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83516124

Table 196 : Repo/Reverse Auctions with Same Day Settlement Under Liquidity Adjustment Facility (Part 1 of 3)

                             

(Amount in Rupees crore)


LAF

Repo/RR

REPO (Absorption)


Cut-Off

 

REVERSE REPO (Injection)


Cut-Off

Net

Outstanding

Date #

period

Bids Received

Bids Accepted

Rate(%)

Bids Received

Bids Accepted

Rate(%)

injections(+)

Amount @

 

Day/s

 

Number

Amount

 

Number

Amount

   

Number

Amount

 

Number

Amount

 

Absorption(-)

 
                               

of liquidity

 
                               

(11-6)

 

1

2

 

3

4

 

5

6

7

 

8

9

 

10

11

12

13

14


2000-01

                                 

5-Jun-00

1

 

1

1000

 

0

0

-

 

13

940

 

1

10

9.05

10

-10

6-Jun-00

1

 

2

75

 

0

0

-

 

11

565

 

0

0

-

-

-

7-Jun-00

1

 

1

15

 

0

0

-

 

30

1445

 

26

1285

9.00

1285

-1285

8-Jun-00

1

 

1

20

 

0

0

-

 

34

2430

 

31

2260

9.00

2260

-2260

9-Jun-00

3

 

1

60

 

0

0

-

 

52

4320

 

41

3850

9.05

3850

-3850

12-Jun-00

1

 

0

0

 

0

0

-

 

62

4620

 

34

2855

9.25

2855

-2855

13-Jun-00

1

 

1

45

 

0

0

-

 

77

5560

 

28

2625

9.55

2625

-2625

14-Jun-00

2

 

0

0

 

0

0

-

 

73

5465

 

27

2480

10.85

2480

-2480

16-Jun-00

3

 

0

0

 

0

0

-

 

31

2530

 

0

0

-

-

-

19-Jun-00

1

 

0

0

 

0

0

-

 

48

3550

 

16

1350

13.50

1350

-1350

20-Jun-00

1

 

0

0

 

0

0

-

 

52

4305

 

42

3815

14.00

3815

-3815

21-Jun-00

1

 

3

110

 

0

0

-

 

39

3085

 

28

2325

13.50

2325

-2325

22-Jun-00

1

 

0

0

 

0

0

-

 

40

2790

 

1

40

13.00

40

-40

23-Jun-00

3

 

1

30

 

0

0

-

 

34

2480

 

4

220

13.05

220

-220

26-Jun-00

1

 

0

0

 

0

0

-

 

29

1840

 

3

250

13.05

250

-250

27-Jun-00

1

 

0

0

 

0

0

-

 

22

1375

 

5

510

12.60

510

-510

28-Jun-00

1

 

0

0

 

0

0

-

 

12

380

 

1

15

12.25

15

-15

29-Jun-00

4

 

0

0

 

0

0

-

 

6

255

 

0

0

-

-

-

3-Jul-00

1

 

0

0

 

0

0

-

 

3

120

 

0

0

-

-

-

4-Jul-00

1

 

0

0

 

0

0

-

 

1

50

 

0

0

-

-

-

5-Jul-00

1

 

0

0

 

0

0

-

 

1

50

 

0

0

-

-

-

10-Jul-00

1

 

1

1500

 

1

1500

7.00

 

0

0

 

0

0

-

-1500

1500

11-Jul-00

1

 

0

0

 

0

0

-

 

2

85

 

0

0

-

-

-

13-Jul-00

1

 

0

0

 

0

0

-

 

4

185

 

3

160

9.00

160

-160

14-Jul-00

3

 

0

0

 

0

0

-

 

1

40

 

0

0

-

-

-

18-Jul-00

1

 

0

0

 

0

0

-

 

1

15

 

0

0

-

-

-

20-Jul-00

1

 

1

2500

 

1

2500

7.00

 

1

25

 

0

0

-

-2500

2500

21-Jul-00

3

 

1

2500

 

0

0

-

 

15

2035

 

1

300

10.00

300

-300

24-Jul-00

1

 

1

5000

 

1

5000

8.00

 

0

0

 

0

0

-

-5000

5000

25-Jul-00

1

 

1

4000

 

1

4000

8.00

 

0

0

 

0

0

-

-4000

4000

26-Jul-00

1

 

3

5050

 

3

5050

8.00

 

0

0

 

0

0

-

-5050

5050

27-Jul-00

1

 

4

7150

 

4

7150

8.00

 

0

0

 

0

0

-

-7150

7150

28-Jul-00

3

 

