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Repo/Reverse Repo Auctions under Liquidity Adjustment Facility
82256165

Repo/Reverse Repo Auctions under Liquidity Adjustment Facility

(` Billion)

Date

Repo period (Day(s))

Repo (Injection)

Reverse Repo (Absorption)

Net inje ction (+)/ Abso rption (-) of Liqu idity (5-10)

MSF

Out-standing Amount

Bids Received

Bids Accepted

Cut- off Rate (%)

Bids Received

Bids Accepted

Cut-off Rate (%)

Num ber

Amo unt

Num ber

Amo unt

Num ber

Amo unt

Num ber

Amo unt

1

2

3

4

5

6

7

8

9

10

11

12

13

14

Oct. 1, 2012

2

27

689.60

27

689.60

8.00

11

85.00

11

85.00

7.00

604.60

–604.60

Oct. 3, 2012

1

6

139.30

6

139.30

8.00

2

2.40

2

2.40

7.00

136.90

7.00

–143.90

Oct. 4, 2012

1

4

68.50

4

68.50

8.00

5

9.30

5

9.30

7.00

59.20

–59.20

Oct. 5, 2012

3

8

118.35

8

118.35

8.00

16

202.30

16

202.30

7.00

–83.95

 

Oct. 5, 2012 $

3

13

102.35

13

102.35

8.00

102.35

–18.40

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

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