March 7, 2019 / 12:45 PM / 15 days ago

NSE Wholesale Debt Market Trades-Mar 7

  Mar 7 (Reuters) - 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               :       44,488.4           78,077.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             47              124

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       40,573.4           66,562.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             35              85

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        3,915.0           11,515.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             12              39

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------

Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Nov 14, 2019                       7,100.00                  6.47
Nov 21, 2019                       4,123.40                  6.48
Jan 31, 2019                       4,000.00                  6.46

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
7.00%, RIL 2022                    1,500.00                  8.35

Public Sector Unit Taxable Bond
-------------------------------
8.76%, PFC 2019                    1,000.00                  8.24

Public Sector Unit Taxable Bond
-------------------------------
8.24%, PGC 2029                      350.00                  8.45

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
--------------------
7.90%, ABF 2020D*    1    250.00    99.0591    99.0591    99.0591    99.0591   8.7000
7.8125%, LICH 2019*  1    250.00    99.9405    99.9405    99.9405    99.9405   7.6500
7.00%, RIL 2022*     2   1500.00    95.9674    95.9574    95.9674    95.9624   8.3518
Total                4   2000.00

Corporate Deep Discount Debentures
----------------------------------
CFIL 2019B (RESET)   1     10.00   132.4511   132.4511   132.4511   132.4511   0.0000
CFIL 2020T (RESET)   1      5.00   136.3998   136.3998   136.3998   136.3998   0.0000
Total                2     15.00

Central Government Goi Dated Securities
---------------------------------------
6.35%, 2020*         2   2000.00    99.8743    99.8743    99.8743    99.8743   6.4955
8.19%, 2020*         1   2000.00   101.3750   101.3750   101.3750   101.3750   6.4955
9.15%, 2024*         1    300.00   108.8300   108.8300   108.8300   108.8300   7.2240
8.15%, 2026*         3   2000.00   103.9237   103.9137   103.9237   103.9187   7.4692
7.17%, 2028*         6   3500.00    97.4700    97.4200    97.4300    97.4343   7.5713
7.40%, 2035*         1   1500.00    96.2500    96.2500    96.2500    96.2500   7.4053
Total               14  11300.00

Institutions Non-Slr Bond
-------------------------
7.62%, EXIM 2026*    1    100.00    95.6841    95.6841    95.6841    95.6841   8.4000
Total                1    100.00

Public Sector Unit Taxable Bond
-------------------------------
8.55%, IRFC 2029B*   1    200.00   100.9693   100.9693   100.9693   100.9693   8.4100
8.76%, PFC 2019*     1   1000.00   100.1811   100.1811   100.1811   100.1811   8.2400
8.38%, PFC 2020*     1    250.00   100.1733   100.1733   100.1733   100.1733   8.2000
8.24%, PGC 2029*     2    350.00    99.7197    99.6876    99.6876    99.7105   8.4464
Total                5   1800.00

State Government Development Loan
---------------------------------
8.38%, GUJ 2029*     4    600.00   100.3293   100.3293   100.3293   100.3293   8.3300
8.75%, KER 2022*     1     50.00   103.2263   103.2263   103.2263   103.2263   7.5100
8.51%, PUN 2023A*    1    150.00   102.5910   102.5910   102.5910   102.5910   7.7550
8.39%, RAJ 2021*     1     50.00   101.7671   101.7671   101.7671   101.7671   7.4300
8.37%, TN 2029*      2    350.00   100.2500   100.1200   100.2500   100.2129   8.3380
8.43%, UP 2029*      1    100.00   100.2000   100.2000   100.2000   100.2000   8.3999
Total               10   1300.00


Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Oct 03, 2019*        1   4000.00    96.4329    96.4329    96.4329    96.4329   6.4600
Dec 05, 2019*        2   2500.00    95.4071    95.4071    95.4071    95.4071   6.4600
Nov 08, 2019*        1   3000.00    95.8440    95.8440    95.8440    95.8440   6.4600
Oct 10, 2019*        1   4000.00    96.3179    96.3179    96.3179    96.3179   6.4600
Dec 12, 2019*        2   2500.00    95.2944    95.2944    95.2944    95.2944   6.4600
Nov 14, 2019*        2   7100.00    95.7466    95.7308    95.7466    95.7375   6.4744
Nov 21, 2019*        1   4123.43    95.6170    95.6170    95.6170    95.6170   6.4850
Total               10  27223.43

Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
May 23, 2019*        1    750.00    98.6849    98.6849    98.6849    98.6849   6.4000
Total                1    750.00

 (*) 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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