RBI MONEY MARKET OPERATION

Mumbai, December 2 () Money market operations as of November 29, 1919 (Amount in billions, percentage rate) MONEY MARKETS @

Volume (one leg)

Weighted

Average rate

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

7,314.07

4.64

3.75-5.40

I. Call money

787.07

4.70

4.20-5.20

II Tripartite Repo

6,187.00

4.60

3.75-5.40

III. Market repo

0.00

-

IV. Repo in Corporate Bonds

340.00

5.20

5.20-5.20 B. Term segment

I. Money notice **

8,642.67

5.06

3.70-5.25

II Term Money @@

166.35

-

5.10-5.50

I II Tripartite Repo

1,81,385.15

4.90

4.05-5.02

IV. Market repo

69,566.60

4.94

4.25-5.15

V. Repo in Corporate Bonds

0.00

- RBI @ OPERATIONS

Auction Date

Tenor (days)

Due date

Outstanding amount

Current rate/cut-off rate C. Liquidity adjustment facility (LAF) (i) Repo (fixed rate) Friday, 11/29/2019

3

Monday, 02/12/2019

3,522.00

5.15 (ii) Repo (variable rate) (ii.a) Regular 14-day sea, 11/19/2019

14

Tuesday, 03/12/2019

10,150.00

5.16 Friday, 11/22/2019

14

Fri, 06/12/2019

9,375.00

5.16 Mar, 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 (ii.b) Other

-

-

-

-

- (iii) Repo reverse (fixed rate) Friday, 11/29/2019

3

Monday, 02/12/2019

20,484.00

4.90 (iv) Repo reverse (variable rate) Friday, 11/29/2019

3

Monday, 02/12/2019

1,70,949.00

5.14 Thu, 11/14/2019

21

Thu, 05/12/2019

25,005.00

5.14 Monday, 11/18/2019

21

Monday, 09/12/2019

3,918.00

5.14 Thu, 11/07/2019

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, 11/29/2019

3

Monday, 02/12/2019

3,212.00

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

1,391 F. Net liquidity injected [injection (+)/absorption (-)] *

-2,42,442 RESERVATION POSITION @ G. Position of cash reserves of programmed commercial banks (i) Cash balances with RBI at # 29/11/2019

5.42,974.53 (ii) Daily average cash reserve requirement for the completed fortnight

06/12/2019

5,30,986.00 H. Indian government surplus cash balance calculated for auction as in

29/11/2019 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

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