|
| (Amount in ₹ crore, Rate in Per cent) |
|
|
Volume
(One Leg) |
Weighted
Average Rate |
Range |
| A. Overnight Segment (I+II+III+IV) |
432,255.22 |
2.80 |
0.01-3.60 |
| I. Call Money |
10,536.43 |
3.31 |
1.90-3.60 |
| II. Triparty Repo |
341,464.50 |
2.75 |
0.11-3.35 |
| III. Market Repo |
80,254.29 |
2.93 |
0.01-3.10 |
| IV. Repo in Corporate Bond |
0.00 |
|
– |
| B. Term Segment |
|
|
|
| I. Notice Money** |
213.55 |
3.19 |
2.50-3.45 |
| II. Term Money@@ |
127.00 |
– |
3.30-3.45 |
| III. Triparty Repo |
710.00 |
3.00 |
3.00-3.00 |
| IV. Market Repo |
144.40 |
2.51 |
2.00-3.00 |
| V. Repo in Corporate Bond |
0.00 |
– |
– |
|
|
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) Repo |
|
|
|
|
|
| (ii) Reverse Repo |
Thu, 31/12/2020 |
1 |
Fri, 01/01/2021 |
737,314.00 |
3.35 |
| 2. Variable Rate& |
|
|
|
|
|
| (I) Main Operation |
|
|
|
|
|
| (a) Reverse Repo |
|
|
|
|
|
| (II) Fine Tuning Operations |
|
|
|
|
|
| (a) Repo |
|
|
|
|
|
| (b) Reverse Repo |
– |
– |
– |
– |
– |
| 3. MSF |
Thu, 31/12/2020 |
1 |
Fri, 01/01/2021 |
0.00 |
4.25 |
| 4. Long-Term Repo Operations |
– |
|
– |
|
– |
| 5. Targeted Long Term Repo Operations |
– |
– |
– |
– |
– |
| 6. Targeted Long Term Repo Operations 2.0 |
– |
– |
– |
– |
– |
7. Net liquidity injected from today’s operations
[injection (+)/absorption (-)]* |
|
|
|
-737,314.00 |
|
| II. Outstanding Operations |
| 1. Fixed Rate |
|
|
|
|
|
| (i) Repo |
|
|
|
|
|
| (ii) Reverse Repo |
|
|
|
|
|
| 2. Variable Rate& |
|
|
|
|
|
| (I) Main Operation |
|
|
|
|
|
| (a) Reverse Repo |
|
|
|
|
|
| (II) Fine Tuning Operations |
|
|
|
|
|
| (a) Repo |
|
|
|
|
|
| (b) Reverse Repo |
|
|
|
|
|
| 3. MSF |
|
|
|
|
|
| 4. Long-Term Repo Operations# |
Mon, 24/02/2020 |
365 |
Tue, 23/02/2021 |
15.00 |
5.15 |
|
Mon, 17/02/2020 |
1095 |
Thu, 16/02/2023 |
499.00 |
5.15 |
|
Mon, 02/03/2020 |
1094 |
Wed, 01/03/2023 |
253.00 |
5.15 |
|
Mon, 09/03/2020 |
1093 |
Tue, 07/03/2023 |
484.00 |
5.15 |
|
Wed, 18/03/2020 |
1094 |
Fri, 17/03/2023 |
294.00 |
5.15 |
| 5. Targeted Long Term Repo Operations^ |
Fri, 27/03/2020 |
1092 |
Fri, 24/03/2023 |
12,236.00 |
4.40 |
|
Fri, 03/04/2020 |
1095 |
Mon, 03/04/2023 |
16,925.00 |
4.40 |
|
Thu, 09/04/2020 |
1093 |
Fri, 07/04/2023 |
18,042.00 |
4.40 |
|
Fri, 17/04/2020 |
1091 |
Thu, 13/04/2023 |
20,399.00 |
4.40 |
| 6. Targeted Long Term Repo Operations 2.0^ |
Thu, 23/04/2020 |
1093 |
Fri, 21/04/2023 |
7,950.00 |
4.40 |
| D. Standing Liquidity Facility (SLF) Availed from RBI$ |
|
|
|
35,192.23 |
|
| E. Net liquidity injected from outstanding operations [injection (+)/absorption (-)]* |
|
|
112,289.23 |
|
| F. Net liquidity injected (outstanding including today’s operations) [injection (+)/absorption (-)]* |
|
|
-625,024.77 |
|
| G. Cash Reserves Position of Scheduled Commercial Banks |
| (i) Cash balances with RBI as on |
31/12/2020 |
433,408.24 |
|
| (ii) Average daily cash reserve requirement for the fortnight ending |
01/01/2021 |
444,745.00 |
|
| H. Government of India Surplus Cash Balance Reckoned for Auction as on¥ |
31/12/2020 |
0.00 |
|
| I. Net durable liquidity [surplus (+)/deficit (-)] as on |
04/12/2020 |
822,344.00 |
|
| @ 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. |
| $ Includes refinance facilities extended by RBI. |
| & As per the Press Release No. 2019-2020/1900 dated February 06, 2020. |
| * Net liquidity is calculated as Repo+MSF+SLF-Reverse Repo. |
| # As per the Press Release No. 2020-2021/287 dated September 04, 2020. |
| ^ As per the Press Release No. 2020-2021/605 dated November 06, 2020. |
| ¥ As per the Press Release No. 2014-2015/1971 dated March 19, 2015. |
Ajit Prasad
Director |
|
|
