00 | 5.99 | | | 11/12/2017 | 28 | 08/01/2018 | 20.00 | 5.99 | | | 11/12/2017 | 11 | 22/12/2017 | 56.37 | 5.99 | | | 11/12/2017 | 7 | 18/12/2017 | 17.00 | 5.99 | | | 12/12/2017 | 28 | 09/01/2018 | 0.00 | - | | | 12/12/2017 | 14 | 26/12/2017 | 0.00 | - | | | 12/12/2017 | 7 | 19/12/2017 | 117.33 | 5.99 | | D. Marginal Standing Facility | 12/12/2017 | 1 | 13/12/2017 | 0.00 | 6.25 | | E. Standing Liquidity Facility Availed from RBI $ | | | 17.68 | | | F. Cash Reserves Position of Scheduled Commercial Banks | | (i) Cash balances with RBI as on # | 08/12/2017 | 4,360.72 | | | (ii) Average daily cash reserve requirement for the fortnight ending | 08/12/2017 | 4,463.87 | | | G. Government of India Surplus Cash Balance Reckoned for Auction as on ¥ | 12/12/2017 | 84.65 | | | @ 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 : 2017-2018/1607 |
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