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Money Market Operations as on August 01, 2015


(Amount in ₹ crore, Rate in per cent)

MONEY MARKETS@
Volume Wtd.Avg.Rate Range
(One Leg)
A. Overnight Segment (I+II+III+IV)   10,328.16 6.14 4.00-6.75
     I. Call Money   810.06 5.45 4.00-6.48
     II. CBLO   9,518.10 6.20 5.75-6.75
     III. Market Repo   0.00   -
     IV. Repo in Corporate Bond  
0.00
-
B. Term Segment        
     I. Notice Money**   3.00 4.96 4.00-5.50
     II. Term Money@@   0.00 - -
     III. CBLO
  0.00 - -
     IV. Market Repo   0.00 - -
     V. Repo in Corporate Bond   0.00 - -
RBI OPERATIONS@
Amount Outstanding Rate
C. Liquidity Adjustment Facility
   (i) Repo (Fixed rate) (3 days) 2,224.00 7.25
   (ii) Repo (Variable rate) (14 days)   13,620.00 7.26Ω
   (14 days)   7,500.00 7.26 *
  (14 days)   5,410.00 7.26
  (14 days)   2,525.00 7.27µ
   (iii) Reverse Repo (Fixed rate) (3 days)   4,182.00 6.25
  (2 days)   23,755.00 6.25
   (iv) Reverse Repo (Variable rate) (3 days)   10,003.00 7.23θ
  (4 days)   4,304.00 7.24β
  (7 days)   7,187.00 7.24
  (7 days)   17,124.00 7.24δ
  (7 days)   14,680.00 7.24ζ
D. Marginal Standing Facility (3 days)   25.00 8.25
  (2 days)   0.00 8.25
E. Standing Liquidity Facility Availed from RBI $   1,950.69  
RESERVE POSITION@
F. Cash Reserves Position  of Scheduled Commercial Banks
(i) Cash balances with RBI  as on # 29/07/2015 361,667.00  
(ii) Average daily  cash reserve  requirement  for the fortnight ending 07/08/2015 360,686.00  
G. Government of India Surplus Cash Balance Reckoned for Auction as on ¥ 31/07/2015 3,236.00  
@ Based on RBI / CCIL/ FIMMDA Data
- Not Applicable / No Transaction
** Relates to uncollateralized transactions of 2 to 14 days tenor
@@ Relates to uncollateralized transactions of 15 days to one year tenor
# The figure for the cash balances with RBI on Sunday is same as that of the previous day (Saturday).
$ Includes refinance facilities extended by RBI
Ω Cut off rate at the Variable Rate Repo auction, dated July 21, 2015
* Cut off rate at the Variable Rate Repo auction, dated July 24, 2015
₤ Cut off rate at the Variable Rate Repo auction, dated July 28, 2015
µ Cut off rate at the Variable Rate Repo auction, dated July 31, 2015
θ Cut off rate at the Variable Rate Reverse Repo auction, dated July 31, 2015
δ Cut off rate at the Variable Rate Reverse Repo auction, dated July 31, 2015
β Cut off rate at the Variable Rate Reverse Repo auction, dated July 30, 2015
ζ Cut off rate at the Variable Rate Reverse Repo auction, dated July 27, 2015
¶ Cut off rate at the Variable Rate Reverse Repo auction, dated July 30, 2015
¥ As per the Press Release No. 2014-2015/1971 dated March 19, 2015
Ajit Prasad
Assistant General Manager
Press Release : 2015-2016/289

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