RBI MONEY MARKET OPERATION

Mumbai, December 9 () Money market operations as of December 6, 2019 (Amount in billions, percentage rate) MONEY MARKETS @

Volume (one leg)

Weighted

Average rate

Rank A. Night segment (I + II + III + IV)

5,516.36

4.85

4.10-5.15

I. Call money

1,180.81

4.64

4.20-5.15

II Tripartite Repo

3,335.55

4.83

4.10-5.15

III. Market repo

0.00

-

IV. Repo in Corporate Bonds

1,000.00

5.15

5.15-5.15 B. Term segment

I. Money notice **

15,670.71

5.05

3.70-5.25

II Term Money @@

1,042.00

-

5.10-5.50

I II Tripartite Repo 1,74,636.45

4.89

4.60-5.05

IV. Market repo

70,902.72

4.70

1.00-5.10

V. Repo in Corporate Bonus

56.50

7.90

7.90-7.90 RBI @ OPERATIONS

Auction Date

Tenor (days)

Due date

Outstanding amount

Current rate/cut-off rate C. Ease of liquidity adjustment (LAF) (i) Repo (fixed rate) Friday, 06/12/2019

3

Monday, 09/12/2019

3,739.00

5.15 (ii) Repo (variable rate) (ii.a) Regular 14-day sea, 11/26/2019

14

Tuesday, 12/10/2019

100.00

5.16 Friday, 11/29/2019

14

Fri, 12/13/2019

175.00

5.16 Mar, 03/12/2019

14

Tuesday, 12/17/2019

0.00

- Friday, 06/12/2019

14

Fri, 12/20/2019

10,400.00

5.16 (ii.b) Other

-

-

-

-

- (iii) Repo reverse (fixed rate) Fri, 12/06/2019

3

Monday, 09/12/2019

42,550.00

4.90 (iv) Repo reverse (variable rate) Fri, 12/06/2019

3

Monday, 09/12/2019

2,19,609.00

5.14 Monday, 11/18/2019

21

Monday, 09/12/2019

3,918.00

5.14 thu, 07/11/2019

35

Thu, 12/12/2019

25,004.00

5.12 Mon, 04/11/2019

42

Monday, 12/16/2019

25,007.00

5.13 D. Installation of marginal foot (MSF) Friday, 06/12/2019

3

Monday, 09/12/2019

3,838.00

5.40 E. Permanent liquidity service (SLF) available from RBI $

1,403 F. Net liquidity injected [injection (+)/absorption (-)] *

-2,96,433 RESERVATION POSITION @ G. Position of cash reserves of programmed commercial banks (i) Cash balances with RBI at # 06/12/2019

5,40,118.31 (ii) Daily average cash reserve requirement by the end of the fortnight

06/12/2019

5,30,986.00 H. Excess cash balance of the Government of India calculated for the auction as in

06/12/2019 0.00 @ Based on Reserve Bank of India (RBI)/Clearing Corporation of India Limited (CCIL). - Not applicable/No transaction ** Refers to unsecured transactions from 2 to 14 days. @@ It is related to unsecured transactions of 15 days to one year of maturity # The amount of cash balances with RBI on Sunday is the same as the previous day (Saturday). $ Includes refinancing facilities extended by RBI According to Press Release No. 2014-2015/1971 of March 19, 2015 * Net liquidity is calculated as Repo + MSF + SLF-Repo Reverse. MOM JMF JMF

comments