OREANDA-NEWS. February 10, 2012. (Amounts in crore, Rate in Per cent)

MONEY MARKETS @

Volume (One Leg)

Weighted Average Rate

Range

A.

Overnight Segment (I+II+III+IV)

62,701.12

8.52

7.30 - 8.75

 

I. Call Money

12,537.90

8.68

7.30 - 8.75

 

II. Collateralised Borrowing and Lending Obligation (CBLO)

37,361.70

8.45

8.21 - 8.53

 

III. Market Repo

12,801.52

8.59

7.50 - 8.70

 

IV. Repo in Corporate Bond

0.00

-

-

B.

Term Segment

 

 

 

 

I. Notice Money**

90.80

8.51

7.60 - 8.75

 

II. Term Money@@

600.00

-

9.45 - 10.30

 

III. CBLO

0.00

-

-

 

IV. Market Repo

100.00

8.50

8.50 - 8.50

 

V. Repo in Corporate Bond

0.00

-

-

 

 

 

Amount

Current

 

RBI OPERATIONS

 

Outstanding

Rate

 

C.

Liquidity Adjustment Facility

 

 

(i) Repo

(1 day)

131,400.00

8.50

 

 

(ii) Reverse Repo

(1 day)

100.00

7.50

 

D.

Marginal Standing Facility

(1 day)

0.00

9.50

 

E.

Standing Liquidity Facility Availed from RBI

4,387.48

8.50

 

RESERVE POSITION @

F.

Cash Reserves Position of Scheduled Commercial Banks

(i) Cash balances with RBI as on #

07/02/2012

299,421.69

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

10/02/2012

337,077.00

@

The information is based on provisional Reserve Bank of India (RBI) / Clearing Corporation of India

 

 

Limited (CCIL) / Fixed Income Money Market and Derivatives Association of India (FIMMDA) 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

 

#

The figure for the cash balances with RBI on Sunday is same as that of the previous day (Saturday).