OREANDA-NEWS. May 06, 2011. (Amounts in crore, Rate in Per cent)

MONEY MARKETS @

Volume (One Leg)

Weighted Average Rate

Range

A.

Overnight Segment (I+II+III+IV)

99,419.28

6.56

3.50-7.25

 

I. Call Money

16,711.89

6.70

3.50-7.25

 

II. Collateralised Borrowing and

70,387.60

6.51

5.79-6.80

 

Lending Obligation (CBLO)

 

 

 

 

III. Market Repo

12,319.79

6.65

6.00-6.80

 

IV. Repo in Corporate Bond

0.00

-

-

B.

Term Segment

 

 

 

 

I. Notice Money**

372.96

6.57

5.50-8.25

 

II. Term Money@@

0.00

-

-

 

III. CBLO

0.00

-

-

 

IV. Market Repo

30.00

6.11

6.00-6.65

 

V. Repo in Corporate Bond

0.00

-

-

RBI OPERATIONS

Amount Outstanding

Current Rate

 

C.

Standing Liquidity Facility availed from RBI

432.40

7.25

 

D.

Liquidity Adjustment Facility

 

(i) Repo (1 day)

4,045.00

7.25

 

(ii) Reverse Repo (1 day)

555.00

5.75/6.25

 

RESERVE POSITION @

E.

Cash Reserves Position of Scheduled Commercial Banks

(i) Cash balances with RBI as on

03/05/2011

352,019.77

(ii) Average daily cash reserve requirement for the fortnight ending

06/05/2011

339,631.00

@ From June 21, 2010 the daily press release on Money Market Operations carries the data on aggregate daily cash balances of scheduled commercial banks as well their average daily cash reserve requirement. The information is based on provisional Reserve Bank of India / Clearing Corporation of India Limited Data. - 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