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) 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 Amount

(Amount in ₹ crore, Rate in Per cent) MONEY MARKETS@ Volume (One Leg) Weighted Average Rate Range A. Overnight Segment (I+II+III+IV) 3,22,623.43 3.71 0.01-5.50 I. Call Money 13,411.61 4.99 3.40-5.50 II. Triparty Repo 2,34,474.10 3.48 0.01-5.10 III. Market Repo 74,737.72 4.18 0.01-5.25 IV. Repo in Corporate Bond 0.00 - B. Term Segment I. Notice Money** 1,259.19 5.07 4.00-5.50 II. Term Money@@ 557.05 - 5.10-6.25 III. Triparty Repo 3,076.05 5.44 4.90-5.75 IV. Market Repo

I. SUMMARY RESULTS Aggregate Amount (Face value) notified by RBI : ₹ 15,000 crore Total amount offered (Face value) by participants : ₹ 51,439 crore Total amount accepted (Face value) by RBI : ₹ 15,000 crore II. DETAILS OF EACH ISSUE Security 6.84% GS 2022 7.72% GS 2025 8.33% GS 2026 7.26% GS 2029 No. of offers received 112 113 58 99 Total amount (face value) offered (in ₹ crore) 13,006 12,844 6,906 18,683 No. of offers accepted 39 39 31 34 Total amount (face value) a

The Reserve Bank had announced two variable rate term repo auctions of ₹ 25,000 crore each vide press release 2030/2019-2020 dated March 06, 2020, to be conducted on March 30, 2020 and March 31, 2020, to address any additional demand for liquidity and to provide flexibility to the banking system in year-end liquidity management. As a special case, Standalone Primary Dealers (SPDs) were also allowed to participate in these auctions along with other eligible participant

Tenor 16-day Notified Amount (in ₹ crore) 50,000 Total amount of bids received (in ₹ crore) 46,160 Amount allotted (in ₹ crore) 46,160 Cut off Rate (%) 5.16 Weighted Average Rate (%) 5.25 Partial Allotment Percentage of bids received at cut off rate (%) NA Ajit Prasad Director Press Release: 2019-2020/2109

(Amount in ₹ crore, Rate in Per cent) MONEY MARKETS@ Volume (One Leg) Weighted Average Rate Range A. Overnight Segment (I+II+III+IV) 4,129.31 4.62 3.00-5.25 I. Call Money 1,900.56 4.70 4.00-5.25 II. Triparty Repo 2,228.75 4.56 3.00-5.05 III. Market Repo 0.00 - IV. Repo in Corporate Bond 0.00 - B. Term Segment I. Notice Money** 16,991.03 5.01 3.40-5.60 II. Term Money@@ 1,290.70 - 5.25-6.30 III. Triparty Repo 2,19,092.50 4.38 2.00-5.65 IV. Market Repo 84,982.07 4.19 0.0

Tenor 16-day Notified Amount (in ₹ crore) 50,000 Total amount of bids received (in ₹ crore) 31,585 Amount allotted (in ₹ crore) 31,585 Cut off Rate (%) 5.16 Weighted Average Rate (%) 5.22 Partial Allotment Percentage of bids received at cut off rate (%) NA Ajit Prasad Director Press Release: 2019-2020/2104

Today, the Reserve Bank conducted USD/INR Sell Buy swap auction for a notified amount of USD 2 billion as announced vide press release dated March 16, 2020. I. SUMMARY RESULTS Aggregate amount notified by RBI (USD Billion) 2.00 Total amount bid by participants (USD Billion) 1.53 Total amount accepted by RBI (USD Billion) 0.65 Cut-off premium (in paisa) 196.00 II. DETAILS OF THE AUCTION USD/INR Sell Buy Swap auction No. of bids received 42 Total bid amount (in USD bill

The Reserve Bank had announced its intent to purchase Government securities under Open Market Operations (OMOs) for an aggregate amount of ₹ 30,000 crores in the month of March 2020 vide, press release dated March 20, 2020. The first tranche is scheduled to be conducted on March 24, 2020 and the second tranche is scheduled for March 30, 2020. On a review of current liquidity and financial conditions, the Reserve Bank has decided to advance the second tranche of purcha

As a pre-emptive measure to tide over any frictional liquidity requirements on account of dislocations due to COVID-19, the Reserve Bank of India has decided to conduct the following fine-tuning variable rate Repo auctions for ₹1,00,000 crores in two tranches as under: Sl. No. Date Notified Amount (₹ crores) Tenor (days) Window Timing Date of Reversal 1 March 23, 2020 50,000 16-day 3.00 PM – 3.30 PM April 08, 2020 2 March 24, 2020 50,000 16-day 11.00 AM- 11.30 AM Apri