| (Amount in ₹ billion, Rate in Per cent) | | | Volume | Wtd.Avg.Rate | Range | | (One Leg) | | | A. Overnight Segment (I+II+III+IV) | 1,742.43 | 6.00 | 4.85-6.25 | I. Call Money | 143.96 | 5.97 | 4.85-6.25 | II. CBLO | 1,114.84 | 6.01 | 5.80-6.04 | III. Market Repo | 483.63 | 5.98 | 5.00-6.12 | IV. Repo in Corporate Bond | 0.00 | | | B. Term Segment | | | | I. Notice Money** | 2.65 | 5.87 | 5.45-6.35 | II. Term Money@@ | 1.85 | - | 6.10-7.75 | III. CBLO | 1.15 | 6.01 | 6.01-6.01 | IV. Market Repo | 18.90 | 6.16 | 5.50-6.40 | V. Repo in Corporate Bond | 0.70 | 7.99 | 7.90-8.00 |
| Auction Date | Tenor (Days) | Maturity Date | Amount Outstanding | Current Rate / Cut off Rate | C. Liquidity Adjustment Facility | (i) Repo (Fixed Rate) | 23/05/2018 | 1 | 24/05/2018 | 147.67 | 6.00 | (ii) Repo (Variable rate) | 11/05/2018 | 14 | 25/05/2018 | 101.12 | 6.01 | | 15/05/2018 | 14 | 29/05/2018 | 181.17 | 6.01 | | 18/05/2018 | 14 | 01/06/2018 | 120.50 | 6.01 | | 22/05/2018 | 14 | 05/06/2018 | 195.05 | 6.01 | (iii) Reverse Repo (Fixed rate) | 23/05/2018 | 1 | 24/05/2018 | 117.05 | 5.75 | (iv) Reverse Repo (Variable rate) | 17/05/2018 | 7 | 24/05/2018 | 171.03 | 5.99 | | 18/05/2018 | 7 | 25/05/2018 | 69.75 | 5.99 | D. Marginal Standing Facility | 23/05/2018 | 1 | 24/05/2018 | 0.00 | 6.25 | E. Standing Liquidity Facility Availed from RBI $ | | | 21.55 | | F. Cash Reserves Position of Scheduled Commercial Banks | (i) Cash balances with RBI as on # | 21/05/2018 | 4,633.83 | | (ii) Average daily cash reserve requirement for the fortnight ending | 25/05/2018 | 4,695.77 | | G. Government of India Surplus Cash Balance Reckoned for Auction as on ¥ | 23/05/2018 | 335.59 | | @ 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 : 2017-2018/3078 |
|