Financial Markets

On a review of the current liquidity and financial conditions, the Reserve Bank has decided to conduct purchase of Government securities under Open Market Operations (OMOs) for an aggregate amount of ₹10,000 crores on September 24, 2020. 2. Accordingly, RBI will purchase the following Government securities through a multi-security auction using the multiple price method: Sr. No ISIN Security Date of Maturity Aggregate Amount 1 IN0020160035 6.97% GS 2026 6-Sep-2026 ₹10

A. OMO PURCHASE ISSUE Security 7.37% GS 2023 7.72% GS 2025 5.79% GS 2030 Total amount notified (₹ in crores) Aggregate amount of ₹ 10,000 crore (no security-wise notified amount) Total amount (face value) accepted by RBI (₹ in crores) 2645 4904 2451 Cut off yield (%) 4.6663 5.5301 5.9139 Cut off price (₹) 106.49 108.92 99.09 B. OMO SALE ISSUE Security 182 DTB 22102020 182 DTB 29102020 Total amount notified (₹ in crores) Aggregate amount of ₹ 10,000 crore (no security-

(Amount in ₹ crore, Rate in Per cent) MONEY MARKETS@ Volume (One Leg) Weighted Average Rate Range A. Overnight Segment (I+II+III+IV) 268,364.61 3.21 0.10-5.30 I. Call Money 12,439.32 3.41 1.80-4.05 II. Triparty Repo 167,057.80 3.21 3.18-3.39 III. Market Repo 88,768.49 3.16 0.10-3.50 IV. Repo in Corporate Bond 99.00 5.30 5.30-5.30 B. Term Segment I. Notice Money** 102.88 2.88 2.45-3.50 II. Term Money@@ 145.00 - 3.35-3.60 III. Triparty Repo 1,200.00 3.33 3.33-3.35 IV. M

(Amount in ₹ crore, Rate in Per cent) MONEY MARKETS@ Volume (One Leg) Weighted Average Rate Range A. Overnight Segment (I+II+III+IV) 2,67,391.37 3.20 1.00-5.30 I. Call Money 12,385.67 3.43 1.80-4.00 II. Triparty Repo 1,65,476.45 3.20 2.86-3.22 III. Market Repo 89,430.25 3.16 1.00-3.50 IV. Repo in Corporate Bond 99.00 5.30 5.30-5.30 B. Term Segment I. Notice Money** 217.38 3.14 2.45-3.50 II. Term Money@@ 216.00 - 3.30-3.70 III. Triparty Repo 2,000.00 3.39 3.35-3.39 IV.

In pursuance of the announcements made in the Statement on Developmental and Regulatory Policies dated February 6, 2020, the Reserve Bank of India has released today Draft Rupee Interest Rate Derivatives (Reserve Bank) Directions, 2020. Comments on the Draft Directions are invited from banks, market participants and other interested parties by October 15, 2020. Feedback on the Draft Directions may be forwarded to: The Chief General Manager, Reserve Bank of India Finan

(Amount in ₹ crore, Rate in Per cent) MONEY MARKETS@ Volume (One Leg) Weighted Average Rate Range A. Overnight Segment (I+II+III+IV) 271,314.98 3.18 1.00-5.30 I. Call Money 11,874.25 3.41 1.50-4.05 II. Triparty Repo 163,496.00 3.20 2.80-3.25 III. Market Repo 95,845.73 3.13 1.00-3.35 IV. Repo in Corporate Bond 99.00 5.30 5.30-5.30 B. Term Segment I. Notice Money** 57.05 3.30 2.20-3.50 II. Term Money@@ 20.00 - 3.50-3.50 III. Triparty Repo 0.00 - - IV. Market Repo 100.00

The Reserve Bank had announced vide its press release dated August 31, 2020 special simultaneous purchase and sale of government securities under Open Market Operations (OMOs) for an aggregate amount of ₹20,000 crores in two tranches of ₹10,000 crores each. The first auction was conducted on September 10, 2020. The second auction is scheduled for September 17, 2020. 2. Accordingly, the details of securities for the simultaneous purchase and sale of government securiti

(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

Tenor 56-day Notified Amount (in ₹ crore) 50,000 Total amount of bids received (in ₹ crore) NIL Amount allotted (in ₹ crore) NIL Cut off Rate (%) NA Weighted Average Rate (%) NA Partial Allotment Percentage of bids received at cut off rate (%) NA Ajit Prasad Director Press Release: 2020-2021/326

(Amount in ₹ crore, Rate in Per cent) MONEY MARKETS@ Volume (One Leg) Weighted Average Rate Range A. Overnight Segment (I+II+III+IV) 272,726.43 3.19 0.95-5.30 I. Call Money 16,404.38 3.42 1.80-4.05 II. Triparty Repo 168,629.70 3.20 3.15-3.22 III. Market Repo 87,593.35 3.12 0.95-3.35 IV. Repo in Corporate Bond 99.00 5.30 5.30-5.30 B. Term Segment I. Notice Money** 390.39 3.30 2.20-3.60 II. Term Money@@ 440.50 - 3.00-4.05 III. Triparty Repo 2,500.00 3.37 3.36-3.40 IV. M