Money Market Operations as on June 22, 2016


(Amount in ₹ billion, Rate in Per cent)

MONEY MARKETS @
Volume Wtd.Avg.Rate Range
(One Leg)
A. Overnight Segment (I+II+III+IV) 1,436.96 6.25 4.00-6.60
     I. Call Money 120.67 6.27 5.40-6.60
     II. CBLO 907.21 6.31 6.20-6.49
     III. Market Repo 409.08 6.09 4.00-6.45
     IV. Repo in Corporate Bond
0.00
B. Term Segment      
     I. Notice Money** 1.26 6.05 5.80-6.25
     II. Term Money@@ 4.45 6.80-7.15
     III. CBLO
0.00
     IV. Market Repo 0.00
     V. Repo in Corporate Bond 0.59 10.00 10.00-10.00
RBI OPERATIONS@
Auction Date Tenor (Days) Maturity Date Amount Outstanding Current Rate /
Cut off Rate
C. Liquidity Adjustment Facility
   (i) Repo (Fixed Rate) 22/06/2016 1 23/06/2016 25.17 6.50
   (ii) Repo (Variable rate) 10/06/2016 14 24/06/2016 185.70 6.51
  14/06/2016 14 28/06/2016 142.00 6.51
  17/06/2016 14 01/07/2016 47.75 6.51
  21/06/2016 14 05/07/2016 73.00 6.51
  09/06/2016 21 30/06/2016 200.03 6.51
  16/06/2016 14 30/06/2016 101.25 6.51
   (iii) Reverse Repo (Fixed rate) 22/06/2016 1 23/06/2016 36.24 6.00
   (iv) Reverse Repo (Variable rate) 20/06/2016 7 27/06/2016 116.05 6.49
  21/06/2016 7 28/06/2016 115.13 6.49
  22/06/2016 7 29/06/2016 22.91 6.49
D. Marginal Standing Facility 22/06/2016 1 23/06/2016

0.00

7.00
E. Standing Liquidity Facility Availed from RBI $     20.98  
RESERVE POSITION @
F. Cash Reserves Position  of Scheduled Commercial Banks
(i) Cash balances with RBI  as on # 18/06/2016 3,935.14  
(ii) Average daily  cash reserve  requirement  for the fortnight ending 24/06/2016 3,905.18  
G. Government of India Surplus Cash Balance Reckoned for Auction as on ¥ 22/06/2016 279.74  
@ 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 : 2015-2016/2984