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80055364

Money Market Operations as on August 30, 2016


(Amount in ₹ billion, Rate in Per cent)

MONEY MARKETS @
Volume Wtd.Avg.Rate Range
(One Leg)
A. Overnight Segment (I+II+III+IV) 1,685.84 6.47 5.40-6.60
     I. Call Money 135.31 6.39 5.40-6.60
     II. CBLO 1,049.53 6.48 6.30-6.55
     III. Market Repo 501.00 6.46 6.00-6.55
     IV. Repo in Corporate Bond
0.00
-
B. Term Segment      
     I. Notice Money** 4.97 6.27 5.75-6.40
     II. Term Money@@ 1.56 - 6.55-6.75
     III. CBLO
5.50 6.50 6.50-6.50
     IV. Market Repo 33.13 6.62 6.54-6.80
     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) 30/08/2016 1 31/08/2016 107.18 6.50
   (ii) Repo (Variable rate) 19/08/2016 14 02/09/2016 25.25 6.60
  23/08/2016 14 06/09/2016 4.40 6.61
  26/08/2016 14 09/09/2016 3.25 6.63
  30/08/2016 13 12/09/2016 18.60 6.61
   (iii) Reverse Repo (Fixed rate) 30/08/2016 1 31/08/2016 82.81 6.00
   (iv) Reverse Repo (Variable rate) 05/08/2016 32 06/09/2016 7.50 6.49
  16/08/2016 22 07/09/2016 23.00 6.49
  19/08/2016 18 06/09/2016 48.25 6.49
  22/08/2016 15 06/09/2016 45.75 6.49
  25/08/2016 13 07/09/2016 139.64 6.49
  26/08/2016 12 07/09/2016 63.20 6.49
  29/08/2016 9 07/09/2016 15.00 6.49
  30/08/2016 8 07/09/2016 4.15 6.49
  30/08/2016 1 31/08/2016 100.08 6.48
D. Marginal Standing Facility 30/08/2016 1 31/08/2016 2.25 7.00
E. Standing Liquidity Facility Availed from RBI $     17.95  
RESERVE POSITION @
F. Cash Reserves Position  of Scheduled Commercial Banks
(i) Cash balances with RBI  as on # 26/08/2016 3,969.30  
(ii) Average daily  cash reserve  requirement  for the fortnight ending 02/09/2016 3,981.06  
G. Government of India Surplus Cash Balance Reckoned for Auction as on ¥ 30/08/2016 51.50  
@ 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 : 2016-2017/543

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