Money Market Operations as on June 24, 2016


(Amount in ₹ billion, Rate in Per cent)

MONEY MARKETS @
Volume Wtd.Avg.Rate Range
(One Leg)
A. Overnight Segment (I+II+III+IV) 1,527.26 6.28 4.75-8.45
     I. Call Money 307.16 6.38 5.40-6.60
     II. CBLO 420.86 5.90 4.75-6.86
     III. Market Repo 799.24 6.44 5.30-8.45
     IV. Repo in Corporate Bond
0.00
B. Term Segment      
     I. Notice Money** 1.44 6.08 5.80-6.20
     II. Term Money@@ 3.37 6.80-7.30
     III. CBLO
0.00
     IV. Market Repo 0.50 5.00 5.00-5.00
     V. Repo in Corporate Bond 0.00
RBI OPERATIONS@
Auction Date Tenor (Days) Maturity Date Amount Outstanding Current Rate /
Cut off Rate
C. Liquidity Adjustment Facility
   (i) Repo (Fixed Rate) 24/06/2016 3 27/06/2016 102.75 6.50
   (ii) Repo (Variable rate) 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
  24/06/2016 14 08/07/2016 190.02 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) 24/06/2016 3 27/06/2016 196.98 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 24/06/2016 3 27/06/2016

0.70

7.00
E. Standing Liquidity Facility Availed from RBI $     22.09  
RESERVE POSITION @
F. Cash Reserves Position  of Scheduled Commercial Banks
(i) Cash balances with RBI  as on # 21/06/2016 3,877.22  
(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 ¥ 24/06/2016 252.62  
@ 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 : 2015-2016/3009