24. Repo/Reverse Repo Auctions under Liquidity Adjustment Facility

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Published on March 10, 2011

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24. Repo/Reverse Repo Auctions under Liquidity Adjustment Facility

(Amount in ` crore)
LAF Date	Repo/ Reverse Repo Period (Day(s)	REPO (INJECTION)					REVERSE REPO (ABSORPTION)					Net Injection (+)/ Absorption (-) of liquidity [(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	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
Jan. 3, 2011	1	47	90,415	47	90,415	6.25	1	375	1	375	5.25	90,040
Jan. 3, 2011 $	1	16	13,095	16	13,095	6.25	1	490	1	490	5.25	12,605	-1,02,645
Jan. 4, 2011	1	40	50,095	40	50,095	6.25	1	650	1	650	5.25	49,445
Jan. 4, 2011 $	1	18	19,180	18	19,180	6.25	1	475	1	475	5.25	18,705	-68,150
Jan. 5, 2011	1	24	37,070	24	37,070	6.25	1	750	1	750	5.25	36,320
Jan. 5, 2011 $	1	17	25,060	17	25,060	6.25	1	490	1	490	5.25	24,570	-60,890
Jan. 6, 2011	1	27	34,210	27	34,210	6.25	1	900	1	900	5.25	33,310
Jan. 6, 2011 $	1	23	26,685	23	26,685	6.25	1	375	1	375	5.25	26,310	-59,620
Jan. 7, 2011	3	29	42,035	29	42,035	6.25	1	700	1	700	5.25	41,335
Jan. 7, 2011 $	3	28	42,305	28	42,305	6.25	2	445	2	445	5.25	41,860	-83,195
Jan. 10, 2011	1	23	43,185	23	43,185	6.25	1	500	1	500	5.25	42,685
Jan. 10, 2011 $	1	26	40,805	26	40,805	6.25	2	470	2	470	5.25	40,335	-83,020
Jan. 11, 2011	1	27	48,960	27	48,960	6.25	1	500	1	500	5.25	48,460
Jan. 11, 2011 $	1	23	28,980	23	28,980	6.25	2	265	2	265	5.25	28,715	-77,175
Jan. 12, 2011	1	22	49,590	22	49,590	6.25	1	400	1	400	5.25	49,190
Jan. 12, 2011 $	1	28	32,065	28	32,065	6.25	1	450	1	450	5.25	31,615	-80,805
Jan. 13, 2011	1	26	49,165	26	49,165	6.25	1	700	1	700	5.25	48,465
Jan. 13, 2011 $	1	23	28,575	23	28,575	6.25	2	335	2	335	5.25	28,240	-76,705
Jan. 14, 2011	3	33	57,575	33	57,575	6.25	1	900	1	900	5.25	56,675
Jan. 14, 2011 $	3	33	26,385	33	26,385	6.25	4	490	4	490	5.25	25,895	-82,570
Jan. 17, 2011	1	40	74,305	40	74,305	6.25	1	850	1	850	5.25	73,455
Jan. 17, 2011 $	1	25	31,415	25	31,415	6.25	2	475	2	475	5.25	30,940	-1,04,395
Jan. 18, 2011	1	40	73,580	40	73,580	6.25	1	850	1	850	5.25	72,730
Jan. 18, 2011 $	1	27	36,105	27	36,105	6.25	1	435	1	435	5.25	35,670	-1,08,400
Jan. 19, 2011	1	39	74,320	39	74,320	6.25	1	950	1	950	5.25	73,370
Jan. 19, 2011 $	1	26	39,890	26	39,890	6.25	2	515	2	515	5.25	39,375	-1,12,745
Jan. 20, 2011	1	40	83,205	40	83,205	6.25	1	600	1	600	5.25	82,605
Jan. 20, 2011 $	1	22	30,120	22	30,120	6.25	1	520	1	520	5.25	29,600	-1,12,205
Jan. 21 2011	3	43	81,485	43	81,485	6.25	1	500	1	500	5.25	80,985
Jan. 21 2011 $	3	25	33,920	25	33,920	6.25	4	540	4	540	5.25	33,380	-1,14,365
Jan. 24, 2011	1	40	74,445	40	74,445	6.25	1	750	1	750	5.25	73,695
Jan. 24, 2011 $	1	28	38,980	28	38,980	6.25	3	690	3	690	5.25	38,290	-1,11,985
Jan. 25, 2011	2	52	1,11,990	52	1,11,990	6.25	–	–	–	–	–	1,11,990
Jan. 25, 2011 $	2	2	1,600	2	1,600	6.50	8	3,680	8	3,680	5.50	-2,080	-1,09,910
Jan. 27, 2011	1	30	62,205	30	62,205	6.50	1	950	1	950	5.50	61,255
Jan. 27, 2011 $	1	34	30,020	34	30,020	6.50	3	160	3	160	5.50	29,860	-91,115
Jan. 28, 2011	3	31	60,210	31	60,210	6.50	1	500	1	500	5.50	59,710
Jan. 28, 2011 $	3	27	23,470	27	23,470	6.50	7	6,450	7	6,450	5.50	17,020	-76,730
Jan. 31, 2011	1	44	80,090	44	80,090	6.50	1	500	1	500	5.50	79,590
Jan. 31, 2011 $	1	25	34,645	25	34,645	6.50	3	390	3	390	5.50	34,255	-1,13,845
$ 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. As a part of liquidity easing measures. SLAF on daily basis is temporarily being conducted till April 8, 2011. 2. The Special Flexed Rate Repo and Forex Swap facilities for banks have been discontinued with effect from October 27, 2009.