Financial Markets

(Amount in ₹ crore, Rate in Per cent) MONEY MARKETS@ Volume (One Leg) Weighted Average Rate Range A. Overnight Segment (I+II+III+IV) 4,278.63 4.37 2.25-5.49 I. Call Money 1,139.33 4.64 4.25-5.00 II. Triparty Repo 3,139.30 4.27 2.25-5.49 III. Market Repo 0.00 - IV. Repo in Corporate Bond 0.00 - B. Term Segment I. Notice Money** 24,819.19 5.03 3.50-5.25 II. Term Money@@ 508.30 - 5.15-5.85 III. Triparty Repo 1,53,219.50 4.95 4.88-5.15 IV. Market Repo 73,972.81 4.93 3.50-

Today, the Reserve Bank conducted the first long term repo operation (LTRO) for a notified amount of ₹ 25,000 crore with a 3-year tenor in pursuance of the LTROs announced vide press release dated February 7, 2020. 2. The response to the LTRO has been highly encouraging. The total bids that were received amounted to ₹ 1,94,414 crore, implying a bid to cover ratio (i.e., the amount of bids received relative to the amount announced) of 7.8. The total amount of bids has,

(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) 14,627.66 4.85 4.05-5.30 I. Call Money 2,214.16 4.81 4.25-5.05 II. Triparty Repo 12,413.50 4.85 4.05-5.30 III. Market Repo 0.00 - IV. Repo in Corporate Bond 0.00 - B. Term Segment I. Notice Money** 10.70 4.39 4.30-4.40 II. Term Money@@ 0.00 - III. Triparty Repo 0.00 - IV. Market Repo 0.00 - V. Repo in Corporate Bond 0.00 - RBI OPERATIONS

(Amount in ₹ crore, Rate in Per cent) MONEY MARKETS@ Volume (One Leg) Weighted Average Rate Range A. Overnight Segment (I+II+III+IV) 237,286.76 4.90 2.95-5.25 I. Call Money 11,494.01 4.96 3.70-5.25 II. Triparty Repo 149,222.45 4.89 4.75-5.00 III. Market Repo 76,570.30 4.91 2.95-5.03 IV. Repo in Corporate Bond 0.00 - B. Term Segment I. Notice Money** 926.75 4.81 4.30-5.25 II. Term Money@@ 254.00 - 5.15-5.85 III. Triparty Repo 0.00 - - IV. Market Repo 2,000.00 5.15 5.15

The result of the RBI Fixed Rate Reverse Repo Operations held between 5:30 pm and 7:30 pm on February 13, 2020 is as under: Amount (Face Value in ₹ Crore) Items Overnight Reverse Repo Operation 4.90% Fixed Rate 1. Bids received (i) Number 90 (ii) Amount 45,220 2. Bids accepted (i) Number 90 (ii) Amount 45,220 Ajit Prasad Director Press Release: 2019-2020/1948

Tenor 14-day Notified Amount (in ₹ crore) 2,25,000 Total amount of offers received (in ₹ crore) 1,12,429 Amount accepted (in ₹ crore) 1,12,429 Cut off Rate (%) 5.14 Weighted Average Rate (%) 5.13 Partial Acceptance Percentage of offers received at cut off rate NA Ajit Prasad Director Press Release : 2019-2020/1950

(Amount in ₹ crore, Rate in Per cent) MONEY MARKETS@ Volume (One Leg) Weighted Average Rate Range A. Overnight Segment (I+II+III+IV) 238,539.32 4.91 3.50-5.25 I. Call Money 9,014.11 4.93 3.70-5.25 II. Triparty Repo 156,943.65 4.90 4.80-5.00 III. Market Repo 72,551.56 4.93 3.50-5.05 IV. Repo in Corporate Bond 30.00 5.20 5.20-5.20 B. Term Segment I. Notice Money** 182.59 4.89 4.30-5.15 II. Term Money@@ 384.00 - 5.20-5.85 III. Triparty Repo 500.00 5.00 5.00-5.00 IV. Mark

The result of the RBI Fixed Rate Reverse Repo Operations held between 5:30 pm and 7:30 pm on February 12, 2020 is as under: Amount (Face Value in ₹ Crore) Items Overnight Reverse Repo Operation 4.90% Fixed Rate 1. Bids received (i) Number 75 (ii) Amount 35,826 2. Bids accepted (i) Number 75 (ii) Amount 35,826 Ajit Prasad Director Press Release: 2019-2020/1940

The Reserve Bank of India will conduct the following Variable Rate Reverse Repo auction on February 14, 2020, Friday, under the revised Liquidity Management Framework issued on February 6, 2020. Sl. No. Notified Amount (₹ crore) Tenor (day) Window Timing Date of Reversal 1 2,25,000 14 2:30 pm to 3:00 pm February 28, 2020 (Friday) Operational Guidelines:1) The auction will be conducted on CBS (e-Kuber) platform.2) The minimum bid amount for the auction would be Rupees