3

2105

 

3

2105

8.00

 

0

0

 

0

0

-

-2105

2105

31-Jul-00

1

 

1

4000

 

1

4000

8.00

 

0

0

 

0

0

-

-4000

4000

1-Aug-00

1

 

2

6525

 

2

6525

8.00

 

0

0

 

0

0

-

-6525

6525

2-Aug-00

1

 

3

6135

 

3

6135

8.00

 

0

0

 

0

0

-

-6135

6135

3-Aug-00

1

 

2

525

 

2

525

8.25

 

0

0

 

0

0

-

-525

4655

 

4

*

11

4125

 

9

4095

10.00

 

0

0

 

0

0

-

-4095

 
 

7

*

2

35

 

2

35

10.00

 

0

0

 

0

0

-

-35

 

4-Aug-00

3

 

9

1950

 

9

1950

11.50

 

5

400

 

0

0

-

-1950

8925

 

4

*

25

2880

 

23

2845

12.00

 

0

0

 

0

0

-

-2845

 
 

7

*

5

145

 

0

0

-

 

0

0

 

0

0

-

-

 

7-Aug-00

1

 

17

4155

 

14

4125

12.50

 

2

400

 

0

0

-

-4125

11140

 

4

*

36

4185

 

35

4135

14.50

 

0

0

 

0

0

-

-4135

 

8-Aug-00

1

 

26

3645

 

26

3645

14.00

 

1

100

 

0

0

-

-3645

10140

 

3

*

31

2385

 

29

2325

15.00

 

0

0

 

0

0

-

-2325

 

9-Aug-00

1

 

29

1970

 

14

1370

14.00

 

3

300

 

1

100

16.00

-1270

8485

 

5

*

17

750

 

14

720

15.50

 

0

0

 

0

0

-

-720

 

10-Aug-00

1

 

7

395

 

6

370

14.00

 

2

1050

 

1

1000

16.00

630

8475

 

4

*

21

1925

 

21

1925

15.00

 

0

0

 

0

0

-

-1925

 

11-Aug-00

3

 

34

4240

 

30

3210

14.00

 

1

60

 

0

0

-

-3210

7135

 

5

*

13

1290

 

12

1280

14.00

 

0

0

 

0

0

-

-1280

 

14-Aug-00

2

 

17

1120

 

14

1075

14.50

 

0

0

 

0

0

-

-1075

4620

 

4

*

26

2275

 

25

2265

15.00

 

0

0

 

0

0

-

-2265

 

16-Aug-00

1

 

19

1365

 

17

1345

14.50

 

1

150

 

0

0

-

-1345

6385

 

6

*

35

2860

 

31

2775

15.00

 

0

0

 

0

0

-

-2775

 

17-Aug-00

1

 

16

1900

 

13

1825

14.50

 

0

0

 

0

0

-

-1825

8985

 

5

*

29

2140

 

27

2120

15.00

 

0

0

 

0

0

-

-2120

 

18-Aug-00

4

 

18

3375

 

12

3030

15.00

 

5

380

 

0

0

-

-3030

7925

 

6

*

7

330

 

0

0

-

 

0

0

 

0

0

-

-

 

22-Aug-00

1

 

36

5850

 

34

5830

14.50

 

0

0

 

0

0

-

-5830

8440

 

3

*

32

2620

 

31

2610

15.00

 

0

0

 

0

0

-

-2610

 

23-Aug-00

1

 

36

5020

 

34

5000

14.50

 

0

0

 

0

0

-

-5000

11700

 

5

*

36

4110

 

34

4090

15.00

 

0

0

 

0

0

-

-4090

 

24-Aug-00

1

 

24

3180

 

21

3115

14.50

 

0

0

 

0

0

-

-3115

12020

 

5

*

32

2235

 

29

2205

15.00

 

0

0

 

0

0

-

-2205

 

25-Aug-00

3

 

39

5720

 

34

5625

14.50

 

1

75

 

0

0

-

-5625

13385

 

5

*

21

1475

 

20

1465

15.00

 

0

0

 

0

0

-

-1465

 

28-Aug-00

1

 

17

1795

 

17

1795

14.50

 

0

0

 

0

0

-

-1795

11875

 

3

*

54

6410

 

54

6410

15.00

 

0

0

 

0

0

-

-6410

 

29-Aug-00

1

 

10

385

 

10

385

14.50

 

0

0

 

0

0

-

-385

10625

 

6

*

29

2375

 

28

2365

15.00

 

0

0

 

0

0

-

-2365

 


                               

(Amount in Rupees crore)


