(Amount in ₹ crore, Rate in Per cent)

MONEY MARKETS @      
Volume
(One Leg)
Weighted
Average Rate
Range
A. Overnight Segment (I+II+III+IV) 294,841.54 4.88 2.50-5.25
     I. Call Money 13,948.67 5.06 3.60-5.25
     II. Triparty Repo 210,568.45 4.89 4.82-5.25
     III. Market Repo 70,324.42 4.81 2.50-5.05
     IV. Repo in Corporate Bond 0.00  
B. Term Segment      
     I. Notice Money** 204.85 4.77 4.00-5.25
     II. Term Money@@ 283.68 4.90-5.50
     III. Triparty Repo 200.00 5.00 5.00-5.00
     IV. Market Repo 400.00 4.84 4.25-5.65
     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 (LAF)
   (i) Repo (Fixed Rate) Wed, 18/12/2019 1 Thu, 19/12/2019 3,644.00 5.15
   (ii) Repo (Variable rate)          
   (ii.a) Regular 14-day Fri, 06/12/2019 14 Fri, 20/12/2019 10,400.00 5.16
  Tue, 10/12/2019 14 Tue, 24/12/2019 5,000.00 5.16
  Fri, 13/12/2019 14 Fri, 27/12/2019 2,200.00 5.16
  Tue, 17/12/2019 14 Tue, 31/12/2019 4,000.00 5.16
   (ii.b) Others
   (iii) Reverse Repo (Fixed rate)          
   (iii.a) Reverse Repo (Regular) Wed, 18/12/2019 1 Thu, 19/12/2019 22,785.00 4.90
   (iii.b) Reverse Repo (Additional)& Wed, 18/12/2019 1 Thu, 19/12/2019 5,322.00 4.90
   (iv) Reverse Repo (Variable rate) Wed, 18/12/2019 1 Thu, 19/12/2019 240,292.00 5.14
D. Marginal Standing Facility (MSF)          
    (i) MSF (Regular) Wed, 18/12/2019 1 Thu, 19/12/2019 4,405.00 5.40
    (ii) MSF (Additional)& Wed, 18/12/2019 1 Thu, 19/12/2019 0.00 5.40
E. Standing Liquidity Facility (SLF) Availed from RBI $     1,403  
F. Net liquidity injected [injection (+)/absorption (-)] *     -2,37,347  
RESERVE POSITION @
G. Cash Reserves Position of Scheduled Commercial Banks
(i) Cash balances with RBI as on # 18/12/2019 531,694.05  
(ii) Average daily cash reserve requirement for the fortnight ending 20/12/2019 529,022.00  
H. Government of India Surplus Cash Balance Reckoned for Auction as on ¥ 18/12/2019 0.00  
@ Based on Reserve Bank of India (RBI) / Clearing Corporation of India Limited (CCIL).
– 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
& As per the Press Release No. 2019-2020/1432 dated December 13, 2019
* Net liquidity is calculated as Repo+MSF+SLF-Reverse Repo
Ajit Prasad
Director   
Press Release : 2019-2020/1459

from PRESS RELEASES FROM RBI https://ift.tt/2S6rhU9

The result of the RBI Fixed Rate Reverse Repo Operations held on December 18, 2019 is as under:

Amount (Face Value in ₹ Crore)
Items Overnight Reverse Repo Operation
4.90% Fixed Rate
1. Bids received  
(i) Number 67
(ii) Amount 22,785
2. Bids accepted  
(i) Number 67
(ii) Amount 22,785

Ajit Prasad
Director   

Press Release: 2019-2020/1458

from PRESS RELEASES FROM RBI https://ift.tt/2PYmLo6

The Reserve Bank of India will conduct the following Variable Rate Reverse Repo auction on December 19, 2019, Thursday, as per the revised guidelines on Term Repo Auctions issued on February 13, 2014.

Sl. No. Notified Amount
(₹ crore)
Tenor
(day)
Window Timing Date of Reversal
1 2,65,000 1 4:00 pm to 4:30 pm December 20, 2019 (Friday)

Successful offers will get accepted at their respective offered rates.

Offers at or above the repo rate will be rejected.

Ajit Prasad
Director  

Press Release: 2019-2020/1457

from PRESS RELEASES FROM RBI https://ift.tt/36KrKPZ

Tenor Overnight
Notified Amount (in ₹ crore) 2,50,000
Total amount of offers received (in ₹ crore) 2,40,292
Amount accepted (in ₹ crore) 2,40,292
Cut off Rate (%) 5.14
Weighted Average Rate (%) 5.13
Partial Acceptance Percentage of offers received at cut off rate NA

Ajit Prasad
Director  

Press Release : 2019-2020/1455

from PRESS RELEASES FROM RBI https://ift.tt/35wH9mU

I. T-Bill 91 day 182 day 364 day
II. Total Face Value Notified ₹ 10,000 Crore ₹ 4,000 Crore ₹ 3,000 Crore
III. Cut-off Price and Implicit Yield at Cut-Off Price 98.7670
(YTM: 5.0073%)
97.4756
(YTM: 5.1938%)
95.0100
(YTM: 5.2665%)
IV. Total Face Value Accepted ₹ 10,000 Crore ₹ 4,000 Crore ₹ 3,000 Crore

