Financial Markets

Tenor 56-day Notified Amount (in ₹ crore) 50,000 Total amount of bids received (in ₹ crore) 1,000 Amount allotted (in ₹ crore) 1,000 Cut off Rate (%) 4.00 Weighted Average Rate (%) 4.00 Partial Allotment Percentage of bids received at cut off rate (%) NA Ajit Prasad Director Press Release: 2020-2021/316

(Amount in ₹ crore, Rate in Per cent) MONEY MARKETS@ Volume (One Leg) Weighted Average Rate Range A. Overnight Segment (I+II+III+IV) 280,027.86 3.19 1.00-5.30 I. Call Money 14,982.67 3.43 1.80-4.05 II. Triparty Repo 175,847.90 3.20 3.10-3.22 III. Market Repo 89,098.29 3.14 1.00-3.35 IV. Repo in Corporate Bond 99.00 5.30 5.30-5.30 B. Term Segment I. Notice Money** 92.80 2.69 2.20-3.40 II. Term Money@@ 336.00 - 3.35-3.90 III. Triparty Repo 0.00 - - IV. Market Repo 0.00

A. I. SUMMARY OMO PURCHASE RESULTS Aggregate Amount (Face value) notified by RBI : ₹ 10,000 crores Total amount offered (Face value) by participants : ₹ 70,186 crores Total amount accepted (Face value) by RBI : ₹ 10,000 crores A. II. DETAILS OF OMO PURCHASE ISSUE Security 6.18% GS 2024 6.97% GS 2026 5.79% GS 2030 No. of offers received 134 179 219 Total amount (face value) offered (₹ in crores) 21,622 22,780 25,784 No. of offers accepted 16 NIL 97 Total offer amount (

A. OMO PURCHASE ISSUE Security 6.18% GS 2024 6.97% GS 2026 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) 2654 NIL 7346 Cut off yield (%) 5.3426 NA 5.8999 Cut off price (₹) 103.07 NA 99.19 B. OMO SALE ISSUE Security 182 DTB 22102020 182 DTB 29102020 182 DTB 06112020 Total amount notified (₹ in crores) Aggregate amount of ₹ 10,000 crore (no s

(Amount in ₹ crore, Rate in Per cent) MONEY MARKETS@ Volume (One Leg) Weighted Average Rate Range A. Overnight Segment (I+II+III+IV) 279,217.31 3.16 1.00-5.30 I. Call Money 11,943.77 3.39 1.80-4.05 II. Triparty Repo 173,975.35 3.17 2.70-3.20 III. Market Repo 93,023.19 3.12 1.00-3.35 IV. Repo in Corporate Bond 275.00 4.88 3.60-5.30 B. Term Segment I. Notice Money** 186.32 3.28 2.25-3.60 II. Term Money@@ 176.40 - 3.10-4.05 III. Triparty Repo 0.00 - - IV. Market Repo 0.0

(Amount in ₹ crore, Rate in Per cent) MONEY MARKETS@ Volume (One Leg) Weighted Average Rate Range A. Overnight Segment (I+II+III+IV) 277,726.23 3.12 1.00-5.30 I. Call Money 11,414.83 3.42 1.80-4.10 II. Triparty Repo 173,713.40 3.12 3.00-3.40 III. Market Repo 92,523.00 3.07 1.00-3.45 IV. Repo in Corporate Bond 75.00 5.30 5.30-5.30 B. Term Segment I. Notice Money** 160.45 2.99 2.20-3.50 II. Term Money@@ 129.50 - 3.30-3.60 III. Triparty Repo 0.00 - - IV. Market Repo 0.00

(Amount in ₹ crore, Rate in Per cent) MONEY MARKETS@ Volume (One Leg) Weighted Average Rate Range A. Overnight Segment (I+II+III+IV) 6,807.80 0.87 0.05-5.30 I. Call Money 700.80 2.64 2.15-3.40 II. Triparty Repo 5,732.00 0.47 0.05-3.00 III. Market Repo 0.00 - IV. Repo in Corporate Bond 375.00 3.62 3.20-5.30 B. Term Segment I. Notice Money** 12,770.31 3.43 1.80-4.05 II. Term Money@@ 468.55 - 3.00-3.80 III. Triparty Repo 187,537.70 3.02 2.98-3.39 IV. Market Repo 94,176.1

The Reserve Bank of India today released Draft Variation Margin (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 Financial Markets Regulation Department 9th Floor, Central Office Building Shahid Bhagat Singh Marg, Fort Mumbai – 400001 Or by email with subjec

(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) 4,706.80 3.90 2.15-4.60 I. Call Money 587.35 2.64 2.15-3.95 II. Triparty Repo 4,119.45 4.08 3.00-4.60 III. Market Repo 0.00 - IV. Repo in Corporate Bond 0.00 - B. Term Segment I. Notice Money** 46.25 2.43 2.25-2.50 II. Term Money@@ 0.00 - - III. Triparty Repo 0.00 - - IV. Market Repo 0.00 - - V. Repo in Corporate Bond 0.00 - - RBI OPERAT