LAF

Repo/RR

REPO (Absorption)


Cut-Off

REVERSE REPO (Injection)


Cut-Off

Net

Outstanding

Date #

period

Bids Received

Bids Accepted

Rate(%)

Bids Received

Bids Accepted

Rate(%)

injections(+)

Amount @

 

Day/s

Number

Amount

Number

Amount

 

Number

Amount

Number

Amount

Absorption(-)

 
                     

of liquidity

 
                               

(11-6)

 

1

2

 

3

4

 

5

6

7

 

8

9

 

10

11

12

13

14


30-Aug-00

1

 

4

430

 

2

350

14.25

 

2

125

 

1

25

15.00

-325

10655

 

6

*

29

1735

 

25

1555

14.50

 

0

0

 

0

0

-

-1555

 

31-Aug-00

4

 

19

1695

 

9

1240

13.50

 

0

0

 

0

0

-

-1240

6370

 

6

*

15

2140

 

10

1210

14.00

 

0

0

 

0

0

-

-1210

 

4-Sep-00

1

 

22

5210

 

22

5210

12.00

 

0

0

 

0

0

-

-5210

15245

 

4

*

52

7270

 

52

7270

13.00

 

0

0

 

0

0

-

-7270

 

5-Sep-00

1

 

28

3415

 

28

3415

12.00

 

0

0

 

0

0

-

-3415

19115

 

3

*

51

7230

 

50

7220

13.00

 

0

0

 

0

0

-

-7220

 

6-Sep-00

1

 

8

1340

 

6

1320

12.00

 

2

75

 

1

50

13.50

-1270

17170

 

5

*

23

1485

 

21

1360

13.00

 

0

0

 

0

0

-

-1360

 

7-Sep-00

1

 

2

310

 

2

310

11.00

 

2

200

 

0

0

-

-310

18290

 

4

*

29

2400

 

24

2130

12.00

 

0

0

 

0

0

-

-2130

 

8-Sep-00

3

 

22

3870

 

20

3820

10.50

 

1

100

 

0

0

-

-3820

10575

 

5

*

21

3285

 

19

3265

11.00

 

0

0

 

0

0

-

-3265

 

11-Sep-00

1

 

5

1785

 

3

1675

10.00

 

0

0

 

0

0

-

-1675

9320

 

3

*

29

4540

 

26

4380

11.00

 

0

0

 

0

0

-

-4380

 

12-Sep-00

1

 

1

185

 

0

0

-

 

0

0

 

0

0

-

-

13390

 

3

*

35

5895

 

32

5745

10.50

 

0

0

 

0

0

-

-5745

 

13-Sep-00

1

 

1

200

 

0

0

-

 

1

10

 

0

0

-

-

11925

 

5

*

20

2215

 

13

1800

10.25

 

0

0

 

0

0

-

-1800

 

14-Sep-00

1

 

0

0

 

0

0

-

 

1

10

 

0

0

-

-

9805

 

5

*

14

2335

 

13

2260

10.00

 

0

0

 

0

0

-

-2260

 

15-Sep-00

3

 

7

390

 

7

390

10.00

 

1

10

 

0

0

-

-390

4840

 

5

*

6

390

 

6

390

10.00

 

0

0

 

0

0

-

-390

 

18-Sep-00

1

 

17

1305

 

16

1295

10.00

 

0

0

 

0

0

-

-1295

11675

 

3

*

31

7750

 

29

7730

10.00

 

0

0

 

0

0

-

-7730

 

19-Sep-00

1

 

27

3990

 

22

3940

10.00

 

0

0

 

0

0

-

-3940

14045

 

3

*

22

2060

 

18

1985

10.00

 

0

0

 

0

0

-

-1985

 

20-Sep-00

1

 

21

6175

 

21

6175

10.00

 

0

0

 

0

0

-

-6175

16660

 

5

*

12

805

 

10

770

10.00

 

0

0

 

0

0

-

-770

 

21-Sep-00

1

 

27

8650

 

27

8650

10.00

 

0

0

 

0

0

-

-8650

14325

 

5

*

20

2920

 

20

2920

10.00

 

0

0

 

0

0

-

-2920

 

22-Sep-00

3

 

36

6880

 

36

6880

10.00

 

0

0

 

0

0

-

-6880

10570

 

5

*

12

1490

 

0

0

-

 

0

0

 

0

0

-

-

 

25-Sep-00

1

 

15

1345

 

15

1345

10.00

 

0

0

 

0

0

-

-1345

9715

 

3

*

13

5450

 

13

5450

10.00

 

