May 20, 2020 / 12:54 PM / 14 days ago

NSE Wholesale Debt Market Trades-May 20

    May 20  - Below is a summary of Wednesday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                     Wednesday's  So far this week
----------------                                      ---------   ----------------
--Total traded value in mln rupees               :      19,411.0           48,688.5
--Total traded value of repo deals in mln rupees :           ---             ---
--Total number of trades                         :            22              45

GOVERNMENT SECURITIES                                Wednesday's  So far this week
---------------------                                 ---------   ----------------
--Total traded value in mln rupees               :      17,882.0           45,509.5
--Total traded value of repo deals in mln rupees :           ---             ---
--Total number of trades                         :            16              33

NON-GOVERNMENT SECURITIES                            Wednesday's  So far this week
-------------------------                             ---------   ----------------
--Total traded value in mln rupees               :       1,529.0            3,179.0
--Total traded value of repo deals in mln rupees :           ---              ---
--Total number of trades                         :             6              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
---------------------------------------
7.80%, 2021                       5,512.00                  3.95
6.17%, 2021                       2,000.00                  3.98
8.15%, 2022A                      2,000.00                  4.40

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
7.07%, RIL 2020                     500.00                  5.30

Corporate Debentures
--------------------
6.99%, HDFC 2021                    500.00                  6.45

Corporate Commercial Paper
--------------------------
Aug 05,2020 HDFCL                   450.00                  4.10

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 Commercial Paper
--------------------------
Aug 05,2020 HDFCL*   1   450.00    99.1425    99.1425    99.1425    99.1425   4.1000
Total                1   450.00

Corporate Debentures
--------------------
6.99%, HDFC 2021*    1   500.00   100.6921   100.6921   100.6921   100.6921   6.4500
7.07%, RIL 2020*     1   500.00   100.9258   100.9258   100.9258   100.9258   5.3000
Total                2  1000.00

Corporate Deep Discount Debentures
----------------------------------
CITI 2024T (RESET)   3    79.00   111.2336   111.2336   111.2336   111.2336   0.0000
Total                3    79.00

Central Government Goi Dated Securities
---------------------------------------
6.17%, 2021*         1  2000.00   102.4300   102.4300   102.4300   102.4300   3.9815
7.80%, 2021*         2  5512.00   103.3240   103.3240   103.3240   103.3240   3.9501
8.15%, 2022A*        1  2000.00   107.2791   107.2791   107.2791   107.2791   4.4050
7.68%, 2023*         1   150.00   108.3000   108.3000   108.3000   108.3000   5.1035
6.97%, 2026*         1  1000.00   105.8500   105.8500   105.8500   105.8500   5.8431
7.59%, 2029*         1   250.00   109.3400   109.3400   109.3400   109.3400   6.1987
7.40%, 2035*         2   750.00   108.5000   108.5000   108.5000   108.5000   6.5127
Total                9 11662.00

State Government Development Loan
---------------------------------
6.64%, TN 2023*      1   750.00   104.2036   104.2036   104.2036   104.2036   5.3000
Total                1   750.00


Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Jul 09, 2020*        1   900.00    99.5616    99.5616    99.5616    99.5616   3.2800
Jul 16, 2020*        2  1120.00    99.4993    99.4993    99.4993    99.4993   3.2799
Total                3  2020.00


Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Aug 06, 2020*        1  1650.00    99.3045    99.3045    99.3045    99.3045   3.3200
Total                1  1650.00


Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Aug 07, 2020*        1  1500.00    99.2892    99.2892    99.2892    99.2892   3.3500
Jul 16, 2020*        1   300.00    99.4993    99.4993    99.4993    99.4993   3.2799
Total                2  1800.00


(*) 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
0 : 0
  • narrow-browser-and-phone
  • medium-browser-and-portrait-tablet
  • landscape-tablet
  • medium-wide-browser
  • wide-browser-and-larger
  • medium-browser-and-landscape-tablet
  • medium-wide-browser-and-larger
  • above-phone
  • portrait-tablet-and-above
  • above-portrait-tablet
  • landscape-tablet-and-above
  • landscape-tablet-and-medium-wide-browser
  • portrait-tablet-and-below
  • landscape-tablet-and-below