November 11, 2019 / 1:06 PM / in 5 months

NSE Wholesale Debt Market Trades-Nov 11

   Nov 11 (Reuters) - Below is a summary of Monday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                         Monday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       19,693.9           19,693.9
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             26              26

GOVERNMENT SECURITIES                                    Monday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       18,643.9           18,643.9
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             19              19

NON-GOVERNMENT SECURITIES                                Monday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        1,050.0            1,050.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :              7               7

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Jun 25, 2020                       3,000.00                  5.22
Feb 11, 2020                       2,500.00                  5.21
Oct 08, 2020                       2,500.00                  5.21

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
8.85%, TCHF 2020                     250.00                  7.30

Corporate Debentures
--------------------
8.30%, RIL 2022                      200.00                  6.90

Public Sector Unit Taxable Bond
-------------------------------
7.34%, PGC 2034                      200.00                  7.64

WHOLESALE DEBT MARKET TRADES CONCLUDED:
REPO TRANSACTIONS
-----------------
INSTRUMENT      NO. OF  TRD.VALUE   HIGH       LOW     LAST TRADED   Value   WEIGHTED
                 TRADES (MLN RS)    -------PRICE (RUPEES)-------   Wt.Avg.Pr.   YIELD
-------------------------------------------------------------------------------------
                           ---------------nil----------------

NON-REPO TRANSACTIONS
---------------------
INSTRUMENT      NO. OF  TRD.VALUE   HIGH       LOW     LAST TRADED   Value   WEIGHTED
                 TRADES (MLN RS)    -------PRICE (RUPEES)-------   Wt.Avg.Pr.   YIELD
-------------------------------------------------------------------------------------

Corporate Debentures
--------------------
7.15%, HDFC 2021*    1     50.00   100.8800   100.8800   100.8800   100.8800   6.6000
8.30%, RIL 2022*     1    200.00   102.8398   102.8398   102.8398   102.8398   6.9000
8.85%, TCHF 2020*    1    250.00   100.9914   100.9914   100.9914   100.9914   7.3000
Total                3    500.00

Central Government Goi Dated Securities
---------------------------------------
8.19%, 2020*         1   2000.00   100.5053   100.5053   100.5053   100.5053   5.1828
8.83%, 2023*         2    750.00   108.8844   108.8844   108.8844   108.8844   6.3000
8.60%, 2028*         1    191.81   110.5200   110.5200   110.5200   110.5200   6.9469
6.45%, 2029*         3   1250.00    99.2600    99.2500    99.2500    99.2560   6.5522
7.95%, 2032*         2    950.00   106.5733   106.5733   106.5733   106.5733   7.1550
7.57%, 2033*         3   1450.00   104.0900   104.0400   104.0900   104.0727   7.0969
8.83%, 2041*         1     50.00   117.7555   117.7555   117.7555   117.7555   7.2100
Total               13   6641.81

Public Sector Unit Taxable Bond
-------------------------------
8.54%, NHPC 2020*    1    100.00   102.2920   102.2920   102.2920   102.2920   6.1800
7.58%, NTPC 2026*    1    100.00   100.9079   100.9079   100.9079   100.9079   7.3900
8.10%, NTPC 2031*    1    150.00   103.6779   103.6779   103.6779   103.6779   7.5937
7.34%, PGC 2034*     1    200.00    97.2990    97.2990    97.2990    97.2990   7.6400
Total                4    550.00


Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Oct 01, 2020*        1   2500.00    95.5927    95.5927    95.5927    95.5927   5.2100
Sep 03, 2020*        1    565.57    95.9742    95.9742    95.9742    95.9742   5.1900
Oct 08, 2020*        1   2500.00    95.5015    95.5015    95.5015    95.5015   5.2100
Aug 20, 2020*        1   1436.55    96.1579    96.1579    96.1579    96.1579   5.1900
Jun 25, 2020*        1   3000.00    96.8854    96.8854    96.8854    96.8854   5.2150
Aug 27, 2020*        1   2000.00    96.0660    96.0660    96.0660    96.0660   5.1900
Total                6  12002.12


 (*) Indicates at least one deal in above securities is of Rs. 5 crore or above.

Contact Mumbai Rate Reporting Unit:
+91 22 6180 7222 / 3317 7222 rru.data@thomsonreuters.com
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