0

0

 

0

0

-

-5450

 

26-Sep-00

1

 

10

1140

 

9

1115

10.00

 

0

0

 

0

0

-

-1115

10240

 

3

*

11

3675

 

11

3675

10.00

 

0

0

 

0

0

-

-3675

 

27-Sep-00

1

 

8

500

 

7

490

10.00

 

0

0

 

0

0

-

-490

10110

 

6

*

5

495

 

5

495

10.00

 

0

0

 

0

0

-

-495

 

28-Sep-00

1

 

2

35

 

0

0

-

 

0

0

 

0

0

-

-

8620

 

6

*

5

4450

 

5

4450

10.00

 

0

0

 

0

0

-

-4450

 

29-Sep-00

4

 

5

1780

 

5

1780

10.00

 

0

0

 

0

0

-

-1780

6725

 

6

*

2

210

 

0

0

-

 

0

0

 

0

0

-

-

 

3-Oct-00

1

 

17

2960

 

12

2505

9.75

 

0

0

 

0

0

-

-2505

16230

 

3

*

28

10455

 

21

9275

9.75

 

0

0

 

0

0

-

-9275

 

4-Oct-00

1

 

14

4355

 

14

4355

9.50

 

0

0

 

0

0

-

-4355

18635

 

5

*

27

5200

 

23

5005

9.50

 

0

0

 

0

0

-

-5005

 

5-Oct-00

1

 

17

4665

 

15

2140

9.25

 

0

0

 

0

0

-

-2140

18150

 

5

*

13

1790

 

11

1730

9.25

 

0

0

 

0

0

-

-1730

 

6-Oct-00

3

 

6

1850

 

6

1850

9.00

 

0

0

 

0

0

-

-1850

8890

 

5

*

5

305

 

5

305

9.25

 

0

0

 

0

0

-

-305

 

9-Oct-00

1

 

6

1380

 

5

1370

8.75

 

0

0

 

0

0

-

-1370

9765

 

3

*

13

7350

 

5

6360

8.75

 

0

0

 

0

0

-

-6360

 

10-Oct-00

1

 

2

510

 

2

510

8.50

 

0

0

 

0

0

-

-510

11460

 

3

*

7

4410

 

5

4285

8.50

 

0

0

 

0

0

-

-4285

 

11-Oct-00

1

 

1

300

 

0

0

-

 

5

600

 

0

0

-

-

10645

 

5

*

1

400

 

0

0

-

 

0

0

 

0

0

-

-

 

12-Oct-00

1

 

0

0

 

0

0

-

 

4

600

 

0

0

-

-

8985

 

5

*

1

4700

 

1

4700

8.50

 

0

0

 

0

0

-

-4700

 

13-Oct-00

3

 

4

3500

 

1

3000

8.50

 

11

1515

 

5

975

10.25

-2025

7700

16-Oct-00

1

 

0

0

 

0

0

-

 

15

1760

 

15

1760

10.25

1760

9700

 

3

*

3

5500

 

1

5000

8.50

 

0

0

 

0

0

-

-5000

 

17-Oct-00

1

 

1

3000

 

1

3000

8.50

 

7

625

 

3

475

10.25

-2525

8000

18-Oct-00

1

 

9

4000

 

9

4000

8.50

 

0

0

 

0

0

-

-4000

10050

 

5

*

10

1070

 

8

1050

8.50

 

0

0

 

0

0

-

-1050

 

19-Oct-00

1

 

11

2695

 

11

2695

8.50

 

0

0

 

0

0

-

-2695

4200

 

5

*

9

455

 

9

455

8.50

 

0

0

 

0

0

-

-455

 

20-Oct-00

3

 

4

2125

 

4

2125

8.50

 

0

0

 

0

0

-

-2125

3630

23-Oct-00

1

 

1

2000

 

1

2000

8.50

 

0

0

 

0

0

-

-2000

4555

 

4

*

3

2200

 

2

2100

8.50

 

0

0

 

0

0

-

-2100

 

24-Oct-00

1

 

1

2000

 

1

2000

8.25

 

0

0

 

0

0

-

-2000

4600

 

3

*

1

500

 

1

500

8.25

 

0

0

 

0

0

-

-500

 

RbiTtsCommonUtility

PLAYING
LISTEN

*

: In addition to the regular auctions with same day settlement under the scheme of Liquidity Adjustment Facility,

repo auctions for varying repo periods were introduced w.e.f August 3, 2000.

 

@

: Net of reverse repo.

                         

#

: Working days, on which no bid was received under LAF auction, have been excluded

 

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