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Repo/Reverse Repo Auctions under Liquidity Adjustment Facility
82161256

Repo/Reverse Repo Auctions under Liquidity Adjustment Facility


(Rs. crore)

LAF

Repo
period

REPO (INJECTION)

REVERSE REPO (ABSORPTION)

Net Injection(+)/
Absorption
(-) of Liquidity
(6-11)

Outstand
ing
Amount
@

Bids Received

Bids Accepted

Cut-Off
Rate(%)

Bids Received

Bids Accepted

Cut-Off
Rate(%)

Date

(Day(s))

Number

Amount

Number

Amount

Number

Amount

Number

Amount

1

2

3

4

5

6

7

8

9

10

11

12

13

14

Nov. 17, 2008

1

3

4,400

3

4,400

7.50

4,400

 

Nov. 17, 2008 $$

14

2

600

2

600

7.50

600

 

Nov. 17, 2008 $

1

2

1,650

2

1,650

7.50

9

7,525

9

7,525

6.00

–5,875

–4,735

Nov. 18, 2008

1

1

2,000

1

2,000

7.50

2

2,500

2

2,500

6.00

–500

 

Nov. 18, 2008 $$

14

 

Nov. 18, 2008 $

1

3

2,700

3

2,700

7.50

11

13,600

11

13,600

6.00

–10,900

6,655

Nov. 19, 2008

1

1

2,000

1

2,000

7.50

5

7,125

5

7,125

6.00

–5,125

 

Nov. 19, 2008 $$

14

2

1,950

2

1,950

7.50

1,950

 

Nov. 19, 2008 $

1

2

1,950

2

1,950

7.50

11

17,310

11

17,310

6.00

–15,360

15,290

Nov. 20, 2008

1

1

1,000

1

1,000

7.50

6

8,435

6

8,435

6.00

–7,435

 

Nov. 20, 2008 $$

14

1

1,000

1

1,000

7.50

1,000

 

Nov. 20, 2008 $

1

3

1,600

3

1,600

7.50

11

19,110

11

19,110

6.00

–17,510

20,000

Nov. 21, 2008

3

2

2,800

2

2,800

7.50

4

4,640

4

4,640

6.00

–1,840

 

Nov. 21, 2008 $$

14

 

Nov. 21, 2008 $

3

5

4,000

5

4,000

7.50

27

11,375

27

11,375

6.00

–7,375

 

Nov. 21, 2008 ~

90

1

250

1

250

7.50

250

4,020

@ : Net of overnight repo. $ : Second LAF. $$ : Special Fixed Rate Repo under LAF.
~ : Under forex swap facility. ' — ' : No bid was received in the auction.

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