November 15, 2019 / 1:00 PM / a month ago

NSE Wholesale Debt Market Trades-Nov 15

   Nov 15 (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               :       31,650.0           114,860.4
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             28              123

GOVERNMENT SECURITIES                                    Friday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       30,950.0           105,660.4
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             25              96

NON-GOVERNMENT SECURITIES                                Friday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :          700.0            9,200.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :              3              27

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Feb 06, 2020                      10,000.00                  5.04
Central Government Goi Dated Securities
---------------------------------------
8.12%, 2020                        6,000.00                  5.46


Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Jan 16, 2020                       5,000.00                  5.04

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
-------------------------------
8.36%, PFC 2020A                     500.00                  6.30

Public Sector Unit Taxable Bond
-------------------------------
7.48%, IRFC 2034                     150.00                  7.73
Institutions Non-Slr Bond
-------------------------
8.88%, EXIM 2022                      50.00                  6.25

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

Central Government Goi Dated Securities
---------------------------------------
8.12%, 2020*         3   6000.00   102.7000   102.7000   102.7000   102.7000   5.4607
8.79%, 2021*         1   2750.00   105.7419   105.7419   105.7419   105.7419   5.6700
7.37%, 2023*         2   1000.00   104.0000   104.0000   104.0000   104.0000   6.0519
7.32%, 2024*         1     50.00   103.9600   103.9600   103.9600   103.9600   6.2290
7.27%, 2026*         3   1250.00   104.0700   104.0600   104.0700   104.0640   6.4811
8.15%, 2026*         1    750.00   107.7900   107.7900   107.7900   107.7900   6.7381
6.45%, 2029*         1    250.00    99.4450    99.4450    99.4450    99.4450   6.5258
7.26%, 2029*         2   1500.00   103.8550   103.8150   103.8550   103.8283   6.6921
7.61%, 2030*         1    250.00   104.3971   104.3971   104.3971   104.3971   7.0100
7.88%, 2030*         1    250.00   106.3830   106.3830   106.3830   106.3830   7.0000
7.72%, 2055*         1     50.00   106.3094   106.3094   106.3094   106.3094   7.2250
Total               17  14100.00

Institutions Non-Slr Bond
-------------------------
8.88%, EXIM 2022*    1     50.00   106.7799   106.7799   106.7799   106.7799   6.2500
Total                1     50.00

Public Sector Unit Taxable Bond
-------------------------------
7.48%, IRFC 2034*    1    150.00    97.8355    97.8355    97.8355    97.8355   7.7300
8.36%, PFC 2020A*    1    500.00   101.4822   101.4822   101.4822   101.4822   6.3000
Total                2    650.00

State Government Development Loan
---------------------------------
8.60%, GUJ 2028*     4    850.00   108.6890   108.6719   108.6890   108.6799   7.2588
8.26%, UP 2022*      2   1000.00   103.6530   103.6530   103.6530   103.6530   6.6700
Total                6   1850.00


Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Jan 16, 2020*        1   5000.00    99.1919    99.1919    99.1919    99.1919   5.0400
Total                1   5000.00


Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Feb 06, 2020*        1  10000.00    98.9074    98.9074    98.9074    98.9074   5.0400
Total                1  10000.00


 (*) 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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