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 : Jan 27, 2020
Money Market Operations as on January 24, 2020

(Amount in ₹ crore, Rate in Per cent)

MONEY MARKETS@      
  Volume
(One Leg)
Weighted
Average Rate
Range
A. Overnight Segment (I+II+III+IV) 2,64,198.21 4.99 3.00-5.25
     I. Call Money 10,087.90 4.96 3.50-5.25
     II. Triparty Repo 1,89,917.05 5.00 4.85-5.10
     III. Market Repo 63,793.26 4.97 3.00-5.12
     IV. Repo in Corporate Bond 400.00 5.20 5.20-5.20
B. Term Segment      
     I. Notice Money** 118.45 5.15 4.30-5.45
     II. Term Money@@ 50.55   5.20-5.50
     III. Triparty Repo 250.00 5.10 5.10-5.10
     IV. Market Repo 0.00   -
     V. Repo in Corporate Bond 450.00 5.30 5.30-5.30
RBI OPERATIONS@
  Auction Date Tenor (Days) Maturity Date Amount Outstanding Current Rate /
Cut off Rate
C. Liquidity Adjustment Facility (LAF)
   (i) Repo (Fixed Rate) Fri, 24/01/2020 3 Mon, 27/01/2020 2,844.00 5.15
   (ii) Repo (Variable rate)          
   (ii.a) Regular 14-day Tue, 14/01/2020 14 Tue, 28/01/2020 1,000.00 5.16
  Fri, 17/01/2020 14 Fri, 31/01/2020 2,100.00 5.16
  Tue, 21/01/2020 14 Tue, 04/02/2020 5,000.00 5.16
  Fri, 24/01/2020 14 Fri, 07/02/2020 4,000.00 5.16
   (ii.b) Others - - - - -
   (iii) Reverse Repo (Fixed rate)          
   (iii.a) Reverse Repo (Regular) Fri, 24/01/2020 3 Mon, 27/01/2020 56,888.00 4.90
   (iii.b) Reverse Repo (Additional)& Fri, 24/01/2020 3 Mon, 27/01/2020 5,943.00 4.90
   (iv) Reverse Repo (Variable rate) Fri, 24/01/2020 3 Mon, 27/01/2020 1,30,037.00 5.10
  Thu, 16/01/2020 28 Thu, 13/02/2020 11,750.00 5.14
  Wed, 22/01/2020 29 Thu, 20/02/2020 11,500.00 5.14
  Fri, 24/01/2020 31 Mon, 24/02/2020 12,790.00 5.14
  Mon, 13/01/2020 42 Mon, 24/02/2020 5,500.00 5.14
  Fri, 03/01/2020 63 Fri, 06/03/2020 25,006.00 5.14
  Wed, 08/01/2020 63 Wed, 11/03/2020 25,007.00 5.14
  Fri, 10/01/2020 63 Fri, 13/03/2020 15,020.00 5.14
D. Marginal Standing Facility (MSF)          
    (i) MSF (Regular) Fri, 24/01/2020 3 Mon, 27/01/2020 2,915.00 5.40
    (ii) MSF (Additional)& Fri, 24/01/2020 3 Mon, 27/01/2020 0.00 5.40
E. Standing Liquidity Facility (SLF) Availed from RBI $     1,506  
F. Net liquidity injected [injection (+)/absorption (-)] *      -2,80,076  
RESERVE POSITION @
G. Cash Reserves Position of Scheduled Commercial Banks
(i) Cash balances with RBI as on 24/01/2020 5,40,628.67  
(ii) Average daily cash reserve requirement for the fortnight ending 31/01/2020 5,38,766.00  
H. Government of India Surplus Cash Balance Reckoned for Auction as on ¥ 24/01/2020 0.00  
@ 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
$ Includes refinance facilities extended by RBI
¥ As per the Press Release No. 2014-2015/1971 dated March 19, 2015
& As per the Press Release No. 2019-2020/1432 dated December 13, 2019
* Net liquidity is calculated as Repo+MSF+SLF-Reverse Repo
Ajit Prasad
Director   
Press Release : 2019-2020/1796

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