August 26, 2019 / 12:49 PM / 21 days ago

NSE Wholesale Debt Market Trades-Aug 26

  Aug 26 (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               :        8,180.0            8,180.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             24              24

GOVERNMENT SECURITIES                                    Monday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :        5,475.0            5,475.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             12              12

NON-GOVERNMENT SECURITIES                                Monday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        2,705.0            2,705.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             12              12

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
---------------------------------------
7.26%, 2029                        1,500.00                  6.52
Central Government Goi Dated Securities
---------------------------------------
8.19%, 2020                        1,500.00                  5.76
Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Jul 23, 2020                       1,000.00                  5.65

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
-------------------------------
8.24%, PGC 2029                      700.00                  7.32

Public Sector Unit Taxable Bond
-------------------------------
8.85%, PFC 2029                      500.00                  8.28

Institutions Non-Slr Bond
-------------------------
8.02%, NHB 2022                      300.00                  6.35

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
--------------------
HDFC 2020D (RESET)*  1    250.00   102.8215   102.8215   102.8215   102.8215   7.2000
Total                1    250.00

Corporate Deep Discount Debentures
----------------------------------
CFIL 2020O (RESET)   1      5.00   149.5400   149.5400   149.5400   149.5400   0.0000
Total                1      5.00

Central Government Goi Dated Securities
---------------------------------------
8.19%, 2020*         2   1500.00   100.9075   100.9050   100.9075   100.9058   5.7571
7.16%, 2023*         1    650.00   103.1500   103.1500   103.1500   103.1500   6.1972
7.32%, 2024*         1    250.00   104.1400   104.1400   104.1400   104.1400   6.2319
7.26%, 2029*         3   1500.00   105.1950   105.0625   105.1950   105.1108   6.5215
7.59%, 2029*         1     50.00   105.5500   105.5500   105.5500   105.5500   6.7905
7.63%, 2059*         1    250.00   109.7802   109.7802   109.7802   109.7802   6.9050
Total                9   4200.00

Institutions Non-Slr Bond
-------------------------
8.88%, EXIM 2022*    1    250.00   105.9449   105.9449   105.9449   105.9449   6.7000
8.37%, NBRD 2020*    1    250.00   101.2628   101.2628   101.2628   101.2628   6.6300
8.02%, NHB 2022*     1    300.00   100.7648   100.7648   100.7648   100.7648   6.3500
7.65%, SIDB 2021*    1     50.00   101.2953   101.2953   101.2953   101.2953   6.7400
Total                4    850.00

Public Sector Unit Taxable Bond
-------------------------------
7.48%, IRFC 2029*    1    250.00   100.5868   100.5868   100.5868   100.5868   7.4000
8.85%, PFC 2029*     1    500.00   103.6021   103.6021   103.6021   103.6021   8.2800
8.85%, PGC 2019*     1     50.00   100.4070   100.4070   100.4070   100.4070   5.6500
8.24%, PGC 2029*     2    700.00   107.0328   107.0328   107.0328   107.0328   7.3250
7.59%, RECL 2020*    1    100.00   100.4186   100.4186   100.4186   100.4186   6.5500
Total                6   1600.00

State Government Development Loan
---------------------------------
8.56%, MAH 2028*     1    150.00   109.2698   109.2698   109.2698   109.2698   7.1300
9.47%, TN 2024*      1    125.00   109.9987   109.9987   109.9987   109.9987   6.8850
Total                2    275.00


Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Jul 23, 2020*        1   1000.00    95.1260    95.1260    95.1260    95.1260   5.6500
Total                1   1000.00


 (*) 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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