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Money Market Operations as on March 31, 2017


(Amount in ₹ billion, Rate in Per cent)

MONEY MARKETS @
Volume Wtd.Avg.Rate Range
(One Leg)
A. Overnight Segment (I+II+III+IV) 1,962.45 5.86 1.00-9.50
     I. Call Money 98.91 6.04 5.00-9.50
     II. CBLO 641.64 5.47 1.00-6.09
     III. Market Repo 1,221.91 6.06 2.00-6.60
     IV. Repo in Corporate Bond
0.00
 
-
B. Term Segment      
     I. Notice Money** 1.68 5.72 5.45-6.05
     II. Term Money@@ 5.70 - 6.30-6.45
     III. CBLO 1.78 5.94 5.70-6.10
     IV. Market Repo 0.00 - -
     V. Repo in Corporate Bond 0.00 - -
RBI OPERATIONS@
Auction Date Tenor (Days) Maturity Date Amount Outstanding Current Rate /
Cut off Rate
C. Liquidity Adjustment Facility
   (i) Repo (Fixed Rate) 31/03/2017 3 03/04/2017 93.95 6.25
   (ii) Repo (Variable rate) 21/03/2017 13 03/04/2017 65.00 6.26
  24/03/2017 14 07/04/2017 0.00 -
  27/03/2017 15 11/04/2017 60.00 6.26
  31/03/2017 13 13/04/2017 4.90 6.26
   (iii) Reverse Repo (Fixed rate) 31/03/2017 3 03/04/2017 1351.77 5.75
   (iv) Reverse Repo (Variable rate) 06/03/2017 28 03/04/2017 5.00 6.24
  07/03/2017 29 05/04/2017 10.00 6.24
  08/03/2017 28 05/04/2017 0.00 -
  20/03/2017 14 03/04/2017 14.30 6.24
  21/03/2017 15 05/04/2017 13.00 6.24
  22/03/2017 14 05/04/2017 67.25 6.24
  23/03/2017 14 06/04/2017 121.95 6.24
  24/03/2017 14 07/04/2017 95.00 6.24
  27/03/2017 14 10/04/2017 74.00 6.24
  27/03/2017 7 03/04/2017 120.00 6.24
  29/03/2017 14 12/04/2017 283.08 6.24
  29/03/2017 7 05/04/2017 224.66 6.24
  30/03/2017 14 13/04/2017 48.00 6.24
  30/03/2017 7 06/04/2017 266.25 6.24
  31/03/2017 17 17/04/2017 135.00 6.24
  31/03/2017 7 07/04/2017 163.75 6.24
  31/03/2017 3 03/04/2017 164.25 6.24
  31/03/2017 3 03/04/2017 226.52 6.24
D. Marginal Standing Facility 31/03/2017 3 03/04/2017 19.25 6.75
E. Standing Liquidity Facility Availed from RBI $     14.83  
RESERVE POSITION @
F. Cash Reserves Position  of Scheduled Commercial Banks
(i) Cash balances with RBI  as on # 27/03/2017 4,606.27  
  28/03/2017 4,388.93  
(ii) Average daily  cash reserve  requirement  for the fortnight ending 31/03/2017 4,356.03  
G. Government of India Surplus Cash Balance Reckoned for Auction as on ¥ 31/03/2017 129.90  
@ 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
¥ As per the Press Release No. 2014-2015/1971 dated March 19, 2015
Ajit Prasad
Assistant Adviser
Press Release : 2016-2017/2648

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