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) |
|
81,364.09
|
8.46
|
6.90-8.62
|
I.
Call Money |
|
17,461.55
|
8.54
|
6.90-8.62
|
II.
CBLO |
|
47,684.60
|
8.44
|
8.06-8.60
|
III.
Market Repo |
|
16,217.94
|
8.45
|
7.60-8.55
|
| IV. Repo in Corporate Bond |
|
0.00
|
-
|
-
|
| B. Term Segment |
|
|
|
|
I.
Notice Money** |
|
539.43
|
8.31
|
7.00-8.50
|
| II. Term Money@@ |
|
302.50
|
-
|
8.75-9.65
|
|
III.
CBLO
|
|
0.00
|
-
|
-
|
IV.
Market Repo |
|
312.61
|
8.09
|
7.75-10.25
|
| V. Repo in Corporate Bond |
|
0.00
|
-
|
-
|
|
Amount Outstanding |
Rate |
C. Liquidity
Adjustment Facility |
(i)
Repo |
(1 day)
|
|
52,385.00
|
8.50
|
(ii)
Reverse Repo |
(1 day)
|
|
0.00
|
7.50
|
| D. Marginal Standing Facility # |
(1 day)
|
|
0.00
|
9.50
|
| E. Standing Liquidity Facility Availed from RBI |
|
|
8.50
|
| F. Cash Reserves Position of Scheduled Commercial Banks |
|
(i) Cash balances with RBI as on
|
27/10/2011
|
396,891.82
|
|
| |
28/10/2011
|
351,021.91
|
|
|
(ii) Average daily cash reserve requirement for the fortnight ending
|
04/11/2011
|
3,59,242.00
|
|
|
@ 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 |
Ajit Prasad
Assistant General Manager
|
| Press Release : 2011-2012/672 |
|
