March 26, 2020 / 12:57 PM / in 5 days

NSE Wholesale Debt Market Trades-Mar 26

    Mar 26  - Below is a summary of Thursday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                       Thursday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       20,890.0           34,610.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             35              64

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       10,600.0           17,760.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             11              21

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       10,290.0           16,850.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             24              43

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
India Govt. Dated-Securities
----------------------------
7.80%, 2021                        4,000.00                  5.50
8.27%, 2020                        1,500.00                  5.30

Treasury Bill 
-------------
91-Days (maturing on) 
----------------------
Jun 25,2020                        2,000.00                  5.05


TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
8.51%, HDFC 2020                   1,750.00                  9.45

Public Sector Unit Taxable Bond
-------------------------------
8.37%, RECL 2020                   1,750.00                  9.32

Corporate Deep Discount Debentures
----------------------------------
CITI 2026T (RESET)                 1,300.00                  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
-------------------------------------------------------------------------------------

Banks Perpetual Bond
--------------------
9.90%, ICIC*         1    190.00    96.6422    96.6422    96.6422    96.6422  10.9977
Total                1    190.00

Corporate Debentures
--------------------
8.51%, HDFC 2020*    2   1750.00    99.6612    99.6120    99.6612    99.6261   9.4504
8.80%, HDFC 2020*    1    300.00    99.8136    99.8136    99.8136    99.8136   9.2341
HDFC 2020H (RESET)*  1   1000.00   100.8517   100.8517   100.8517   100.8517   9.2500
8.05%, HDFC 2029*    2    500.00    98.5282    98.5282    98.5282    98.5282   8.2585
8.65%, LICH 2020*    1    500.00    99.7162    99.7162    99.7162    99.7162   8.8500
8.80%, LICH 2020*    1    500.00    99.8798    99.8798    99.8798    99.8798   8.8373
9.02%, LICH 2020*    1    250.00   100.0650   100.0650   100.0650   100.0650   8.7537
9.1106%, LICH 2020   1    500.00    99.8769    99.8769    99.8769    99.8769   9.2314
8.67%, LICH 2020A*   1    250.00    99.9431    99.9431    99.9431    99.9431   8.6107
8.30%, RIL 2022*     1    500.00    99.6382    99.6382    99.6382    99.6382   8.5009
Total               12   6050.00

Corporate Deep Discount Debentures
----------------------------------
CITI 2026T (RESET)*  7   1300.00   108.7200   108.6300   108.6300   108.7054   0.0000
Total                7   1300.00

Central Government Goi Dated Securities
---------------------------------------
7.80%, 2020*         1   1400.00   100.2352   100.2352   100.2352   100.2352   5.3270
8.27%, 2020*         3   1500.00   100.5780   100.5676   100.5780   100.5711   5.2958
7.80%, 2021*         1   4000.00   102.2882   102.2882   102.2882   102.2882   5.5000
7.72%, 2025*         1   1000.00   105.3000   105.3000   105.3000   105.3000   6.4919
8.30%, 2042*         1    500.00   117.8772   117.8772   117.8772   117.8772   6.7500
7.72%, 2049*         1    200.00   111.1833   111.1833   111.1833   111.1833   6.8300
Total                8   8600.00

Public Sector Unit Taxable Bond
-------------------------------
7.93%, NTPC 2022*    1    250.00   101.0646   101.0646   101.0646   101.0646   7.3397
6.87%, RECL 2020*    1    750.00    98.8073    98.8073    98.8073    98.8073   9.2361
8.37%, RECL 2020*    2   1750.00    99.6596    99.6596    99.6596    99.6596   9.3242
Total                4   2750.00


Treasury Bill 
-------------
91-Days (maturing on) 
----------------------
Jun 25,2020*         3   2000.00    98.7821    98.7581    98.7821    98.7701   5.0501
Total                3   2000.00



(*) 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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