align=center>
|
|
colspan=5>(Amount in ` crore, Rate in per
cent)
|
|
Volume |
Wtd.Avg.Rate |
Range |
|
|
(One Leg) |
|
|
| A. Overnight Segment (I+II+III+IV) |
|
95,472.67
|
7.08
|
3.00-7.60
|
I.
Call Money |
|
17,481.47
|
7.53
|
6.00-7.60
|
II.
CBLO# |
|
63,026.75
|
6.88
|
3.00-7.60
|
III.
Market Repo |
|
14,964.45
|
7.41
|
4.50-7.60
|
| IV. Repo in Corporate Bond |
|
0.00
|
-
|
-
|
| B. Term Segment |
|
|
|
|
I.
Notice Money** |
|
27.40
|
6.75
|
6.10-6.95
|
| II. Term Money@@ |
|
31.00
|
-
|
8.10-8.20
|
|
III.
CBLO
|
|
0.00
|
-
|
-
|
IV.
Market Repo |
|
0.00
|
-
|
-
|
| V. Repo in Corporate Bond |
|
0.00
|
-
|
-
|
|
Amount Outstanding |
Rate |
C. Liquidity
Adjustment Facility |
(i)
Repo |
(1 day)
|
|
31,355.00
|
7.50
|
(ii)
Reverse Repo |
(1 day)
|
|
2,850.00
|
6.50
|
| D. Marginal Standing Facility # |
(1 day)
|
|
0.00
|
8.50
|
| E. Standing Liquidity Facility Availed from RBI |
|
|
7.50
|
| F. Cash Reserves Position of Scheduled Commercial Banks |
|
(i) Cash balances with RBI as on
|
01/07/2011
|
381,206.34
|
|
|
(ii) Average daily cash reserve requirement for the fortnight ending
|
01/07/2011
|
342,437.00
|
|
|
@ Based on Provisional RBI / CCIL Data
|
| - Not Applicable / No Transaction |
|
# As announced in the Monetary Policy for the year 2011-12, a new Marginal Standing Facility (MSF) has been introduced with effect from May 9, 2011.
|
| ** Relates to uncollateralized transactions of 2 to 14 days tenor |
| @@ Relates to uncollateralized transactions of 15 days to one year tenor |
| # Pertains to T+1 CBLO Transactions |
Ajit Prasad
Assistant General Manager
|
| Press Release : 2011-2012/22 |
|
