November 19, 2018 / 12:45 PM / a month ago

NSE Wholesale Debt Market Trades-Nov 19

   Nov 19 (Reuters) - Below is a summary of Monday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                         Monday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       12,003.3           12,003.3
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             34              34

GOVERNMENT SECURITIES                                    Monday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :        8,038.3            8,038.3
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             23              23

NON-GOVERNMENT SECURITIES                                Monday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        3,965.0            3,965.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             11              11

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
India Govt. Dated-Securities
----------------------------
8.27%, 2020                        1,550.00                  7.36
7.35%, 2024                        1,500.00                  7.69
8.40%, 2024                          900.00                  7.74

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Banks Bond
----------
8.90%, SBI 2028                      500.00                  8.72

Corporate Debentures
--------------------
7.60%, HDFC 2020                     500.00                  9.10

Corporate Debentures
--------------------
8.47%, LICH 2020                     500.00                  9.10

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

Banks Bond
----------
7.60%, AXBK 2023*    1    250.00    95.1404    95.1404    95.1404    95.1404   8.8500
8.90%, SBI 2028*     1    500.00   100.6800   100.6800   100.6800   100.6800   8.7152
Total                2    750.00

Corporate Debentures
--------------------
7.90%, HDFC 2019*    1    350.00    99.7978    99.7978    99.7978    99.7978   8.1000
7.60%, HDFC 2020*    1    500.00    97.7543    97.7543    97.7543    97.7543   9.1000
9.63%, LICH 2019*    1    450.00   100.2335   100.2335   100.2335   100.2335   7.6500
8.47%, LICH 2020*    1    500.00    99.2750    99.2750    99.2750    99.2750   9.1000
6.95%, RIL 2020*     1    500.00    96.9302    96.9302    96.9302    96.9302   8.6300
Total                5   2300.00

Corporate Deep Discount Debentures
----------------------------------
CCFI 2019O (RESET)   1     15.00   120.8603   120.8603   120.8603   120.8603   0.0000
Total                1     15.00

Central Government Goi Dated Securities
---------------------------------------
8.27%, 2020*         1   1550.00   101.3000   101.3000   101.3000   101.3000   7.3638
8.79%, 2021*         1    300.00   103.5000   103.5000   103.5000   103.5000   7.4514
7.35%, 2024*         2   1500.00    98.4800    98.4700    98.4700    98.4767   7.6882
8.40%, 2024*         4    900.00   103.0187   102.9264   103.0187   102.9674   7.7411
9.15%, 2024*         3    650.00   106.3500   106.3400   106.3400   106.3438   7.8023
7.95%, 2032*         2    750.00    99.6000    99.6000    99.6000    99.6000   7.9961
7.40%, 2035*         1    100.00    94.2100    94.2100    94.2100    94.2100   8.0319
7.06%, 2046*         2    650.00    89.2526    89.2021    89.2526    89.2138   8.0338
Total               16   6400.00

Institutions Non-Slr Bond
-------------------------
8.81%, SIDB 2022*    1    250.00   100.7210   100.7210   100.7210   100.7210   8.5500
Total                1    250.00

Public Sector Unit Taxable Bond
-------------------------------
7.42%, PFC 2020*     1    150.00    98.0376    98.0376    98.0376    98.0376   8.7600
8.37%, RECL 2020*    1    500.00    99.6266    99.6266    99.6266    99.6266   8.6300
Total                2    650.00

State Government Development Loan
---------------------------------
8.60%, HARY 2023*    1    138.32   100.8657   100.8657   100.8657   100.8657   8.3500
8.15%, TN 2028*      1    250.00    97.5916    97.5916    97.5916    97.5916   8.5200
Total                2    388.32


Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Sep 13, 2019*        1    250.00    94.4438    94.4438    94.4438    94.4438   7.2300
Sep 20, 2019*        1    250.00    94.3203    94.3203    94.3203    94.3203   7.2300
Oct 31, 2019*        2    500.00    93.5867    93.5867    93.5867    93.5867   7.2500
Total                4   1000.00


Treasury Bill 
-------------
91-Days (maturing on) 
----------------------
Feb 14, 2019*        1    250.00    98.4368    98.4368    98.4368    98.4368   6.7400
Total                1    250.00

 (*) 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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