FINANCIAL MARKETS

Well-functioning, liquid and resilient financial markets help monetary policy transmission as well as in allocation and absorption of risks entailed in financing India’s growth.


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Date : May 23, 2019
Money Market Operations as on May 22, 2019

(Amount in ₹ billion, Rate in Per cent)

MONEY MARKETS @      
Volume
(One Leg)
Weighted
Average Rate
Range
A. Overnight Segment (I+II+III+IV) 2,124.21 5.96 4.50-6.97
     I. Call Money 224.23 5.94 4.50-6.05
     II. Triparty Repo 1,431.22 5.96 5.80-6.01
     III. Market Repo 462.16 5.98 5.00-6.25
     IV. Repo in Corporate Bond 6.60 6.47 6.30-6.97
B. Term Segment      
     I. Notice Money** 1.86 5.94 5.25-6.20
     II. Term Money@@ 6.02 - 6.10-7.30
     III. Triparty Repo 0.00 - -
     IV. Market Repo 8.60 6.10 5.00-6.35
     V. Repo in Corporate Bond 0.00 - -
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, 22/05/2019 1 Thu, 23/05/2019 67.41 6.00
   (ii) Repo (Variable rate)          
   (ii.a) Regular 14-day Fri, 10/05/2019 14 Fri, 24/05/2019 225.90 6.01
  Tue, 14/05/2019 14 Tue, 28/05/2019 183.50 6.01
  Fri, 17/05/2019 14 Fri, 31/05/2019 118.50 6.01
  Tue, 21/05/2019 14 Tue, 04/06/2019 156.50 6.01
   (ii.b) Others - - - - -
   (iii) Reverse Repo (Fixed rate) Wed, 22/05/2019 1 Thu, 23/05/2019 115.09 5.75
   (iv) Reverse Repo (Variable rate) - - - - -
D. Marginal Standing Facility (MSF) Wed, 22/05/2019 1 Thu, 23/05/2019 0.02 6.25
E. Standing Liquidity Facility (SLF) Availed from RBI $     25.72  
F. Net liquidity injected [injection (+)/absorption (-)] *     662.46  
RESERVE POSITION @
G. Cash Reserves Position of Scheduled Commercial Banks
(i) Cash balances with RBI as on # 22/05/2019 5,154.38  
(ii) Average daily cash reserve requirement for the fortnight ending 24/05/2019 5,121.06  
H. Government of India Surplus Cash Balance Reckoned for Auction as on ¥ 22/05/2019 684.40  
@ 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
Assistant Adviser
Press Release : 2018-2019/2743

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