August 1, 2019 / 1:01 PM / 2 months ago

NSE Wholesale Debt Market Trades-Aug 1

   Aug 1 (Reuters) - Below is a summary of Thursday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                       Thursday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :        9,446.2           57,014.2
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             24              109

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :        5,246.2           41,064.2
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             13              70

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        4,200.0           15,950.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             11              39

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 11, 2020                      1,605.40                  5.90
Jun 18, 2020                        737.40                  5.90
Jul 16, 2020                        620.50                  5.86

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Institutions Non-Slr Bond
-------------------------
8.50%, NBRD 2022                   2,500.00                  6.87

Corporate Debentures
--------------------
8.58%, HDFC 2022                   1,000.00                  7.66

Corporate Deep Discount Debentures
----------------------------------
CITI 2020P (RESET)                   250.00                  0.00

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
--------------------
8.58%, HDFC 2022*    2   1000.00   102.0522   102.0287   102.0522   102.0405   7.6550
Total                2   1000.00

Corporate Deep Discount Debentures
----------------------------------
CITI 2020P (RESET)*  1    250.00   109.5667   109.5667   109.5667   109.5667   0.0000
Total                1    250.00

Central Government Goi Dated Securities
---------------------------------------
8.08%, 2022*         1     83.00   104.9700   104.9700   104.9700   104.9700   6.2379
7.32%, 2024*         1    500.00   103.8200   103.8200   103.8200   103.8200   6.3288
8.24%, 2027*         1    250.00   108.7462   108.7462   108.7462   108.7462   6.7400
6.83%, 2039*         1    100.00    99.7800    99.7800    99.7800    99.7800   6.8503
Total                4    933.00

Institutions Non-Slr Bond
-------------------------
8.50%, NBRD 2022*    3   2500.00   100.6447   100.6336   100.6447   100.6436   6.8730
8.40%, SIDB 2021*    1     50.00   102.4925   102.4925   102.4925   102.4925   7.0300
Total                4   2550.00

Public Sector Unit Taxable Bond
-------------------------------
9.95%, FCI 2022*     1     50.00   106.6459   106.6459   106.6459   106.6459   7.0200
9.05%, PFC 2020*     1    200.00   101.7887   101.7887   101.7887   101.7887   7.5500
7.27%, PFC 2021*     1     50.00    98.9671    98.9671    98.9671    98.9671   7.7200
8.55%, PFC 2021*     1    100.00   101.6353   101.6353   101.6353   101.6353   7.7200
Total                4    400.00

State Government Development Loan
---------------------------------
8.05%, GUJ 2026*     1    250.00   105.1366   105.1366   105.1366   105.1366   7.0900
8.35%, GUJ 2029*     1     50.00   108.6525   108.6525   108.6525   108.6525   7.0900
7.11%, MAH 2029*     1    500.00   100.2826   100.2826   100.2826   100.2826   7.0700
7.62%, MP 2026*      2    300.00   102.8889   102.8889   102.8889   102.8889   7.0900
7.62%, TEL 2026*     1    250.00   102.8889   102.8889   102.8889   102.8889   7.0900
Total                6   1350.00


Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Jun 11, 2020*        1   1605.35    95.1696    95.1696    95.1696    95.1696   5.9000
Jul 16, 2020*        1    620.48    94.6942    94.6942    94.6942    94.6942   5.8600
Jun 18, 2020*        1    737.38    95.0712    95.0712    95.0712    95.0712   5.8950
Total                3   2963.21

 (*) 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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