Financial Markets

Aggregate Amount (Face value) notified by RBI : ₹ 10,000 crores Total amount offered (Face value) by participants : ₹ 15,475 crores Total amount accepted (Face value) by RBI : ₹ 10,000 crores Sl. No. Name of State Security Total amount (face value) accepted by RBI (₹ in crores) Cut off yield (%) Cut off price (₹) 1 ANDHRA PRADESH 7.22% ANDHRA SDL 2029 60 6.5003 104.75 2 ANDHRA PRADESH 8.39% ANDHRA SDL 2031 5 6.5200 113.84 3 ARUNACHAL PRADESH 7.2% ARUNACHAL PR SDL 2030

(Amount in ₹ crore, Rate in Per cent) MONEY MARKETS@ Volume (One Leg) Weighted Average Rate Range A. Overnight Segment (I+II+III+IV) 3,00,867.51 3.07 1.50-5.30 I. Call Money 9,929.43 3.36 1.80-3.80 II. Triparty Repo 1,97,019.50 3.06 2.91-3.38 III. Market Repo 93,853.58 3.07 1.50-3.35 IV. Repo in Corporate Bond 65.00 5.30 5.30-5.30 B. Term Segment I. Notice Money** 231.59 3.23 2.55-3.65 II. Term Money@@ 514.30 - 3.25-3.65 III. Triparty Repo 0.00 - - IV. Market Repo 0.0

As announced in the Statement of Developmental and Regulatory Policies on October 09, 2020, it has been decided to conduct On tap Targeted Long-term Repo Operations of up to three years tenor for a total amount of up to ₹1,00,000 crore at a floating rate linked to the policy repo rate. 2. Liquidity availed by banks under the scheme has to be deployed in corporate bonds, commercial paper and non-convertible debentures issued by the entities in specific sectors (Annex 1

As announced in the Statement of Developmental and Regulatory Policies of October 09, 2020, banks which had availed of funds under TLTRO and TLTRO 2.0 will be provided an option of reversing these transactions before maturity. 2. Banks desirous of exercising the above option are advised to submit their requests via email to the Financial Markets Operations Department (Ph: 022-2263 0982 / 2263 4925) in the format enclosed at Annex 1 of this press release on or before O

(Amount in ₹ crore, Rate in Per cent) MONEY MARKETS@ Volume (One Leg) Weighted Average Rate Range A. Overnight Segment (I+II+III+IV) 3,19,019.40 3.07 1.00-5.30 I. Call Money 10,810.87 3.36 1.80-3.80 II. Triparty Repo 2,06,272.40 3.05 3.00-3.10 III. Market Repo 1,01,871.13 3.08 1.00-3.20 IV. Repo in Corporate Bond 65.00 5.30 5.30-5.30 B. Term Segment I. Notice Money** 288.80 3.27 2.55-3.50 II. Term Money@@ 151.00 - 3.40-3.60 III. Triparty Repo 80.00 3.30 3.30-3.30 IV.

(Amount in ₹ crore, Rate in Per cent) MONEY MARKETS@ Volume (One Leg) Weighted Average Rate Range A. Overnight Segment (I+II+III+IV) 0.00 - - I. Call Money 0.00 - - II. Triparty Repo 0.00 - - III. Market Repo 0.00 - - IV. Repo in Corporate Bond 0.00 - - B. Term Segment I. Notice Money** 0.00 - - II. Term Money@@ 0.00 - - III. Triparty Repo 0.00 - - IV. Market Repo 0.00 - - V. Repo in Corporate Bond 0.00 - - RBI OPERATIONS@ Auction Date Tenor (Days) Maturity Date Amoun

(Amount in ₹ crore, Rate in Per cent) MONEY MARKETS@ Volume (One Leg) Weighted Average Rate Range A. Overnight Segment (I+II+III+IV) 6,916.10 3.22 2.50-3.50 I. Call Money 371.05 2.69 2.50-3.30 II. Triparty Repo 6,545.05 3.25 3.01-3.50 III. Market Repo 0.00 - IV. Repo in Corporate Bond 0.00 - B. Term Segment I. Notice Money** 25.00 2.70 2.70-2.70 II. Term Money@@ 0.00 - - III. Triparty Repo 0.00 - - IV. Market Repo 0.00 - - V. Repo in Corporate Bond 0.00 - - RBI OPERAT

(Amount in ₹ crore, Rate in Per cent) MONEY MARKETS@ Volume (One Leg) Weighted Average Rate Range A. Overnight Segment (I+II+III+IV) 5,084.81 3.28 2.00-5.30 I. Call Money 746.51 3.09 2.50-3.80 II. Triparty Repo 2,518.30 3.18 2.00-3.35 III. Market Repo 0.00 - IV. Repo in Corporate Bond 1,820.00 3.49 3.35-5.30 B. Term Segment I. Notice Money** 10,206.45 3.36 1.80-3.85 II. Term Money@@ 198.00 - 3.10-3.60 III. Triparty Repo 2,09,190.70 3.05 2.80-3.15 IV. Market Repo 1,07,

As announced in the Statement on Developmental and Regulatory Policies dated October 09, 2020, the Reserve Bank will conduct Open Market Operations (OMOs) in State Developments Loans (SDLs). It has been decided to conduct a purchase auction of SDLs under Open Market Operations (OMOs) for an aggregate amount of ₹10,000 crores on October 22, 2020, keeping in view that this is the first ever OMO purchase of SDLs. Depending on market response, the size of the auctions may

(Amount in ₹ crore, Rate in Per cent) MONEY MARKETS@ Volume (One Leg) Weighted Average Rate Range A. Overnight Segment (I+II+III+IV) 3,31,071.43 3.15 0.25-5.30 I. Call Money 12,216.08 3.40 1.80-3.85 II. Triparty Repo 2,06,658.45 3.15 2.82-3.30 III. Market Repo 1,10,341.90 3.11 0.25-3.30 IV. Repo in Corporate Bond 1,855.00 3.52 3.40-5.30 B. Term Segment I. Notice Money** 146.55 3.28 2.55-3.55 II. Term Money@@ 109.00 - 3.40-3.60 III. Triparty Repo 0.00 - - IV. Market Re