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) |
|
2,829.38
|
8.20
|
7.00-8.35
|
I.
Call Money |
|
182.63
|
7.90
|
7.50-8.15
|
II.
CBLO |
|
2,646.75
|
8.22
|
7.00-8.35
|
III.
Market Repo |
|
0.00
|
-
|
-
|
| IV. Repo in Corporate Bond |
|
0.00
|
-
|
-
|
| B. Term Segment |
|
|
|
|
I.
Notice Money** |
|
10,094.78
|
8.29
|
7.00-8.40
|
| II. Term Money@@ |
|
480.00
|
-
|
9.00-10.15
|
|
III.
CBLO
|
|
31,087.65
|
8.08
|
6.00-8.45
|
IV.
Market Repo |
|
9,732.83
|
8.28
|
8.00-10.25
|
| V. Repo in Corporate Bond |
|
0.00
|
-
|
-
|
|
Amount Outstanding |
Rate |
C. Liquidity
Adjustment Facility |
(i)
Repo |
(4 days)
|
|
95,015.00
|
8.25
|
(ii)
Reverse Repo |
(4 days)
|
|
12,370.00
|
7.25
|
| D. Marginal Standing Facility # |
(4 days)
|
|
0.00
|
9.25
|
| E. Standing Liquidity Facility Availed from RBI |
|
|
8.25
|
| F. Cash Reserves Position of Scheduled Commercial Banks |
|
(i) Cash balances with RBI as on
|
27/09/2011
|
379,328.97
|
|
|
(ii) Average daily cash reserve requirement for the fortnight ending
|
07/10/2011
|
353,328.00
|
|
|
@ 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 |
J.D. Desai
Assistant Manager
|
| Press Release : 2011-2012/503 |
|
