Financial Markets

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

(Amount in ₹ crore, Rate in Per cent) MONEY MARKETS@ Volume (One Leg) Weighted Average Rate Range A. Overnight Segment (I+II+III+IV) 317,744.14 3.01 1.00-5.30 I. Call Money 14,918.24 3.42 1.80-4.05 II. Triparty Repo 214,727.25 3.00 2.86-3.02 III. Market Repo 88,048.65 2.96 1.00-3.15 IV. Repo in Corporate Bond 50.00 5.30 5.30-5.30 B. Term Segment I. Notice Money** 226.00 3.14 2.20-3.50 II. Term Money@@ 398.80 - 3.30-3.65 III. Triparty Repo 20.00 3.20 3.20-3.20 IV. Mark

1. As announced vide press release 2020-2021/263 on “Measures to Foster Orderly Market Conditions” dated August 31, 2020, it has been decided to conduct two 56-day Term Repo auctions for a total amount of ₹1,00,000 crores. The details of the auctions are as under: Sl. No. Date Notified Amount (₹ crores) Tenor Window Timing Date of Reversal 1 September 11, 2020 50,000 56-day 10.00 AM – 11.00 AM November 06, 2020 2 September 14, 2020 50,000 56-day 10.00 AM – 11.00 AM No

The Reserve Bank had announced, vide press release 2020-2021/263 on “Measures to Foster Orderly Market Conditions” dated August 31, 2020, that banks which had availed of funds under LTROs may exercise an option of reversing these transactions before maturity. 2. Banks desirous of exercising the above option are advised to submit their requests via email only to Financial Markets Operations Department (Ph: 022-2263 0982 / 22634925) in the format enclosed at Annexure-1

(Amount in ₹ crore, Rate in Per cent) MONEY MARKETS@ Volume (One Leg) Weighted Average Rate Range A. Overnight Segment (I+II+III+IV) 310,214.26 3.01 1.00-5.30 I. Call Money 13,531.54 3.42 1.80-4.10 II. Triparty Repo 203,443.15 3.00 2.98-3.40 III. Market Repo 93,189.57 2.97 1.00-3.15 IV. Repo in Corporate Bond 50.00 5.30 5.30-5.30 B. Term Segment I. Notice Money** 193.95 3.39 2.20-3.60 II. Term Money@@ 394.40 - 2.70-3.80 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 : ₹ 72,621 crores Total amount accepted (Face value) by RBI : ₹ 7,132 crores A. II. DETAILS OF OMO PURCHASE ISSUE Security 7.72% GS 2025 6.79% GS 2027 5.79% GS 2030 No. of offers received 74 228 221 Total amount (face value) offered (₹ in crores) 12,204 29,838 30,579 No. of offers accepted NIL NIL 76 Total amount (face va

A. OMO PURCHASE ISSUE Security 7.72% GS 2025 6.79% GS 2027 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) NIL NIL 7,132 Cut off yield (%) NA NA 5.8680 Cut off price (₹) NA NA 99.42 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 security-

(Amount in ₹ crore, Rate in Per cent) MONEY MARKETS@ Volume (One Leg) Weighted Average Rate Range A. Overnight Segment (I+II+III+IV) 308,640.67 3.00 0.01-4.10 I. Call Money 11,264.06 3.43 1.80-4.10 II. Triparty Repo 197,593.90 3.00 2.80-3.05 III. Market Repo 99,782.71 2.96 0.01-3.20 IV. Repo in Corporate Bond 0.00 - B. Term Segment I. Notice Money** 291.10 3.00 2.20-3.60 II. Term Money@@ 472.25 - 3.40-3.65 III. Triparty Repo 165.00 2.90 2.90-2.90 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) 313,424.24 3.02 0.01-4.10 I. Call Money 10,334.00 3.45 1.80-4.10 II. Triparty Repo 202,921.30 3.02 2.81-3.05 III. Market Repo 100,168.94 2.98 0.01-3.20 IV. Repo in Corporate Bond 0.00 - B. Term Segment I. Notice Money** 294.35 3.11 2.25-3.50 II. Term Money@@ 175.00 - 3.60-5.20 III. Triparty Repo 0.00 - - IV. Market Repo 0.00 - - V. Repo

(Amount in ₹ crore, Rate in Per cent) MONEY MARKETS@ Volume (One Leg) Weighted Average Rate Range A. Overnight Segment (I+II+III+IV) 2,455.50 3.19 2.00-3.40 I. Call Money 215.50 3.18 2.40-3.35 II. Triparty Repo 2,240.00 3.20 2.00-3.40 III. Market Repo 0.00 - IV. Repo in Corporate Bond 0.00 - B. Term Segment I. Notice Money** 11,815.61 3.42 1.50-4.10 II. Term Money@@ 395.00 - 3.60-5.00 III. Triparty Repo 206,857.65 3.05 2.97-3.10 IV. Market Repo 109,320.41 2.98 0.50-3.