RBI-MONEY MARKET OPERATION

MUMBAI, Jan 28, () Money Market Operations as on January 27, 2020 (Amount in ? crore, Rate in Per cent) MONEY MARKETS@

Volume. (One Leg)

Weighted

Average Rate

Range A. Overnight Segment (I+II+III+IV)

2,57,696.85

4.97

3.00-5.25

I. Call Money

9,019.00

4.93

3.70-5.25

II. Triparty Repo

1,80,759.80

4.98

4.88-5.02

III. Market Repo

66,833.05

4.96

3.00-5.12

IV. Repo in Corporate Bond

1,085.00

5.23

5.20-5.25 B. Term Segment

I. Notice Money**

1,093.20

4.85

4.30-5.20

II. Term Money@@

285.00

-

5.10-5.80

III. Triparty Repo

0.00

-

-

IV. Market Repo

970.00

5.25

5.25-5.25

V. Repo in Corporate Bond

889.29

6.90

6.90-6.90 RBI OPERATIONS@

Auction Date

Tenor (Days)

Maturity Date

Amount Outstanding

Current Rate / Cut off Rate C. Liquidity Adjustment Facility (LAF) (i) Repo (Fixed Rate) Mon, 27/01/2020

1

Tue, 28/01/2020

2,894.00

5.15 (ii) Repo (Variable rate) (ii.a) Regular 14-day Tue, 14/01/2020

14

Tue, 28/01/2020

1,000.00

5.16 Fri, 17/01/2020

14

Fri, 31/01/2020

2,100.00

5.16 Tue, 21/01/2020

14

Tue, 04/02/2020

5,000.00

5.16 Fri, 24/01/2020

14

Fri, 07/02/2020

4,000.00

5.16 (ii.b) Others

-

-

-

-

- (iii) Reverse Repo (Fixed rate) (iii.a) Reverse Repo (Regular) Mon, 27/01/2020

1

Tue, 28/01/2020

65,453.00

4.90 (iii.b) Reverse Repo (Additional)& Mon, 27/01/2020

1

Tue, 28/01/2020

11,043.00

4.90 (iv) Reverse Repo (Variable rate) Mon, 27/01/2020

1

Tue, 28/01/2020

1,30,027.00

5.09 Thu, 16/01/2020

28

Thu, 13/02/2020

11,750.00

5.14 Wed, 22/01/2020

29

Thu, 20/02/2020

11,500.00

5.14 Fri, 24/01/2020

31

Mon, 24/02/2020

12,790.00

5.14 Mon, 13/01/2020

42

Mon, 24/02/2020

5,500.00

5.14 Fri, 03/01/2020

63

Fri, 06/03/2020

25,006.00

5.14 Wed, 08/01/2020

63

Wed, 11/03/2020

25,007.00

5.14 Fri, 10/01/2020

63

Fri, 13/03/2020

15,020.00

5.14 D. Marginal Standing Facility (MSF) (i) MSF (Regular) Mon, 27/01/2020

1

Tue, 28/01/2020

3,325.00

5.40 (ii) MSF (Additional)& Mon, 27/01/2020

1

Tue, 28/01/2020

0.00

5.40 E. Standing Liquidity Facility (SLF) Availed from RBI $1,588 F. Net liquidity injected [injection (+)/absorption (-)] *

-2,93,189 RESERVE POSITION @ G. Cash Reserves Position of Scheduled Commercial Banks (i) Cash balances with RBI as on27/01/2020

5,33,024.45 (ii) Average daily cash reserve requirement for the fortnight ending

31/01/2020

5,38,766.00 H. Government of India Surplus Cash Balance Reckoned for Auction as on

27/01/2020

0.00 @ Based on Reserve Bank of India (RBI) / Clearing Corporation of India Limited (CCIL). - 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 $ Includes refinance facilities extended by RBI As per the Press Release No. 2014-2015/1971 dated March 19, 2015 & As per the Press Release No. 2019-2020/1432 dated December 13, 2019 * Net liquidity is calculated as Repo+MSF+SLF-Reverse Repo. ------------------ MUM SVC SVC SVC