Money Market Operations as on February 20, 2018

MONEY MARKETS @
Volume Wtd.Avg.Rate Range
(One Leg)
A. Overnight Segment (I+II+III+IV) 2,041.38 5.98 1.00-6.15
     I. Call Money 164.93 5.96 5.00-6.15
     II. CBLO 1,312.70 5.98 5.76-6.04
     III. Market Repo 563.75 5.97 1.00-6.10
     IV. Repo in Corporate Bond
0.00
B. Term Segment
     I. Notice Money** 3.60 6.10 5.25-6.35
     II. Term Money@@ 6.15 5.70-7.30
     III. CBLO 3.46 5.87 5.85-5.90
     IV. Market Repo 6.79 6.00 6.00-6.00
     V. Repo in Corporate Bond 0.76 7.90 7.90-7.90
RBI OPERATIONS@
Auction Date Tenor (Days) Maturity Date Amount Outstanding Current Rate /
Cut off Rate
C. Liquidity Adjustment Facility
   (i) Repo (Fixed Rate) 20/02/2018 1 21/02/2018 58.25 6.00
   (ii) Repo (Variable rate) 09/02/2018 14 23/02/2018 90.50 6.01
12/02/2018 15 27/02/2018 134.00 6.01
15/02/2018 7 22/02/2018 187.40 6.01
16/02/2018 13 01/03/2018 91.75 6.01
20/02/2018 14 06/03/2018 157.75 6.01
   (iii) Reverse Repo (Fixed rate) 20/02/2018 1 21/02/2018 56.06 5.75
   (iv) Reverse Repo (Variable rate) 31/01/2018 28 28/02/2018 0.00
14/02/2018 7 21/02/2018 2.90 5.99
15/02/2018 14 01/03/2018 0.50 5.99
15/02/2018 7 22/02/2018 21.45 5.99
16/02/2018 7 23/02/2018 254.74 5.99
D. Marginal Standing Facility 20/02/2018 1 21/02/2018 7.85 6.25
E. Standing Liquidity Facility Availed from RBI $ 12.02
RESERVE POSITION @
F. Cash Reserves Position  of Scheduled Commercial Banks
(i) Cash balances with RBI  as on # 16/02/2018 4,504.29
(ii) Average daily  cash reserve  requirement  for the fortnight ending 16/02/2018 4,513.91
G. Government of India Surplus Cash Balance Reckoned for Auction as on ¥ 20/02/2018 661.40
@ 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 : 2017-2018/2252

Source : RBI