August 2, 2019 / 12:52 PM / 23 days ago

NSE Wholesale Debt Market Trades-Aug 2

  Aug 2 (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               :       41,899.2           98,913.4
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             52              161

GOVERNMENT SECURITIES                                    Friday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       38,899.2           79,963.4
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             42              112

NON-GOVERNMENT SECURITIES                                Friday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        3,000.0           18,950.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             10              49

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Treasury Bill 
-------------
182-Days (maturing on) 
----------------------
Oct 03, 2019                      16,259.20                  5.51
Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Oct 24, 2019                       5,000.00                  5.50
Nov 08, 2019                       1,650.00                  5.60

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
8.70%, HDFC 2020A                   1,000.00                  7.46
Public Sector Unit Taxable Bond
-------------------------------
8.18%, PFC 2022                       750.00                  7.63

Corporate Debentures
--------------------
8.51%, HDFC 2020                      250.00                  7.20

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
--------------------
7.65%, GRSM 2022*     1    250.00   101.1177   101.1177   101.1177   101.1177   7.1500
8.51%, HDFC 2020*    1    250.00   101.1076   101.1076   101.1076   101.1076   7.2000
8.70%, HDFC 2020A*   2   1000.00   101.4913   101.4713   101.4913   101.4813   7.4579
8.33%, LICH 2024*    1    150.00   101.7873   101.7873   101.7873   101.7873   7.8500
7.17%, RIL 2022*     1    250.00    99.5105    99.5105    99.5105    99.5105   7.3200
8.65%, RIL 2028*     1    250.00   105.1754   105.1754   105.1754   105.1754   7.8300
8.95%, RIL 2028*     1    100.00   106.9398   106.9398   106.9398   106.9398   7.8500
Total                8   2250.00

Central Government Goi Dated Securities
---------------------------------------
6.84%, 2022*         1    850.00   102.1239   102.1239   102.1239   102.1239   6.1300
8.83%, 2023*         1    990.00   109.2900   109.2900   109.2900   109.2900   6.3270
7.27%, 2026*         1    200.00   104.1300   104.1300   104.1300   104.1300   6.4952
6.79%, 2027*         1   1000.00   100.8000   100.8000   100.8000   100.8000   6.6543
8.28%, 2027*         1    250.00   109.5698   109.5698   109.5698   109.5698   6.7300
7.17%, 2028*         3   1350.00   103.7000   103.6200   103.6200   103.6681   6.5944
6.79%, 2029*         3   1000.00   100.6700   100.6600   100.6600   100.6650   6.6989
7.26%, 2029*         2    300.00   106.4350   106.4200   106.4350   106.4325   6.3432
7.95%, 2032*         3   1000.00   110.0500   109.9000   109.9000   110.0125   6.7816
6.57%, 2033*         2    750.00    98.4635    98.4635    98.4635    98.4635   6.7375
7.62%, 2039*         2   1250.00   108.9190   108.9190   108.9190   108.9190   6.7991
Total               20   8940.00

Public Sector Unit Taxable Bond
-------------------------------
8.18%, PFC 2022*     2    750.00   101.1795   101.1795   101.1795   101.1795   7.6300
Total                2    750.00

State Government Development Loan
---------------------------------
8.89%, GUJ 2022*     1    150.00   106.6856   106.6856   106.6856   106.6856   6.6400
8.91%, GUJ 2022*     1    450.00   106.1641   106.1641   106.1641   106.1641   6.6400
7.69%, GUJ 2027*     1    500.00   104.2407   104.2407   104.2407   104.2407   7.0100
8.90%, KRN 2022*     1    100.00   106.7153   106.7153   106.7153   106.7153   6.6400
6.92%, MAH 2022*     1    500.00   100.8024   100.8024   100.8024   100.8024   6.5550
8.90%, MAH 2022A*    1    100.00   106.5724   106.5724   106.5724   106.5724   6.6400
7.39%, MAH 2030*     1    600.00   102.6254   102.6254   102.6254   102.6254   7.0400
8.49%, PUN 2022*     1    300.00   103.1707   103.1707   103.1707   103.1707   7.1500
8.92%, RAJ 2022B*    1     50.00   106.6307   106.6307   106.6307   106.6307   6.6400
8.11%, TN 2019*      1    750.00   100.5240   100.5240   100.5240   100.5240   5.7813
8.75%, TN 2022*      1    400.00   105.0076   105.0076   105.0076   105.0076   6.5800
Total               11   3900.00


Treasury Bill 
-------------
182-Days (maturing on) 
----------------------
Oct 03, 2019*        4  16259.22    99.1172    99.1172    99.1172    99.1172   5.5100
Nov 14, 2019*        1    650.00    98.4741    98.4741    98.4741    98.4741   5.6000
Total                5  16909.22


Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Jan 02, 2020*        1   1500.00    97.7033    97.7033    97.7033    97.7033   5.7200
Nov 08, 2019*        1   1650.00    98.5634    98.5634    98.5634    98.5634   5.6000
Nov 14, 2019*        1   1000.00    98.4741    98.4741    98.4741    98.4741   5.6000
Oct 24, 2019*        3   5000.00    98.8089    98.8089    98.8089    98.8089   5.5000
Total                6   9150.00


 (*) 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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