May 22, 2020 / 1:29 PM / 3 days ago

NSE Wholesale Debt Market Trades-May 22

    May 22  - 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               :       9,503.0           73,617.3
--Total traded value of repo deals in mln rupees :           ---              ---
--Total number of trades                         :            84              160

GOVERNMENT SECURITIES                                   Friday's  So far this week
---------------------                                 ---------   ----------------
--Total traded value in mln rupees               :       6,900.0           65,988.3
--Total traded value of repo deals in mln rupees :           ---              ---
--Total number of trades                         :             9              65

NON-GOVERNMENT SECURITIES                               Friday's  So far this week
-------------------------                             ---------   ----------------
--Total traded value in mln rupees               :       2,603.0            7,629.0
--Total traded value of repo deals in mln rupees :           ---             ---
--Total number of trades                         :            75              95

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
---------------------------------------
7.68%, 2023                       2,000.00                  4.94


State Government Development Loan
---------------------------------
8.04%, CHTIS 2020                 1,000.00                  3.62


Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Aug 20, 2020                      1,500.00                  3.00



TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Deep Discount Debentures
----------------------------------
RESET CITI 2024T                    848.00                  0.00

Public Sector Unit Taxable Bond
-------------------------------
8.18%, PFC 2022                     750.00                  6.00

Corporate Debentures
--------------------
7.00%, HDFC 2022                    500.00                  6.40

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
--------------------------
Jun 25,2020 IOCL*    1   500.00    99.6982    99.6982    99.6982    99.6982   3.2500
Total                1   500.00

Corporate Debentures
--------------------
7.00%, HDFC 2022*    1   500.00   101.0800   101.0800   101.0800   101.0800   6.4000
Total                1   500.00

Corporate Deep Discount Debentures
----------------------------------
CITI 2021H (RESET)   1     5.00   111.2715   111.2715   111.2715   111.2715   0.0000
CITI 2024T (RESET)  71   848.00   111.2542   111.2542   111.2542   111.2542   0.0000
Total               72   853.00

Central Government Goi Dated Securities
---------------------------------------
8.12%, 2020*         1   500.00   102.4000   102.4000   102.4000   102.4000   3.5787
7.68%, 2023*         2  2000.00   108.8584   108.8000   108.8584   108.8292   4.9386
6.18%, 2024*         1  1000.00   104.3400   104.3400   104.3400   104.3400   5.0747
Total                4  3500.00

Public Sector Unit Taxable Bond
-------------------------------
8.18%, PFC 2022*     1   750.00   103.6079   103.6079   103.6079   103.6079   6.0000
Total                1   750.00

State Government Development Loan
---------------------------------
8.04%, CHTIS 2020*   1  1000.00   101.6843   101.6843   101.6843   101.6843   3.6200
7.25%, MAH 2026*     1   150.00   105.0506   105.0506   105.0506   105.0506   6.3000
7.20%, MAH 2027*     1   250.00   104.6631   104.6631   104.6631   104.6631   6.3800
Total                3  1400.00


Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Aug 20, 2020*        1  1500.00    99.2981    99.2981    99.2981    99.2981   3.0001
Total                1  1500.00


Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Jun 25, 2020*        1   500.00    99.7540    99.7540    99.7540    99.7540   3.0000
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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