24. Repo/Reverse Repo Auctions under Liquidity Adjustment Facility

RbiAnnouncementWeb

Asset Publisher

Back

Published on August 11, 2010

LISTEN

PDF ( 86926 )

EXCEL ( 24576 )

24. Repo/Reverse Repo Auctions under Liquidity Adjustment Facility

(Amount in Rs. crore)
LAF Date				Repo/ Reverse Repo Period (Day(s))	REPO (INJECTION)					REVERSE REPO (ABSORPTION)					Net Injection (+)/ Absor ption (–) of liquidity [ (6) —(11) ]	Out stan ding Amount @
					Bids Received		Bids Accepted		Cut-off Rate (%)	Bids Received		Bids Accepted		Cut-off Rate (%)
					Num ber	Amo unt	Num ber	Amo unt	Cut-off Rate (%)	Num ber	Amo unt	Num ber	Amo unt	Cut-off Rate (%)
1				2	3	4	5	6	7	8	9	10	11	12	13	14
Jun.	1,	2010		1	9	5,840	9	5,840	5.25	4	545	4	545	3.75	5,295
Jun.	1,	2010	$	1	5	7,325	5	7,325	5.25	5	7,045	5	7,045	3.75	280	-5,575
Jun.	2,	2010		1	9	7,465	9	7,465	5.25	4	540	4	540	3.75	6,925
Jun.	2,	2010	$	1	4	5,880	4	5,880	5.25	3	30	3	30	3.75	5,850	-12,775
Jun.	3,	2010		1	6	5,395	6	5,395	5.25	3	475	3	475	3.75	4,920
Jun.	3,	2010	$	1	5	3,900	5	3,900	5.25	3	725	3	725	3.75	3,175	-8,095
Jun.	4,	2010		3	3	4,440	3	4,440	5.25	4	415	4	415	3.75	4,025
Jun.	4,	2010	$	3	14	14,505	14	14505	5.25	14	1,655	14	1,655	3.75	12,850	-16,875
Jun.	7,	2010		1	11	13,670	11	13,670	5.25	3	325	3	325	3.75	13,345
Jun.	7,	2010	$	1	23	48,635	23	48,635	5.25	2	60	2	60	3.75	48,575	-61,920
Jun.	8,	2010		1	19	33,530	19	33,530	5.25	3	410	3	410	3.75	33,120
Jun.	8,	2010	$	1	22	34,525	22	34,525	5.25	1	20	1	20	3.75	34,505	-67,625
Jun.	9,	2010		1	17	35,210	17	35,210	5.25	2	400	2	400	3.75	34,810
Jun.	9,	2010	$	1	17	30,960	17	30,960	5.25	—	‘—	—	—	—	30,960	-65,770
Jun.	10,	2010		1	13	16,860	13	16,860	5.25	2	395	2	395	3.75	16,465
Jun.	10,	2010	$	1	16	42,440	16	42,440	5.25	—	—	—	—	—	42,440	-58,905
Jun.	11,	2010		3	8	11,930	8	11,930	5.25	2	275	2	275	3.75	11,655
Jun.	11,	2010	$	3	17	33,795	17	33,795	5.25	—	—	—	—	—	33,795	-45,450
Jun.	14,	2010		1	13	16,345	13	16,345	5.25	2	275	2	275	3.75	16,070
Jun.	14,	2010	$	1	15	25,150	15	25,150	5.25	—	—	—	—	—	25,150	-41,220
Jun.	15,	2010		1	13	14,370	13	14,370	5.25	2	315	2	315	3.75	14,055
Jun.	15,	2010	$	1	21	23,875	21	23,875	5.25	1	5	1	5	3.75	23,870	-37,925
Jun.	16,	2010		1	14	17,035	14	17,035	5.25	2	345	2	345	3.75	16,690
Jun.	16,	2010	$	1	9	11,020	9	11,020	5.25	1	5	1	5	3.75	11,015	-27,705
Jun.	17,	2010		1	8	8,270	8	8,270	5.25	2	395	2	395	3.75	7,875
Jun.	17,	2010	$	1	14	19,825	14	19,825	5.25	1	30	1	30	3.75	19,795	-27,670
Jun.	18,	2010		3	14	17,470	14	17,470	5.25	2	260	2	260	3.75	17,210
Jun.	18,	2010	$	3	19	21,750	19	21,750	5.25	8	575	8	575	3.75	21,175	-38,385
Jun.	21,	2010		1	17	26,880	17	26,880	5.25	2	315	2	315	3.75	26,565
Jun.	21,	2010	$	1	14	24,560	14	24,560	5.25	1	60	1	60	3.75	24,500	-51,065
Jun.	22,	2010		1	23	33,480	23	33,480	5.25	2	390	2	390	3.75	33,090
Jun.	22,	2010	$	1	17	31,645	17	31,645	5.25	—	—	—	—	—	31,645	-64,735
Jun.	23,	2010		1	23	29,780	23	29,780	5.25	—	—	—	—	—	29,780
Jun.	23,	2010	$	1	20	40,395	20	40,395	5.25	1	400	1	400	3.75	39,995	-69,775
Jun.	24,	2010		1	25	37,155	25	37,155	5.25	1	220	1	220	3.75	36,935
Jun.	24,	2010	$	1	26	45,760	26	45,760	5.25	2	205	2	205	3.75	45,555	-82,490
Jun.	25,	2010		3	27	42,710	27	42,710	5.25	1	200	1	200	3.75	42,510
Jun.	25,	2010	$	3	26	32,400	26	32,400	5.25	1	115	1	115	3.75	32,285	-74,795
Jun.	28,	2010		1	22	33,980	22	33,980	5.25	1	200	1	200	3.75	33,780
Jun.	28,	2010	$	1	28	28,960	28	28,960	5.25	1	5	1	5	3.75	28,955	-62,735
Jun.	29,	2010		1	25	32,445	25	32,445	5.25	1	115	1	115	3.75	32,330
Jun.	29,	2010	$	1	31	36,990	31	36,990	5.25	2	20	2	20	3.75	36,970	-69,300
Jun.	30,	2010		2	31	40,580	31	40,580	5.25	—	—	—	—	—	40,580
Jun.	30,	2010	$	2	33	38,050	33	38,050	5.25	1	20	1	20	3.75	38,030	-78,610
$ : Second LAF. @ : Net of Repo. ‘—’ No bid was received in the auction. Note: 1. The second LAF is being conducted on Reporting Fridays with effect from May 8, 2009. SLAF has been reintroduced on a daily basis with effect from May 28, 2010 till July 30, 2010. 2. The Special Fiexed Rate Repo and Forex Swap facilities for banks have been discontinued with effect from October 27, 2009.