OPERATION OF RBI-MONEY MARKET

Mumbai, July 10 () Money market operations as of July 9, 2019 (Amount in billions, percentage rate) MONEY MARKETS @

Volume (one leg)

Weighted

Average rate

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

2,156.64

5.70

4.40-6.45

I call money

140.56

5.62

4.40-5.85

II. Triparty repo

1,337.23

5.70

5.25-5.74

III. Market Repo

678.60

5.71

5.00-5.85

IV. Repo in Corporate Bond

0.25

6.45

6.45-6.45 B. Term segment

I. Money notice **

1.38

5.66

5.10-5.85

II. Term money @@

4.88

-

5.90-6.85

I II. Triparty repo

3.42

5.75

5.75-5.75

IV. Market Repo

20.55

5.81

5.80-6.00

V. Repo in Corporate Bond

0.20

7.90

7.90-7.90 RBI OPERATIONS @

Date of the auction

Tenor (days)

Expiration date

Outstanding amount

Current rate/Cut-off rate C. Ease of liquidity adjustment (LAF) (i) Repo (Fixed rate)

Mar, 07/09/2019

1

Wed, 07/10/2019

32.67

5.75 (ii) Repo (variable rate) (ii.a) Regular of 14 days

Friday 06/28/2019

14

Friday, 07/12/2019

40.85

5.76

Mar, 07/02/2019

14

Mar 07/16/2019

32.90

5.76

Friday, 07/05/2019

14

Friday 07/19/2019

58.40

5.76

Mar, 07/09/2019

14

Mar, 07/23/2019

106.90

5.76 (ii.b) Other

-

-

-

-

- (iii) Reverse Repo (fixed rate)

Mar, 07/09/2019

1

Wed, 07/10/2019

120.40

5.50 (iv) Reverse Replenishment (variable rate)

Mar, 07/09/2019

1

Wed, 07/10/2019

700.15

5.74

Wed, 07/03/2019

7

Wed, 07/10/2019

99.15

5.74

Thu, 07/04/2019

7

Thu, 07/11/2019

67.10

5.74

Friday, 07/05/2019

7

Friday, 07/12/2019

71.00

5.74

Mon, 07/08/2019

7

Mon, 07/15/2019

120.85

5.74

Mar, 07/09/2019

7

Mar 07/16/2019

106.40

5.74

Thu, 07/04/2019

14

Thu, 07/18/2019

5.50

5.74

Wed, 07/03/2019

63

Wed, 04/09/2019

8.00

5.74 D. Installation of marginal foot (MSF)

Mar, 07/09/2019

1

Wed, 07/10/2019

25.50

6.00 E. Permanent liquidity facility (SLF) available from RBI $

24.55 F. Net liquidity injected [injection (+)/absorption (-)] *

-976.78 RESERVE POSITION @ G. Cash reserve Position of scheduled commercial banks (i) Cash balances with RBI at # 09/07/2019

5,170.07 (ii) Average daily required cash reserve for the closing of two weeks

19/07/2019

5,129.86 H. Excess Cash Balance of the Government of India accounted for auction as in

09/07/2019 0.00 @ Based on the Reserve Bank of India (RBI)/Clearing Corporation of India Limited (CCIL). - Not Applicable/No Transaction ** It is related to transactions without guarantee of tenor from 2 to 14 days. @@ It relates to unsecured transactions from 15 days to a tenor year # The number of cash balances with RBI on Sunday is the same as the previous day (Saturday). $ Includes the refinancing facilities extended by RBI according to Press Release No. 2014-2015/1971 dated March 19, 2015 * Net liquidity is calculated as Repo + MSF + SLF-Reverse Repo. MOM JMF JMF

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