Document title: Money Market Operations as on November 05, 2026
Issuing authority: Reserve Bank of India
Reference: Press Release 2026-2027/1455
Date: 06 November 2026
Policy Rates and Liquidity
The RBI reported that the overnight money‑market segment (including Call Money, Triparty Repo, Market Repo and Repo in Corporate Bond) recorded a total volume of ₹7,89,757.11 crore. The weighted average rate for the segment was 5.55%, with a quoted range of 3.50% to 5.85%. Specific sub‑segments showed the following rates: Call Money at 5.63% (range 4.30‑5.75%), Triparty Repo at 5.53% (range 5.00‑5.70%), Market Repo at 5.61% (range 3.50‑5.80%), and Repo in Corporate Bond at 5.71% (range 5.55‑5.85%).
For the term segment, Notice Money volume was ₹220.90 crore at 5.56% (range 5.10‑5.70%), Term Money volume ₹819.00 crore with rates between 5.90% and 8.05%, Triparty Repo ₹7,319.00 crore at 5.51% (range 5.35‑5.80%), Market Repo ₹1,289.01 crore at 5.96% (range 3.50‑6.20%), and Repo in Corporate Bond ₹168.20 crore at a flat rate of 7.50%.
Today's liquidity operations injected a net liquidity of –₹1,81,410.00 crore. The reverse repo operation on 05/11/2026 (tenor 1 day) amounted to ₹7,767.00 crore at a rate of 5.49%. The Marginal Standing Facility (MSF) on the same date injected ₹4,299.00 crore at 5.75%. The Standing Deposit Facility (SDF) absorbed ₹1,77,942.00 crore at 5.25%. Overall net liquidity injected from outstanding operations, including today's actions, stood at –₹1,96,658.13 crore.
Banking and Credit
Cash reserves of scheduled commercial banks as of 05 Nov 2026 were ₹8,45,116.17 crore. The average daily cash reserve requirement (CRR) for the fortnight ending 15 Nov 2026 was ₹8,16,655.00 crore.
Financial Stability
The net durable liquidity position, representing surplus (+) or deficit (‑), was a surplus of ₹7,93,409.00 crore as of 15 Oct 2026. The Government of India’s surplus cash balance reckoned for auction on 05 Nov 2026 was zero.
Overall, the RBI’s money‑market operations indicate a substantial volume of overnight and term transactions, a modest net liquidity absorption, and a strong cash‑reserve position among scheduled commercial banks, alongside a sizable durable‑liquidity surplus.