Money Market Operations as on August 28, 2018

MONEY MARKETS @
Volume Wtd.Avg.Rate Range
(One Leg)
A. Overnight Segment (I+II+III+IV) 1,986.64 6.37 5.00-6.50
     I. Call Money 176.86 6.35 5.00-6.50
     II. CBLO 1,337.72 6.38 6.30-6.50
     III. Market Repo 472.07 6.37 5.50-6.50
     IV. Repo in Corporate Bond 0.00
B. Term Segment
     I. Notice Money** 0.48 5.97 5.50-6.35
     II. Term Money@@ 11.01 6.40-7.10
     III. CBLO 0.00
     IV. Market Repo 0.00
     V. Repo in Corporate Bond 1.95 8.60 8.60-8.60
RBI OPERATIONS@
Auction Date Tenor (Days) Maturity Date Amount Outstanding Current Rate /
Cut off Rate
C. Liquidity Adjustment Facility
   (i) Repo (Fixed Rate) 28/08/2018 1 29/08/2018 51.51 6.50
   (ii) Repo (Variable rate) 16/08/2018 15 31/08/2018 215.67 6.51
21/08/2018 14 04/09/2018 129.39 6.51
24/08/2018 14 07/09/2018 197.67 6.51
28/08/2018 14 11/09/2018 117.75 6.51
   (iii) Reverse Repo (Fixed rate) 28/08/2018 1 29/08/2018 209.42 6.25
   (iv) Reverse Repo (Variable rate) 23/08/2018 7 30/08/2018 17.50 6.49
27/08/2018 7 03/09/2018 155.73 6.49
28/08/2018 7 04/09/2018 69.50 6.49
D. Marginal Standing Facility 28/08/2018 1 29/08/2018 14.30 6.75
E. Standing Liquidity Facility Availed from RBI $ 23.88
RESERVE POSITION @
F. Cash Reserves Position of Scheduled Commercial Banks
(i) Cash balances with RBI as on # 20/08/2018 4,815.39
21/08/2018 4,845.62
(ii) Average daily cash reserve requirement for the fortnight ending 31/08/2018 4,777.36
G. Government of India Surplus Cash Balance Reckoned for Auction as on ¥ 28/08/2018 0.00
@ 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 : 2018-2019/485
Source : RBI