Ajit Prasad
Director  

Press Release: 2019-2020/1452

from PRESS RELEASES FROM RBI https://ift.tt/34DFU48


(Amount in ₹ crore, Rate in Per cent)

MONEY MARKETS @      
Volume
(One Leg)
Weighted
Average Rate
Range
A. Overnight Segment (I+II+III+IV) 2,91,777.04 4.88 3.50-5.25
     I. Call Money 14,945.87 5.06 3.60-5.25
     II. Triparty Repo 2,09,200.70 4.90 4.65-4.93
     III. Market Repo 67,630.47 4.79 3.50-5.05
     IV. Repo in Corporate Bond 0.00  
B. Term Segment      
     I. Notice Money** 97.20 5.03 4.35-5.25
     II. Term Money@@ 46.00 5.00-5.60
     III. Triparty Repo 75.00 4.85 4.85-4.85
     IV. Market Repo 1,750.00 5.21 5.10-5.65
     V. Repo in Corporate Bond 99.00 7.57 7.25-7.90
RBI OPERATIONS@
  Auction Date Tenor (Days) Maturity Date Amount Outstanding Current Rate /
Cut off Rate
C. Liquidity Adjustment Facility (LAF)
   (i) Repo (Fixed Rate) Tue, 17/12/2019 1 Wed, 18/12/2019 3,144.00 5.15
   (ii) Repo (Variable rate)          
   (ii.a) Regular 14-day Fri, 06/12/2019 14 Fri, 20/12/2019 10,400.00 5.16
  Tue, 10/12/2019 14 Tue, 24/12/2019 5,000.00 5.16
  Fri, 13/12/2019 14 Fri, 27/12/2019 2,200.00 5.16
  Tue, 17/12/2019 14 Tue, 31/12/2019 4,000.00 5.16
   (ii.b) Others
   (iii) Reverse Repo (Fixed rate)          
   (iii.a) Reverse Repo (Regular) Tue, 17/12/2019 1 Wed, 18/12/2019 17,561.00 4.90
   (iii.b) Reverse Repo (Additional)& Tue, 17/12/2019 1 Wed, 18/12/2019 5,589.00 4.90
   (iv) Reverse Repo (Variable rate) Tue, 17/12/2019 1 Wed, 18/12/2019 2,40,017.00 5.14
D. Marginal Standing Facility (MSF)          
    (i) MSF (Regular) Tue, 17/12/2019 1 Wed, 18/12/2019 3,300.00 5.40
    (ii) MSF (Additional)& Tue, 17/12/2019 1 Wed, 18/12/2019 0.00 5.40
E. Standing Liquidity Facility (SLF) Availed from RBI $     1,403  
F. Net liquidity injected [injection (+)/absorption (-)] *     -2,33,720  
RESERVE POSITION @
G. Cash Reserves Position of Scheduled Commercial Banks
(i) Cash balances with RBI as on # 17/12/2019 5,33,259.65  
(ii) Average daily cash reserve requirement for the fortnight ending 20/12/2019 5,29,022.00  
H. Government of India Surplus Cash Balance Reckoned for Auction as on ¥ 17/12/2019 0.00  
@ Based on Reserve Bank of India (RBI) / Clearing Corporation of India Limited (CCIL).
– 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
& As per the Press Release No. 2019-2020/1432 dated December 13, 2019
* Net liquidity is calculated as Repo+MSF+SLF-Reverse Repo
Rupambara
Director   
Press Release : 2019-2020/1451

from PRESS RELEASES FROM RBI https://ift.tt/2PVVVgj

The result of the RBI Fixed Rate Reverse Repo Operations held on December 17, 2019 is as under:

Amount (Face Value in ₹ Crore)
Items Overnight Reverse Repo Operation
4.90% Fixed Rate
1. Bids received  
(i) Number 64
(ii) Amount 17,561
2. Bids accepted  
(i) Number 64
(ii) Amount 17,561

Rupambara
Director   

Press Release: 2019-2020/1450

from PRESS RELEASES FROM RBI https://ift.tt/2M729Zy

The result of the RBI Fixed Rate Reverse Repo Operations held on December 17, 2019 is as under:

Amount (Face Value in ₹ Crore)
Items Overnight Reverse Repo Operation
4.90% Fixed Rate
1. Bids received  
(i) Number 64
(ii) Amount 17,561
2. Bids accepted  
(i) Number 64
(ii) Amount 17,561

Rupambara
Director   

Press Release: 2019-2020/1450

from PRESS RELEASES FROM RBI https://ift.tt/2M729Zy

The result of the RBI Fixed Rate Reverse Repo Operations held on December 17, 2019 is as under:

Amount (Face Value in ₹ Crore)
Items Overnight Reverse Repo Operation
4.90% Fixed Rate
1. Bids received  
(i) Number 64
(ii) Amount 17,561
2. Bids accepted  
(i) Number 64
(ii) Amount 17,561

Rupambara
Director   

Press Release: 2019-2020/1450

from PRESS RELEASES FROM RBI https://ift.tt/2M729Zy