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Repo/Reverse Repo Auctions under Liquidity Adjustment Facility
82114479

Repo/Reverse Repo Auctions under Liquidity Adjustment Facility


(Rs. crore)

     

REPO (INJECTION)

REVERSE REPO (ABSORPTION)

Net injection(+)/

 

LAF

 

Repo period

Bids Received

Bids Accepted

 

Bids Received

 

Bids Accepted

 

absorption(-) of

Outstanding

Date

 

(Day(s))

Number

Amount

Number

Amount

Cut-Off Rate(%)

Number

Amount

Number

Amount

Cut-Off Rate(%)

liquidity (6-11)

Amount @

1

 

2

3

4

5

6

7

8

9

 

10

11

12

13

14

Jan.

29, 2007

2

11

2,895

11

2,895

7.25

1

35

 

1

35

6.00

2,860

 
 

$

2

8

2,280

8

2,280

7.25

5

730

 

5

730

6.00

1,550

–4,410

Jan.

31, 2007

2

30

12,595

30

12,595

7.25

 

12,595

 
 

$

2

5

1,415

5

1,415

7.50

5

115

 

5

115

6.00

1,300

–13,895

Feb.

2, 2007

3

12

6,665

12

6,665

7.50

1

300

 

1

300

6.00

6,365

 
 

$

3

14

4,130

14

4,130

7.50

9

3,045

 

9

3,045

6.00

1,085

–7,450

                               

@ : Net of overnight repo.
' — ' : No bid was received in the auction.
$ : Second LAF auction introduced with effect from November 28, 2005.
Note : With effect from October 29, 2004, the nomenclature of Repo and Reverse Repo has been interchanged as per international usages.

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