November 22, 2018 / 1:00 PM / 2 months ago

NSE Wholesale Debt Market Trades-Nov 22

  Nov 22 (Reuters) - Below is a summary of Thursday’s Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                         Thursday’s  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       25,460.8           54,640.1
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             54              128

GOVERNMENT SECURITIES                                    Thursday’s  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       23,440.0           46,739.3
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             39              86

NON-GOVERNMENT SECURITIES                                Thursday’s  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        2,020.8            7,900.8
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             15              42

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
----------------------------
7.94%, 2021                        4,000.00                  7.38
6.65%, 2020                        4,000.00                  7.29


Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Jun 06, 2019                       4,600.00                  7.10


TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
7.55%, HDFC 2019A                    850.00                  7.89

Public Sector Unit Taxable Bond
-------------------------------
8.83%, RECL 2022                     300.00                  8.56

Banks Bond
----------
7.6%, AXBK 2023                      250.00                  8.81

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    95.2981    95.2981    95.2981    95.2981   8.8100
Total                1    250.00

Banks Perpetual Bond
--------------------
8.85%, HDBK*         1    100.00    97.7955    97.7955    97.7955    97.7955   9.5850
Total                1    100.00

Corporate Debentures
--------------------
8.34%, HDFC 2019*    1    100.00    99.9934    99.9934    99.9934    99.9934   8.0000
7.55%, HDFC 2019A*   1    850.00    99.8092    99.8092    99.8092    99.8092   7.8900
9.7705%, LICH 2019*  1    100.00   100.2930   100.2930   100.2930   100.2930   8.0000
Total                3   1050.00

Corporate Deep Discount Debentures
----------------------------------
CCFI 2019O (RESET)   1      2.50   121.0096   121.0096   121.0096   121.0096   0.0000
CCFI 2019P (RESET)   5     21.30   154.1525   154.1525   154.1525   154.1525   0.0000
Total                6     23.80

Central Government Goi Dated Securities
---------------------------------------
6.65%, 2020*         3   4000.00    99.1700    99.1500    99.1700    99.1650   7.2928
7.94%, 2021*         9   4000.00   101.2500   101.2500   101.2500   101.2500   7.3818
6.84%, 2022*         1   1000.00    97.7100    97.7100    97.7100    97.7100   7.5021
8.20%, 2022*         2   1600.00   102.0000   101.9511   102.0000   101.9847   7.4882
8.15%, 2022A*        1    500.00   102.3600   102.3600   102.3600   102.3600   7.3788
7.16%, 2023*         1    250.00    98.3600    98.3600    98.3600    98.3600   7.5979
7.95%, 2032*         1    250.00   100.0800   100.0800   100.0800   100.0800   7.9380
8.30%, 2040*         1     40.00   102.9436   102.9436   102.9436   102.9436   8.0100
8.30%, 2042*         2   1500.00   103.3344   103.2799   103.2799   103.2981   7.9883
Total               21  13140.00

Institutions Non-Slr Bond
-------------------------
8.50%, EXIM 2033*    1    200.00    98.6645    98.6645    98.6645    98.6645   8.6500
Total                1    200.00

Public Sector Unit Taxable Bond
-------------------------------
8.84%, PGC 2019A*    1     50.00   100.3263   100.3263   100.3263   100.3263   8.4201
8.65%, RECL 2020     1     47.00   100.0693   100.0693   100.0693   100.0693   8.5400
8.83%, RECL 2022*    1    300.00   100.7359   100.7359   100.7359   100.7359   8.5600
Total                3    397.00

State Government Development Loan
---------------------------------
8.57%, GUJ 2028*     2    550.00   100.7211   100.7211   100.7211   100.7211   8.4600
8.58%, GUJ 2028*     1    400.00   100.5650   100.5650   100.5650   100.5650   8.6700
8.61%, GUJ 2028A*    1     50.00   100.8469   100.8469   100.8469   100.8469   8.4800
8.57%, HARY 2028*    2    250.00   100.4060   100.4060   100.4060   100.4060   8.5050
8.66%, MAH 2022*     2   1000.00   101.5169   101.5169   101.5169   101.5169   8.1000
8.72%, MAH 2022*     1    750.00   101.6271   101.6271   101.6271   101.6271   8.1141
8.76%, MAH 2022*     1    500.00   101.7860   101.7860   101.7860   101.7860   8.1141
8.66%, TN 2022*      1    150.00   101.4892   101.4892   101.4892   101.4892   8.1100
8.71%, TN 2022*      1    550.00   101.6295   101.6295   101.6295   101.6295   8.1141
8.75%, TN 2022*      1    150.00   101.7581   101.7581   101.7581   101.7581   8.1141
8.15%, TN 2028*      1    850.00    97.7600    97.7600    97.7600    97.7600   8.4984
8.68%, TN 2028*      1     50.00   101.3026   101.3026   101.3026   101.3026   8.4800
8.05%, TN 2028A*     1    200.00    97.2393    97.2393    97.2393    97.2393   8.4800
Total               16   5450.00


Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Jun 06, 2019*        1   4600.00    96.3997    96.3997    96.3997    96.3997   7.1000
Total                1   4600.00


Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Feb 14, 2019*        1    250.00    98.5421    98.5421    98.5421    98.5421   0.0000
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
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