RBI MONEY MARKET OPERATION

Money Market Operations as on March 27, 2020

(Amount in ? crore, Rate in Per cent)

MONEY MARKETS@

Volume (One Leg) Weighted Average Rate

Range A. Overnight Segment (I+II+III+IV)

2,86,245.07

1.09

0.01-5.50

I. Call Money

13,751.18

4.68

2.40-5.50

II. Triparty Repo

2,10,651.70

0.85

0.02-4.00

III. Market Repo

61,842.19

1.11

0.01-3.00

IV. Repo in Corporate Bond

0.00

- B. Term Segment

I. Notice Money**

1,287.80

5.37

3.10-5.50

II. Term Money@@

1,270.00

4.95-7.50

III. Triparty Repo

758.00

4.29

4.00-5.24

IV. Market Repo

0.00

-

-

V. Repo in Corporate Bond 3,670.00

8.50

8.50-8.50

RBI OPERATIONS@

Auction Date

Tenor (Days)

Maturity Date

Amount

Current Rate / Cut off Rate C. Liquidity Adjustment Facility (LAF) & Marginal Standing Facility (MSF) I. Today's Operations 1. Fixed Rate

(i) Reverse Repo

Fri, 27/03/2020

3

Mon, 30/03/2020

4,43,973.00

4.00 2. Variable Rate&

(I) Main Operation

(a) Reverse Repo

Fri, 27/03/2020

13

Thu, 09/04/2020

1,18,029.00

4.39

(II) Fine Tuning Operations

(a) Repo

(b) Reverse Repo

-

-

-

-

- 3. MSF

Fri, 27/03/2020

3

Mon, 30/03/2020

1,262.00

4.65 4. Long-Term Repo Operations

-

-

-

- 5. Targeted Long Term Repo Operations

Fri, 27/03/2020

1092

Fri, 24/03/2023

25,009.00

4.40 6. Net liquidity injected from today's operations [injection (+)/absorption (-)]*

-5,35,731.00

II. Outstanding Operations 1. Fixed Rate

(i) Reverse Repo

2. Variable Rate&

(I) Main Operation

(a) Reverse Repo

(II) Fine Tuning Operations

(a) Repo

Thu, 26/03/2020

12

Tue, 07/04/2020

11,772.00

5.16

Mon, 23/03/2020

16

Wed, 08/04/2020

31,585.00

5.16

Tue, 24/03/2020

16

Thu, 09/04/2020

46,160.00

5.16

(b) Reverse Repo

-

-

-

-

- 3. MSF

4. Long-Term Repo Operations

Mon, 24/02/2020

365

Tue, 23/02/2021

25,021.00

5.15

Mon, 17/02/2020

1095

Thu, 16/02/2023

25,035.00

5.15

Mon, 02/03/2020

1094

Wed, 01/03/2023

25,028.00

5.15

Mon, 09/03/2020

1093

Tue, 07/03/2023

25,021.00

5.15

Wed, 18/03/2020

1094

Fri, 17/03/2023

25,012.00

5.15 5. Targeted Long Term Repo Operations

-

-

-

-

-

D. Standing Liquidity Facility (SLF) Availed from RBI$

4,782.06

E. Net liquidity injected from outstanding operations

[injection (+)/absorption (-)]*

2,19,416.06

F. Net liquidity injected (outstanding including today's operations)

[injection (+)/absorption (-)]*

-3,16,314.94

RESERVE POSITION@ G. Cash Reserves Position of Scheduled Commercial Banks

(i) Cash balances with RBI as on

27/03/2020

5,36,186.38

(ii) Average daily cash reserve requirement for the fortnight ending

27/03/2020

5,45,446.00

H. Government of India Surplus Cash Balance Reckoned for Auction as on

27/03/2020

0.00

I. Net durable liquidity [surplus (+)/deficit (-)] as on

13/03/2020

2,61,748.00

@ Based on Reserve Bank of India (RBI) / Clearing Corporation of India Limited (CCIL). - Not Applicable / No Transaction ** Relates to uncollateralised transactions of 2 to 14 days tenor. @@ Relates to uncollateralised transactions of 15 days to one year tenor $ includes refinance facilities extended by RBI and as per the press release: 2019-2020/1900 dated February 06, 2020 As per the Press Release No. 2014-2015/1971 dated March 19, 2015 * Net liquidity is calculated as Repo+MSF+SLF-Reverse Repo.