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Repo/Reverse Repo Auctions under Liquidity Adjustment Facility
82222084

Repo/Reverse Repo Auctions under Liquidity Adjustment Facility

(` crore)

LAF Date

Repo period (Day(s))

REPO (INJECTION)

REVERSE REPO (ABSORPTION)

Net
Inje
ction(+)/ Abso
rption(-)
of Liqu
idity (6
-11)

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

Mar. 14,2011

1

37

69,745

37

69,745

6.50

69,745

 

Mar. 14,2011 $

1

24

24,740

24

24,740

6.50

1

235

1

235

5.50

24,505

–94,250

Mar. 15,2011

1

42

77,190

42

77,190

6.50

77,190

 

Mar. 15,2011 $

1

28

40,365

28

40,365

6.50

1

230

1

230

5.50

40,135

–1,17,325

Mar. 16,2011

1

42

78,865

42

78,865

6.50

78,865

 

Mar. 16,2011 $

1

32

54,740

32

54,740

6.50

1

400

1

400

5.50

54,340

–1,33,205

Mar. 17,2011

1

60

1,45,990

60

1,45,990

6.50

1,45,990

 

Mar. 17,2011 $

1

2

630

2

630

6.75

3

1,255

3

1,255

5.75

–625

–1,45,365

Mar. 18,2011

3

43

87,095

43

87,095

6.75

87,095

 

Mar. 18,2011 $

3

34

53,375

34

53,375

6.75

2

300

2

300

5.75

53,075

–1,40,170

@ Net of repo.$ Second LAF.
' — ' : No bid was received in the auction
Note: The second LAF (SLAF) is usually being conducted on Reporting Fridays with effect from May 8,2009. As a part of liquidity easing measures, SLAF on a daily basis is temporarily being conducted till April 8, 2011.

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