January 24, 2020 / 12:58 PM / 25 days ago

NSE Wholesale Debt Market Trades-Jan 24

  Jan 24  - 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               :       19,050.0           81,721.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             29              129

GOVERNMENT SECURITIES                                    Friday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       18,250.0           80,000.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             25              103

NON-GOVERNMENT SECURITIES                                Friday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :          800.0            1,721.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :              4              26

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
---------------------------------------
7.80%, 2020                        6,500.00                  5.27
8.27%, 2020                        4,000.00                  5.27
State Government Development Loan
---------------------------------
7.57%, CHTIS 2023                  1,050.00                  6.50

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
7.20%, LICH 2020                     250.00                  6.20
7.90%, ABF 2020E                     250.00                  5.60
9.00%, ABF 2020                      250.00                  5.60

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
--------------------
9.00%, ABF 2020*     1    250.00   100.5062   100.5062   100.5062   100.5062   5.6000
7.90%, ABF 2020E*    1    250.00   100.3273   100.3273   100.3273   100.3273   5.6000
7.20%, LICH 2020*    1    250.00   100.3232   100.3232   100.3232   100.3232   6.2000
Total                3    750.00

Corporate Deep Discount Debentures
----------------------------------
CITI 2022Y (RESET)*  1     50.00   112.3800   112.3800   112.3800   112.3800   0.0000
Total                1     50.00

Central Government Goi Dated Securities
---------------------------------------
7.80%, 2020*         3   6500.00   100.6503   100.6476   100.6476   100.6482   5.2718
8.27%, 2020*         1   4000.00   101.0632   101.0632   101.0632   101.0632   5.2749
7.00%, 2021*         1    300.00   101.4441   101.4441   101.4441   101.4441   5.4700
7.80%, 2021*         1    300.00   102.4472   102.4472   102.4472   102.4472   5.6600
6.84%, 2022*         1    150.00   101.8900   101.8900   101.8900   101.8900   6.1144
8.35%, 2022*         2   1000.00   104.9152   104.9152   104.9152   104.9152   6.0200
7.32%, 2024*         2    900.00   103.2950   103.2950   103.2950   103.2950   5.3661
8.24%, 2027*         1     50.00   107.7200   107.7200   107.7200   107.7200   6.8404
6.45%, 2029*         2    750.00    98.9550    98.9500    98.9500    98.9533   6.5961
7.57%, 2033*         1    500.00   104.8200   104.8200   104.8200   104.8200   7.0079
Total               15  14450.00

State Government Development Loan
---------------------------------
7.57%, CHTIS 2023*   1   1050.00   103.0049   103.0049   103.0049   103.0049   6.5000
8.65%, CHTIS 2023*   1    250.00   105.9588   105.9588   105.9588   105.9588   6.5200
8.54%, MAH 2023*     1    500.00   105.7086   105.7086   105.7086   105.7086   6.5000
8.26%, MAH 2025*     1    200.00   106.1707   106.1707   106.1707   106.1707   6.9000
8.39%, RAJ 2023*     1    250.00   104.6638   104.6638   104.6638   104.6638   6.7100
8.42%, TN 2023*      1    250.00   105.6610   105.6610   105.6610   105.6610   6.5800
6.77%, TN 2024*      2    750.00   100.1076   100.1076   100.1076   100.1076   6.7400
7.74%, TN 2024*      1     50.00   102.5736   102.5736   102.5736   102.5736   6.9741
Total                9   3300.00


Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Feb 14, 2020*        1    500.00    99.7501    99.7501    99.7501    99.7501   5.0800
Total                1    500.00


 (*) 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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