Money Market Operations as on July 13, 2021


(Amount in ₹ crore, Rate in Per cent)

  Volume
(One Leg)
Weighted
Average Rate
Range
A. Overnight Segment (I+II+III+IV) 3,78,773.70 3.23 0.01-5.30
     I. Call Money 8,276.98 3.18 1.90-3.40
     II. Triparty Repo 2,77,804.85 3.23 3.21-3.30
     III. Market Repo 89,328.57 3.22 0.01-3.50
     IV. Repo in Corporate Bond 3,363.30 3.48 3.40-5.30
B. Term Segment      
     I. Notice Money** 228.14 3.19 2.75-3.30
     II. Term Money@@ 260.50 3.10-3.45
     III. Triparty Repo 0.00
     IV. Market Repo 274.07 3.55 3.55-3.55
     V. Repo in Corporate Bond 11.78 5.10 5.10-5.10
  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 Tue, 13/07/2021 1 Wed, 14/07/2021 4,61,868.00 3.35
    (iii) Special Reverse Repo~          
    (iv) Special Reverse Repoψ          
2. Variable Rate&          
  (I) Main Operation          
     (a) Reverse Repo          
  (II) Fine Tuning Operations          
     (a) Repo          
     (b) Reverse Repo          
3. MSF Tue, 13/07/2021 1 Wed, 14/07/2021 0.00 4.25
4. Special Long-Term Repo Operations (SLTRO) for Small Finance Banks (SFBs)£          
5. Net liquidity injected from today’s operations
[injection (+)/absorption (-)]*
     

-4,61,868.00

 
II. Outstanding Operations
1. Fixed Rate          
     (i) Repo          
    (ii) Reverse Repo          
    (iii) Special Reverse Repo~ Fri, 02/07/2021 14 Fri, 16/07/2021 1,881.00 3.75
    (iv) Special Reverse Repoψ Fri, 02/07/2021 14 Fri, 16/07/2021 61.00 3.75
2. Variable Rate&          
  (I) Main Operation          
     (a) Reverse Repo Fri, 02/07/2021 14 Fri, 16/07/2021 2,00,018.00 3.46
  (II) Fine Tuning Operations          
     (a) Repo          
     (b) Reverse Repo          
3. MSF          
4. Long-Term Repo Operations# 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
7. On Tap Targeted Long Term Repo Operations Mon, 22/03/2021 1095 Thu, 21/03/2024 5,000.00 4.00
  Mon, 14/06/2021 1096 Fri, 14/06/2024 320.00 4.00
8. Special Long-Term Repo Operations (SLTRO) for Small Finance Banks (SFBs)£ Mon, 17/05/2021 1095 Thu, 16/05/2024 400.00 4.00
  Tue, 15/06/2021 1095 Fri, 14/06/2024 490.00 4.00
D. Standing Liquidity Facility (SLF) Availed from RBI$       19,178.80  
E. Net liquidity injected from outstanding operations [injection (+)/absorption (-)]*     -99,489.20  
F. Net liquidity injected (outstanding including today’s operations) [injection (+)/absorption (-)]*     -5,61,357.20  
G. Cash Reserves Position of Scheduled Commercial Banks
     (i) Cash balances with RBI as on 13/07/2021 6,10,549.55  
     (ii) Average daily cash reserve requirement for the fortnight ending 16/07/2021 6,19,975.00  
H. Government of India Surplus Cash Balance Reckoned for Auction as on¥ 13/07/2021 0.00  
I. Net durable liquidity [surplus (+)/deficit (-)] as on 18/06/2021 9,04,119.00  
@ 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. 2020-2021/520 dated October 21, 2020, Press Release No. 2020-2021/763 dated December 11, 2020 and Press Release No. 2020-2021/1057 dated February 05, 2021.
¥ As per the Press Release No. 2014-2015/1971 dated March 19, 2015.
£ As per the Press Release No. 2021-2022/181 dated May 07, 2021.
~ As per the Press Release No. 2021-2022/177 dated May 07, 2021.
ψ As per the Press Release No. 2021-2022/323 dated June 04, 2021.
Ajit Prasad
Director   
Press Release: 2021-2022/524

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