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Repo/Reverse Repo Auctions under Liquidity Adjustment Facility
82259861

Repo/Reverse Repo Auctions under Liquidity Adjustment Facility

(` Billion)

Date

Repo period (Day (s))

Repo (Injection)

Reverse Repo (Absorption)

Net injection (+)/ Absor ption (-) of Liquidity (5-10)

MSF

Out-standing Amount

Bids Received

Bids Accepted

Cut-off Rate (%)

Bids Received

Bids Accepted

Cut-off Rate (%)

Num ber

Amount

Num ber

Amount

Num ber

Amount

Num ber

Amount

1

2

3

4

5

6

7

8

9

10

11

12

13

14

Aug. 21, 2012

1

15

360.70

15

360.70

8.00

1

0.05

1

0.05

7.00

360.65

–360.65

Aug. 22, 2012

1

16

389.65

16

389.65

8.00

2

0.90

2

0.90

7.00

388.75

0.50

–389.25

Aug. 23, 2012

1

15

342.95

15

342.95

8.00

2

7.05

2

7.05

7.00

335.90

–335.90

Aug. 24, 2012

3

22

356.50

22

356.50

8.00

9

20.10

9

20.10

7.00

336.40

 

Aug. 24, 2012 $

3

18

175.05

18

175.05

8.00

175.05

–511.45

MSF: Marginal Standing Facility
‘ — ‘ No bid was received in the auction/Not Applicable
$: Additional Repo auction on Reporting Fridays

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