May 24, 2019 / 12:57 PM / 2 months ago

NSE Wholesale Debt Market Trades-May 24

   May 24 (Reuters) - 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               :       10,515.8           92,050.3
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             27              217

GOVERNMENT SECURITIES                                    Friday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :        6,600.8           64,275.3
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             13              145

NON-GOVERNMENT SECURITIES                                Friday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        3,915.0           27,775.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             14              72

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

Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Oct 24, 2019                       1,750.00                  6.30


Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Mar 20, 2020                       1,042.60                  6.34


Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Jul 18, 2019                       1,000.00                  6.20

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Public Sector Unit Taxable Bond
-------------------------------
6.92%, IRFC 2019                   1,000.00                  7.35

Corporate Debentures
--------------------
8.35%, LICH 2019                     500.00                  7.56

Corporate Debentures
--------------------
8.30%, RIL 2022                       500.00                  7.83

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
-------------------------------------------------------------------------------------

Perpetual Bond 
--------------------
9.45% SBI*           1   100.00    100.9927   100.9927   100.9927   100.9927   9.1600
Total                1   100.00

Corporate Debentures
--------------------
8.58%, HDFC 2022*    1    250.00   101.0954   101.0954   101.0954   101.0954   8.1000
9.05%, HDFC 2023*    1    250.00   102.5311   102.5311   102.5311   102.5311   8.3200
7.585%, LICH 2019*   1    250.00    99.9818    99.9818    99.9818    99.9818   7.2500
7.93%, LICH 2019*    1    100.00   100.0134   100.0134   100.0134   100.0134   7.6000
8.35%, LICH 2019*    1    500.00   100.1621   100.1621   100.1621   100.1621   7.5600
8.30%, RIL 2022*     1    500.00   101.0701   101.0701   101.0701   101.0701   7.8300
Total                6   1850.00

Central Government Goi Dated Securities
---------------------------------------
9.15%, 2024*         1    250.00   108.8200   108.8200   108.8200   108.8200   7.1694
7.59%, 2026*         1    100.00   101.9600   101.9600   101.9600   101.9600   7.2102
8.24%, 2027*         1    200.00   105.0400   105.0400   105.0400   105.0400   7.3689
Total                3    550.00

Institutions Non-Slr Bond
-------------------------
8.60%, NBRD 2022*    1     65.00   102.1399   102.1399   102.1399   102.1399   7.6500
8.20%, NBRD 2034*    1     50.00   101.3130   101.3130   101.3130   101.3130   8.2000
Total                2    115.00

Public Sector Unit Taxable Bond
-------------------------------
8.95%, FCI 2029*     1    100.00   103.5500   103.5500   103.5500   103.5500   8.3865
6.92%, IRFC 2019*    2   1000.00    99.7715    99.7715    99.7715    99.7715   7.3500
8.30%, NTPC 2029*    1    500.00   101.4467   101.4467   101.4467   101.4467   8.0600
8.80%, RECL 2029A*   1    250.00   100.1957   100.1957   100.1957   100.1957   8.7600
Total                5   1850.00

State Government Development Loan
---------------------------------
7.18%, MAH 2029*     1     50.00    95.3141    95.3141    95.3141    95.3141   7.8600
8.60%, MP 2023*      2    500.00   103.4761   103.4761   103.4761   103.4761   7.4900
Total                3    550.00


Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Jul 18, 2019*        1   1000.00    99.1244    99.1244    99.1244    99.1244   6.2000
Oct 24, 2019*        1   1750.00    97.4763    97.4763    97.4763    97.4763   6.3000
Total                2   2750.00


Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Mar 12, 2020*        1    708.23    95.2043    95.2043    95.2043    95.2043   6.3400
Aug 15, 2019*        1    500.00    98.6678    98.6678    98.6678    98.6678   6.1600
Mar 20, 2020*        2   1042.59    95.0785    95.0785    95.0785    95.0785   6.3400
Total                4   2250.82


Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Jul 04, 2019*        1    500.00    99.3581    99.3581    99.3581    99.3581   6.2050
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@thomsonreuters.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