November 25, 2019 / 12:43 PM / 2 months ago

NSE Wholesale Debt Market Trades-Nov 25

  Nov 25 (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               :       10,383.5           10,383.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             44              44

GOVERNMENT SECURITIES                                    Monday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :        7,100.0            7,100.0
--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               :        3,283.5            3,283.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             21              21

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
---------------------------------------
7.26%, 2029                        2,000.00                  6.62
6.45%, 2029                        1,750.00                  6.47
6.65%, 2020                          750.00                  5.19

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
7.79%, LICH 2024                   1,000.00                  7.64

Corporate Debentures
--------------------
7.78%, LICH 2024                   1,000.00                  7.64

Banks Perpetual Bond
--------------------
10.49%, VIJB                        500.00                  8.25

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

Banks Perpetual Bond
--------------------
8.75%, SBIA*         1    250.00   101.2690   101.2690   101.2690   101.2690   8.3900
10.49%, VIJB*        1    500.00   104.1984   104.1984   104.1984   104.1984   8.2500
Total                2    750.00

Corporate Debentures
--------------------
7.78%, LICH 2024*    1   1000.00   100.4581   100.4581   100.4581   100.4581   7.6400
7.79%, LICH 2024*    1   1000.00   100.5534   100.5534   100.5534   100.5534   7.6350
Total                2   2000.00

Corporate Deep Discount Debentures
----------------------------------
CFIL 2020P (RESET)   2     11.00   138.9147   138.9147   138.9147   138.9147   0.0000
CFIL 2020Q (RESET)   6     37.50   152.8025   152.8025   152.8025   152.8025   0.0000
CFIL 2020R (RESET)   2     10.00   136.6995   136.6995   136.6995   136.6995   0.0000
CFIL 2020S (RESET)   2     10.00   130.3549   130.3549   130.3549   130.3549   0.0000
CFIL 2020T (RESET)   3     15.00   150.2197   150.2197   150.2197   150.2197   0.0000
Total               15     83.50

Central Government Goi Dated Securities
---------------------------------------
6.65%, 2020*         3    750.00   100.5100   100.5100   100.5100   100.5100   5.1920
7.27%, 2026*         1    100.00   104.2850   104.2850   104.2850   104.2850   6.4369
7.59%, 2026*         1    500.00   104.9500   104.9500   104.9500   104.9500   6.5923
8.24%, 2027*         1    150.00   108.5200   108.5200   108.5200   108.5200   6.7278
8.28%, 2027*         2    500.00   109.0550   109.0400   109.0400   109.0475   6.7682
6.45%, 2029*         4   1750.00    99.8650    99.8100    99.8650    99.8464   6.4699
7.26%, 2029*         3   2000.00   104.3600   104.3450   104.3600   104.3525   6.6158
7.57%, 2033*         2    450.00   104.8900   104.8000   104.8900   104.8400   7.0103
8.30%, 2040*         3    600.00   111.9106   111.9100   111.9100   111.9103   7.1826
Total               20   6800.00

Public Sector Unit Taxable Bond
-------------------------------
9.95%, FCI 2022*     1    250.00   107.3862   107.3862   107.3862   107.3862   6.3350
7.27%, IRFC 2027*    1    200.00    99.3164    99.3164    99.3164    99.3164   7.3800
Total                2    450.00

State Government Development Loan
---------------------------------
7.30%, TN 2034*      2    250.00   100.7066   100.7066   100.7066   100.7066   7.2200
7.29%, WB 2034*      1     50.00   100.6124   100.6124   100.6124   100.6124   7.2200
Total                3    300.00

 (*) 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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