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83361387

24. Repo/Reverse Repo Auctions under Liquidity Adjustment Facility

(Amount in ` Billion)

Date

Repo/
Reverse
Repo
Period
(Day(s))

REPO (INJECTION)

REVERSE REPO (ABSORPTION)

Net Injection
(+)/
Absorp tion(-)
of liquidity
[(5)–(10)]

MSF

Outsta nding
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

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

Oct. 8, 2012

1

25

611.80

25

611.80

8.00

611.80

–611.80

Oct. 9, 2012

1

26

652.95

26

652.95

8.00

652.95

–652.95

Oct. 10, 2012

1

25

633.25

25

633.25

8.00

633.25

–633.25

Oct. 11, 2012

1

29

692.65

29

692.65

8.00

692.65

–692.65

Oct. 12, 2012

3

23

458.40

23

458.40

8.00

458.40

–458.40

Oct. 15, 2012

1

29

701.10

29

701.10

8.00

1

0.20

1

0.20

7.00

700.90

–700.90

Oct. 16, 2012

1

29

781.85

29

781.85

8.00

781.85

–781.85

Oct. 17, 2012

1

30

862.60

30

862.60

8.00

862.60

–862.60

Oct. 18, 2012

1

37

1,016.35

37

1,016.35

8.00

1,016.35

–1,016.35

Oct. 19, 2012

3

29

624.65

29

624.65

8.00

4

3.10

4

3.10

7.00

621.55

 

Oct. 19, 2012$

3

32

371.90

32

371.90

8.00

371.90

–993.45

Oct. 22, 2012

1

28

674.00

28

674.00

8.00

674.00

–674.00

Oct. 23, 2012

2

34

771.10

34

771.10

8.00

1

0.10

1

0.10

7.00

771.00

–771.00

Oct. 25, 2012

4

43

1,014.80

43

1,014.80

8.00

1

0.60

1

0.60

7.00

1,014.20

2.50

–1,016.70

Oct. 29, 2012

1

34

993.10

34

993.10

8.00

993.10

–993.10

Oct. 30, 2012

1

29

774.75

29

774.75

8.00

774.75

–774.75

Oct. 31, 2012

1

40

961.60

40

961.60

8.00

961.60

4.75

–966.35

MSF: Marginal Standing Facility.
‘–’ No bid was received in the auction. $: Additional repo auction on Reporting Fridays.

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