Financial Markets

RBI had announced, vide its press release dated August 25, 2020, 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 was conducted on August 27, 2020 and the second auction is scheduled for September 03, 2020. 2. Accordingly, the details of securities for the simultaneous purchase and sale of government securities under Open Market

While announcing special open market operations on August 25, 2020 the Reserve Bank stated that it would continue to monitor evolving liquidity and market conditions and take measures as appropriate to ensure orderly functioning of financial markets. 2. Recently, market sentiment has been impacted by concerns relating to the inflation outlook and the fiscal situation amidst global developments that have firmed up yields abroad. 3. On the outlook for inflation, the res

(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) 6,973.80 3.28 2.50-3.75 I. Call Money 138.50 3.14 2.80-3.30 II. Triparty Repo 6,835.30 3.28 2.50-3.75 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@ Auctio

(Amount in ₹ crore, Rate in Per cent) MONEY MARKETS@ Volume (One Leg) Weighted Average Rate Range A. Overnight Segment (I+II+III+IV) 332,546.81 3.03 1.00-5.30 I. Call Money 13,298.29 3.43 1.80-4.10 II. Triparty Repo 218,864.05 3.02 2.95-3.15 III. Market Repo 100,259.47 2.98 1.00-3.25 IV. Repo in Corporate Bond 125.00 5.30 5.30-5.30 B. Term Segment I. Notice Money** 154.05 3.38 2.20-3.65 II. Term Money@@ 120.00 - 3.50-4.90 III. Triparty Repo 0.00 - - IV. Market Repo 0.

(Amount in ₹ crore, Rate in Per cent) MONEY MARKETS@ Volume (One Leg) Weighted Average Rate Range A. Overnight Segment (I+II+III+IV) 312,768.23 3.05 0.50-5.30 I. Call Money 12,703.54 3.44 1.80-4.10 II. Triparty Repo 207,108.60 3.04 2.95-3.13 III. Market Repo 92,831.09 3.04 0.50-3.25 IV. Repo in Corporate Bond 125.00 5.30 5.30-5.30 B. Term Segment I. Notice Money** 397.74 3.15 2.20-3.60 II. Term Money@@ 250.63 - 2.90-3.75 III. Triparty Repo 0.00 - - IV. Market Repo 225

A. I. SUMMARY OMO PURCHASE RESULTS Aggregate Amount (Face value) notified by RBI : ₹ 10,000 crores Total amount offered (Face value) by participants : ₹ 75,020 crores Total amount accepted (Face value) by RBI : ₹ 10,000 crores A. II. DETAILS OF OMO PURCHASE ISSUE Security 6.18% GS 2024 8.24% GS 2027 5.79% GS 2030 7.95% GS 2032 No. of offers received 102 134 72 69 Total amount (face value) offered (in ₹ crores) 22,783 21,732 14,046 16,459 No. of offers accepted 41 NIL

A. OMO PURCHASE ISSUE Security 6.18% GS 2024 8.24% GS 2027 5.79% GS 2030 7.95% GS 2032 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) 5,299 NIL 4,701 NIL Cut off yield (%) 5.3805 NA 6.0782 NA Cut off price (₹) 102.95 NA 97.90 NA B. OMO SALE ISSUE Security 182 DTB 15102020 182 DTB 22102020 182 DTB 29102020 182 DTB 06112020 Total amount notified (₹ in crore

(Amount in ₹ crore, Rate in Per cent) MONEY MARKETS@ Volume (One Leg) Weighted Average Rate Range A. Overnight Segment (I+II+III+IV) 3,12,642.31 3.10 1.00-5.30 I. Call Money 11,184.81 3.43 1.80-4.10 II. Triparty Repo 2,06,030.85 3.09 2.80-3.40 III. Market Repo 95,301.65 3.09 1.00-3.25 IV. Repo in Corporate Bond 125.00 5.30 5.30-5.30 B. Term Segment I. Notice Money** 181.50 3.37 2.25-3.60 II. Term Money@@ 178.00 - 3.50-4.75 III. Triparty Repo 0.00 - - IV. Market Repo 1

On a review of current and evolving liquidity and market conditions, the Reserve Bank has decided to conduct 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 auctions would be conducted on August 27, 2020 and September 03, 2020. 2. The securities for the first multi-security auction, to be conducted using the multiple price method, on August 2