Money Market Operations as on August 31, 2020


(Amount in ₹ crore, Rate in Per cent)

MONEY MARKETS@
Volume
(One Leg)
Weighted
Average Rate
Range
A. Overnight Segment (I+II+III+IV) 313,424.24 3.02 0.01-4.10
     I. Call Money 10,334.00 3.45 1.80-4.10
     II. Triparty Repo 202,921.30 3.02 2.81-3.05
     III. Market Repo 100,168.94 2.98 0.01-3.20
     IV. Repo in Corporate Bond 0.00
B. Term Segment
     I. Notice Money** 294.35 3.11 2.25-3.50
     II. Term Money@@ 175.00 3.60-5.20
     III. Triparty Repo 0.00
     IV. Market Repo 0.00
     V. Repo in Corporate Bond 0.00
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 Mon, 31/08/2020 1 Tue, 01/09/2020 685,707.00 3.35
2. Variable Rate&
  (I) Main Operation
     (a) Reverse Repo
  (II) Fine Tuning Operations
     (a) Repo
     (b) Reverse Repo
3. MSF Mon, 31/08/2020 1 Tue, 01/09/2020 250.00 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 (-)]*
-685,457.00
II. Outstanding Operations
1. Fixed Rate
     (i) Reverse Repo
2. Variable Rate&
  (I) Main Operation
     (a) Reverse Repo
  (II) Fine Tuning Operations
     (a) Repo
     (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 Fri, 27/03/2020 1092 Fri, 24/03/2023 25,009.00 4.40
Fri, 03/04/2020 1095 Mon, 03/04/2023 25,016.00 4.40
Thu, 09/04/2020 1093 Fri, 07/04/2023 25,016.00 4.40
Fri, 17/04/2020 1091 Thu, 13/04/2023 25,009.00 4.40
6. Targeted Long Term Repo Operations 2.0 Thu, 23/04/2020 1093 Fri, 21/04/2023 12,850.00 4.40
D. Standing Liquidity Facility (SLF) Availed from RBI$ 35,919.67
E. Net liquidity injected from outstanding operations [injection (+)/absorption (-)]* 273,936.67
F. Net liquidity injected (outstanding including today’s operations) [injection (+)/absorption (-)]* -411,520.33
RESERVE POSITION@
G. Cash Reserves Position of Scheduled Commercial Banks
     (i) Cash balances with RBI as on 31/08/2020 429,490.82
     (ii) Average daily cash reserve requirement for the fortnight ending 11/09/2020 426,944.00
H. Government of India Surplus Cash Balance Reckoned for Auction as on¥ 31/08/2020 0.00
I. Net durable liquidity [surplus (+)/deficit (-)] as on 14/08/2020 549,688.00
@ 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
¥ As per the Press Release No. 2014-2015/1971 dated March 19, 2015
* Net liquidity is calculated as Repo+MSF+SLF-Reverse Repo
Ajit Prasad
Director
Press Release : 2020-2021/271