RBI-MONEY MARKET OPERATION

Mumbai, Mar 26, 2020 Money Market Operations as on March 24, 2020 (Amount in ₹ crore, Rate in Per cent) MONEY MARKETS@ Volume (One Leg) Weighted Average Rate Range A. Overnight Segment (I+II+III+IV) 2,73,680.12 1.69 0.01-5.60 I. Call Money 11,938.08 5.10 0.50-5.60 II. Triparty Repo 2,08,743.50 1.10 0.01-5.00 III. Market Repo 52,998.54 3.21 0.01-5.00 IV. Repo in Corporate Bond 0.00 B. Term Segment I. Notice Money**880.95 5.15 4.10-6.20 II. Term Money@@ 609.90 -4.70-6.25 III. Triparty Repo 2,197.00 5.00 4.90-5.05 IV. Market Repo 3,834.18 4.5 0.01-5.16 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 Tue, 24/03/2020 2 Thu, 26/03/2020 3,54,218.00 4.90 2. Variable Rate& (I) Main Operation (a) Reverse Repo (II) Fine Tuning Operations (a) Repo Tue, 24/03/2020 16 Thu, 09/04/2020 46,160.00 5.16 (b) Reverse Repo - - - - - 3. MSF Tue, 24/03/2020 2 Thu, 26/03/2020 475.00 5.40 4. Long-Term Repo Operations - - - - 5. Net liquidity injected from today's operations [injection (+)/absorption (-)]* -3,07,583.00 II. Outstanding Operations 1. Fixed Rate (i) Reverse Repo 2. Variable Rate& (I) Main Operation (a) Reverse Repo Fri, 13/03/2020 14 Fri, 27/03/2020 1,10,845.00 5.14 (II) Fine Tuning Operations (a) Repo Mon, 23/03/2020 16 Wed, 08/04/2020 31,585.00 5.16 (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 25012.00 5.15 D. Standing Liquidity Facility (SLF) Availed from RBI$ 2,385.15 E. Net liquidity injected from outstanding operations [injection (+)/absorption (-)]* 48,242.15 F. Net liquidity injected (outstanding including today's operations) [injection (+)/absorption (-)]*-2,59,340.85 RESERVE POSITION@ G. Cash Reserves Position of Scheduled Commercial Banks (i) Cash balances with RBI as on 24/03/2020 5,74,956.27 (ii) Average daily cash reserve requirement for the fortnight ending 27/03/2020 5,45,446.00 H. Government of India Surplus Cash Balance Reckoned for Auction as on¥ 24/03/2020 0.00 I. Net durable liquidity [surplus (+)/deficit (-)] as on 28/02/2020 3,03,001.00 @ 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: 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. PTI (I) Main Operation (a) Reverse Repo (II) Fine Tuning Operations (a) Repo Tue, 24/03/2020 16 Thu, 09/04/2020 46,160.00 5.16 (b) Reverse Repo - - - - - 3. MSF Tue, 24/03/2020 2 Thu, 26/03/2020 475.00 5.40 4. Long-Term Repo Operations - - - - 5. Net liquidity injected from today's operations [injection (+)/absorption (-)]* -3,07,583.00 II. Outstanding Operations 1. Fixed Rate (i) Reverse Repo 2. Variable Rate& (I) Main Operation (a) Reverse Repo Fri, 13/03/2020 14 Fri, 27/03/2020 1,10,845.00 5.14 (II) Fine Tuning Operations (a) Repo Mon, 23/03/2020 16 Wed, 08/04/2020 31,585.00 5.16 (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 25012.00 5.15 D. Standing Liquidity Facility (SLF) Availed from RBI$ 2,385.15 E. Net liquidity injected from outstanding operations [injection (+)/absorption (-)]* 48,242.15 F. Net liquidity injected (outstanding including today's operations) [injection (+)/absorption (-)]* -2,59,340.85 RESERVE POSITION@ G. Cash Reserves Position of Scheduled Commercial Banks (i) Cash balances with RBI as on 24/03/2020 5,74,956.27 (ii) Average daily cash reserve requirement for the fortnight ending 27/03/2020 5,45,446.00 H. Government of India Surplus Cash Balance Reckoned for Auction as on¥ 24/03/2020 0.00 I. Net durable liquidity [surplus (+)/deficit (-)] as on 28/02/2020 3,03,001.00 @ 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: 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 SHW SHW