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 Amoun

(Amount in ₹ crore, Rate in Per cent) MONEY MARKETS@ Volume (One Leg) Weighted Average Rate Range A. Overnight Segment (I+II+III+IV) 297,067.44 4.64 0.01-5.20 I. Call Money 18,365.40 4.96 3.50-5.20 II. Triparty Repo 194,952.85 4.69 4.41-5.00 III. Market Repo 83,749.19 4.46 0.01-5.15 IV. Repo in Corporate Bond 0.00 - B. Term Segment I. Notice Money** 55.20 4.81 4.10-5.00 II. Term Money@@ 408.00 - 5.15-6.30 III. Triparty Repo 565.00 5.03 4.80-5.20 IV. Market Repo 1,225.

On a review of current financial market conditions and taking into consideration the requirement of US Dollars in the market, it has been decided to undertake another 6-month US Dollar sell/buy swap auction to provide liquidity to the foreign exchange market. The auction will be multiple price based, i.e., successful bids will be accepted at their respective quoted premiums. The details of the auction are as under: Swap Amount (USD Billion) Auction date Auction Time N

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 12, 2020. I. SUMMARY RESULTS Aggregate amount notified by RBI (USD Billion) 2.00 Total amount bid by participants (USD Billion) 4.67 Total amount accepted by RBI (USD Billion) 2.06 Cut-off premium (in paisa) 156.00 II. DETAILS OF THE AUCTION USD/INR Sell Buy Swap auction No. of bids received 78 Total bid amount (in USD bill

(Amount in ₹ crore, Rate in Per cent) MONEY MARKETS@ Volume (One Leg) Weighted Average Rate Range A. Overnight Segment (I+II+III+IV) 312,020.84 4.74 3.50-5.30 I. Call Money 18,033.75 4.93 3.70-5.15 II. Triparty Repo 212,982.35 4.70 4.00-4.90 III. Market Repo 80,904.74 4.81 3.50-5.05 IV. Repo in Corporate Bond 100.00 5.30 5.30-5.30 B. Term Segment I. Notice Money** 93.26 4.74 4.15-5.10 II. Term Money@@ 142.55 - 5.00-5.85 III. Triparty Repo 0.00 - - IV. Market Repo 500.

Tenor 14-day Notified Amount (in ₹ crore) 3,80,000 Total amount of offers received (in ₹ crore) 1,10,845 Amount accepted (in ₹ crore) 1,10,845 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: 2019-2020/2059

Tenor 7-day Notified Amount (in ₹ crore) 25,000 Total amount of bids received (in ₹ crore) Nil Amount allotted (in ₹ crore) Nil Cut off Rate (%) NA Weighted Average Rate (%) NA Partial Allotment Percentage of bids received at cut off rate (%) NA Ajit Prasad Director Press Release: 2019-2020/2058

As announced on March 12, 2020 the Reserve Bank will conduct a variable rate reverse repo auction today as under: Sl. No. Notified Amount(₹ crore) Tenor (day) Window Timing Date of Reversal 1 3,80,000 14 2.30 pm to 3.00 pm March 27, 2020 (Friday) 2. On March 12, 2020 the Reserve Bank also announced that it would undertake 6-month US Dollar sell/buy swaps to provide liquidity to the foreign exchange market in view of current and evolving financial market conditions and

(Amount in ₹ crore, Rate in Per cent) MONEY MARKETS@ Volume (One Leg) Weighted Average Rate Range A. Overnight Segment (I+II+III+IV) 246,495.83 4.88 3.70-5.15 I. Call Money 20,177.58 4.95 3.70-5.15 II. Triparty Repo 151,823.35 4.88 4.84-4.98 III. Market Repo 74,494.90 4.87 3.95-5.10 IV. Repo in Corporate Bond 0.00 - B. Term Segment I. Notice Money** 586.20 4.90 4.10-5.15 II. Term Money@@ 552.60 - 5.10-5.90 III. Triparty Repo 8,951.00 5.00 4.90-5.15 IV. Market Repo 100

The Reserve Bank of India will conduct the following Variable Rate Reverse Repo auction on March 13, 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 3,80,000 14 2:30 pm to 3:00 pm March 27, 2020 (Friday) The operational guidelines for the auction as given in the Reserve Bank’s Press Release 2019-2020/1947 dated February 13, 2020 will remain the sam