December 24, 2019 / 1:28 PM / a month ago

NSE Wholesale Debt Market Trades-Dec 24

  Dec 24 (Reuters) - Below is a summary of Tuesday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                        Tuesday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :        8,350.0           18,800.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             32              57

GOVERNMENT SECURITIES                                   Tuesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :        8,150.0           18,350.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             23              47

NON-GOVERNMENT SECURITIES                               Tuesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :          200.0             450.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :              9              10

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
---------------------------------------
8.83%, 2023                        1,600.00                  6.44
7.95%, 2032                        1,000.00                  7.03
Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Jan 16, 2020                       1,000.00                  4.90

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
7.17%, RIL 2022                      150.00                  6.90

Corporate Deep Discount Debentures
----------------------------------
CCFL 2020A (RESET)                    25.00                  0.00

Corporate Deep Discount Debentures
----------------------------------
CCFL 2020D (RESET)                    15.00                  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
--------------------
7.17%, RIL 2022*     1    150.00   100.6385   100.6385   100.6385   100.6385   6.9000
Total                1    150.00

Corporate Deep Discount Debentures
----------------------------------
CCFL 2020A (RESET)   3     25.00   148.4820   148.4820   148.4820   148.4820   0.0000
CCFL 2020C (RESET)   1      5.00   131.4243   131.4243   131.4243   131.4243   0.0000
CCFL 2020D (RESET)   3     15.00   147.7701   147.7701   147.7701   147.7701   0.0000
CCFL 2020F (RESET)   1      5.00   147.5048   147.5048   147.5048   147.5048   0.0000
Total                8     50.00

Central Government Goi Dated Securities
---------------------------------------
8.08%, 2022*         1    250.00   104.5874   104.5874   104.5874   104.5874   6.1400
8.20%, 2022*         1    250.00   104.3379   104.3379   104.3379   104.3379   6.0000
8.83%, 2023*         4   1600.00   108.1437   108.1437   108.1437   108.1437   6.4400
7.32%, 2024*         1    150.00   103.2500   103.2500   103.2500   103.2500   6.4016
7.27%, 2026*         1    500.00   103.1300   103.1300   103.1300   103.1300   6.6496
6.45%, 2029*         2    750.00    99.1050    99.0025    99.0025    99.0708   6.5785
7.26%, 2029*         1     50.00   102.9500   102.9500   102.9500   102.9500   6.8170
7.95%, 2032*         1   1000.00   107.6500   107.6500   107.6500   107.6500   7.0264
7.57%, 2033*         1    500.00   105.1000   105.1000   105.1000   105.1000   6.9796
7.62%, 2039*         1    200.00   105.6700   105.6700   105.6700   105.6700   7.0806
Total               14   5250.00

State Government Development Loan
---------------------------------
7.62%, KRN 2027*     3    750.00   102.7263   102.7263   102.7263   102.7263   7.1575
8.03%, KRN 2028*     1    100.00   105.1393   105.1393   105.1393   105.1393   7.1800
8.51%, MAH 2026*     1    250.00   107.3203   107.3203   107.3203   107.3203   7.0300
8.72%, TN 2026*      1    200.00   108.9213   108.9213   108.9213   108.9213   7.0300
Total                6   1300.00


Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Jan 16, 2020*        1   1000.00    99.7189    99.7189    99.7189    99.7189   4.9000
Total                1   1000.00


Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Jan 16, 2020*        1    250.00    99.7160    99.7160    99.7160    99.7160   4.9500
Mar 19, 2020*        1    350.00    98.8647    98.8647    98.8647    98.8647   4.9898
Total                2    600.00

 (*) 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@refinitiv.com
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