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Repo/Reverse Repo Auctions under Liquidity Adjustment Facility
82112728

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. 22, 2007

1

14

5,465

14

5,465

7.25

2

150

 

2

150

6.00

5,315

 

 

$

1

17

8,995

17

8,995

7.25

3

95

 

3

95

6.00

8,900

–14,215

Jan. 23, 2007

1

15

4,015

15

4,015

7.25

1

35

 

1

35

6.00

3,980

 

 

$

1

15

8,100

15

8,100

7.25

3

175

 

3

175

6.00

7,925

–11,905

Jan. 24, 2007

1

10

3,455

10

3,455

7.25

2

160

 

2

160

6.00

3,295

 

 

$

1

17

7,040

17

7,040

7.25

4

145

 

4

145

6.00

6,895

–10,190

Jan. 25, 2007

4

16

5,345

16

5,345

7.25

1

35

 

1

35

6.00

5,310

 

 

$

4

11

6,180

11

6,180

7.25

3

45

 

3

45

6.00

6,135

–11,445

@ : 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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