Wednesday, August 22, 2018

Money Market Operations as on August 21, 2018


(Amount in ₹ billion, Rate in Per cent)

MONEY MARKETS @      
Volume Wtd.Avg.Rate Range
(One Leg)
A. Overnight Segment (I+II+III+IV) 2,106.83 6.45 5.00-6.60
     I. Call Money 175.02 6.42 5.00-6.60
     II. CBLO 1,384.00 6.47 6.38-6.60
     III. Market Repo 547.82 6.41 5.76-6.58
     IV. Repo in Corporate Bond 0.00
B. Term Segment      
     I. Notice Money** 1.19 6.06 5.50-6.40
     II. Term Money@@ 2.37 - 6.10-6.90
     III. CBLO 0.00 - -
     IV. Market Repo 6.95 6.43 6.00-6.50
     V. Repo in Corporate Bond 0.79 7.90 7.90-7.90
RBI OPERATIONS@
  Auction Date Tenor (Days) Maturity Date Amount Outstanding Current Rate /
Cut off Rate
C. Liquidity Adjustment Facility
   (i) Repo (Fixed Rate) 21/08/2018 2 23/08/2018 112.26 6.50
   (ii) Repo (Variable rate) 10/08/2018 14 24/08/2018 149.50 6.51
  14/08/2018 14 28/08/2018 174.75 6.51
  16/08/2018 15 31/08/2018 215.67 6.51
  21/08/2018 14 04/09/2018 129.39 6.51
   (iii) Reverse Repo (Fixed rate) 21/08/2018 2 23/08/2018 85.16 6.25
   (iv) Reverse Repo (Variable rate) 16/08/2018 7 23/08/2018 87.68 6.49
  20/08/2018 7 27/08/2018 154.92 6.49
  21/08/2018 7 28/08/2018 53.49 6.49
D. Marginal Standing Facility 21/08/2018 2 23/08/2018 8.02 6.75
E. Standing Liquidity Facility Availed from RBI $     22.18  
RESERVE POSITION @
F. Cash Reserves Position of Scheduled Commercial Banks
(i) Cash balances with RBI as on # 15/08/2018 4,748.20  
(ii) Average daily cash reserve requirement for the fortnight ending 17/08/2018 4,705.30  
G. Government of India Surplus Cash Balance Reckoned for Auction as on ¥ 21/08/2018 0.00  
@ 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 : 2018-2019/445


from PRESS RELEASES FROM RBI https://ift.tt/2P0mfE6
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