RBI-MONEY MARKET OPERATION

MUMBAI, Dec 24, 2019 () Money Market Operations as on December 23, 2019 (Amount in ? crore, Rate in Per cent) MONEY MARKETS @

Volume

(One Leg)

Weighted Average Rate

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

2,94,241.62

4.87

0.50-5.30

I. Call Money

15,878.63

5.11

3.70-5.30

II. Triparty Repo

2,10,870.00

4.87

4.15-4.92

III. Market Repo

67,042.99

4.80

0.50-5.05

IV. Repo in Corporate Bond

450.00

5.05

5.05-5.05 B. Term Segment

I. Notice Money**

188.01

4.95

4.35-5.25

II. Term Money@@

598.00

-

5.20-5.55

III. Triparty Repo

75.00

4.90

4.90-4.90

IV. Market Repo

0.00

-

-

V. Repo in Corporate Bond

186.10

6.86

6.70-7.90 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, 23/12/2019

1

Tue, 24/12/2019

5,029.00

5.15 (ii) Repo (Variable rate) (ii.a) Regular 14-day Tue, 10/12/2019

14

Tue, 24/12/2019

5,000.00

5.16 Fri, 13/12/2019

14

Fri, 27/12/2019

2,200.00

5.16 Tue, 17/12/2019

14

Tue, 31/12/2019

4,000.00

5.16 Fri, 20/12/2019

14

Fri, 03/01/2020

10,175.00

5.16 (ii.b) Others

-

-

-

-

- (iii) Reverse Repo (Fixed rate) (iii.a) Reverse Repo (Regular) Mon, 23/12/2019

1

Tue, 24/12/2019

19,952.00

4.90 (iii.b) Reverse Repo (Additional)& Mon, 23/12/2019

1

Tue, 24/12/2019

7,689.00

4.90 (iv) Reverse Repo (Variable rate) Mon, 23/12/2019

1

Tue, 24/12/2019

2,10,353.00

5.14 D. Marginal Standing Facility (MSF) (i) MSF (Regular) Mon, 23/12/2019

1

Tue, 24/12/2019

3,353.00

5.40 (ii) MSF (Additional)& Mon, 23/12/2019

1

Tue, 24/12/2019

400.00

5.40 E. Standing Liquidity Facility (SLF) Availed from RBI $1,615 F. Net liquidity injected [injection (+)/absorption (-)] *

-2,06,222 RESERVE POSITION @ G. Cash Reserves Position of Scheduled Commercial Banks (i) Cash balances with RBI as on 23/12/2019 5,34,714.07 (ii) Average daily cash reserve requirement for the fortnight ending

03/01/2020

5,37,344.00 H. Government of India Surplus Cash Balance Reckoned for Auction as on

23/12/2019

21,375.00 @ 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