August 16, 2019 / 1:41 PM / 4 months ago

NSE Wholesale Debt Market Trades-Aug 16

   Aug 16 (Reuters) - Below is a summary of Friday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                         Friday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       15,000.0           42,021.8
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             24              81

GOVERNMENT SECURITIES                                    Friday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       13,700.0           36,421.8
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             19              50

NON-GOVERNMENT SECURITIES                                Friday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        1,300.0            5,600.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :              5              31

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Central Government Goi Dated Securities
---------------------------------------
8.15%, 2026                        3,700.00                  6.79
7.00%, 2021                        2,500.00                  5.85
8.20%, 2025                        1,700.00                  6.62

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Public Sector Unit Taxable Bond
-------------------------------
8.37%, RECL 2020                     500.00                  7.55

Corporate Debentures
--------------------
7.07%, RIL 2020                      250.00                  7.08

Corporate Debentures
--------------------
7.78%, HDFC 2020                     250.00                  6.65

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
--------------------
7.78%, HDFC 2020*    1    250.00   100.5167   100.5167   100.5167   100.5167   6.6500
8.55%, HDFC 2029*    1    100.00   102.6076   102.6076   102.6076   102.6076   8.1300
7.07%, RIL 2020*     1    250.00    99.9136    99.9136    99.9136    99.9136   7.0800
Total                3    600.00

Corporate Deep Discount Debentures
----------------------------------
CITI 2020P (RESET)*  1    200.00   109.9000   109.9000   109.9000   109.9000   8.7100
Total                1    200.00

Central Government Goi Dated Securities
---------------------------------------
6.35%, 2020*         2    400.00   100.2300   100.2300   100.2300   100.2300   5.6883
7.00%, 2021*         1   2500.00   101.5400   101.5400   101.5400   101.5400   5.8508
8.20%, 2025*         2   1700.00   107.8325   107.8325   107.8325   107.8325   6.6160
8.15%, 2026*         6   3700.00   107.7401   107.6808   107.7401   107.6968   6.7873
8.33%, 2026*         2   1250.00   108.4076   108.4076   108.4076   108.4076   6.7800
7.26%, 2029*         2   1050.00   104.9700   104.6700   104.9700   104.9557   6.5446
8.17%, 2044*         1    500.00   115.0769   115.0769   115.0769   115.0769   6.9000
8.13%, 2045*         1    500.00   114.8564   114.8564   114.8564   114.8564   6.8900
Total               17  11600.00

Public Sector Unit Taxable Bond
-------------------------------
8.37%, RECL 2020*    1    500.00   100.7361   100.7361   100.7361   100.7361   7.5500
Total                1    500.00


Treasury Bill 
------------- 
33-Days (maturing on) 
----------------------
Sep 16, 2019*        1   1000.00    99.5928    99.5928    99.5928    99.5928   5.3300
Total                1   1000.00


Treasury Bill 
-------------
364-Days (maturing on) 
----------------------
Oct 24, 2019*        1   1100.00    99.0312    99.0312    99.0312    99.0312   5.4100
Total                1   1100.00

 (*) 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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