November 26, 2018 / 12:48 PM / 6 months ago

NSE Wholesale Debt Market Trades-Nov 26

    Nov 26 (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               :        8,975.0            8,975.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             32              32

GOVERNMENT SECURITIES                                    Monday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :        7,560.0            7,560.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             17              17

NON-GOVERNMENT SECURITIES                                Monday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        1,415.0            1,415.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             15              15

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
----------------------------
7.68%, 2023                        1,500.00                  7.58
7.17%, 2028                        1,500.00                  7.72

Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Aug 22, 2019                       1,850.00                  7.12


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
-------------------------------
9.02%, RECL 2022A                    400.00                  8.65

Corporate Debentures
--------------------
7.65%, HDFC 2019                     250.00                  8.01

Institutions Non-Slr Bond
-------------------------
6.98%, NBRD 2020                     250.00                  8.47

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

Corporate Debentures
--------------------
7.65%, HDFC 2019*    1    250.00    99.7619    99.7619    99.7619    99.7619   8.0100
7.50%, HDFC 2020*    1    150.00    97.7720    97.7720    97.7720    97.7720   8.9900
9.00%, STF 2028A*    1    100.00    91.0798    91.0798    91.0798    91.0798  10.5200
Total                3    500.00

Corporate Deep Discount Debentures
----------------------------------
CCFI 2019O (RESET)   2      7.50   121.0320   121.0320   121.0320   121.0320   0.0000
CCFI 2019P (RESET)   3      7.50   154.1782   154.1782   154.1782   154.1782   0.0000
Total                5     15.00

Central Government Goi Dated Securities
---------------------------------------
6.65%, 2020*         1    200.00    99.1500    99.1500    99.1500    99.1500   7.3057
8.13%, 2022*         1    100.00   101.9000   101.9000   101.9000   101.9000   7.5425
8.20%, 2022*         2    500.00   102.0400   102.0300   102.0300   102.0350   7.4701
7.37%, 2023*         1    500.00    99.2800    99.2800    99.2800    99.2800   7.5627
7.68%, 2023*         1   1500.00   100.4100   100.4100   100.4100   100.4100   7.5792
7.35%, 2024*         1    110.00    98.7800    98.7800    98.7800    98.7800   7.6211
8.28%, 2027*         1    250.00   103.1900   103.1900   103.1900   103.1900   7.7706
7.17%, 2028*         3   1500.00    96.4600    96.4500    96.4500    96.4558   7.7169
8.32%, 2032*         1    200.00   103.1177   103.1177   103.1177   103.1177   7.9400
Total               12   4860.00

Institutions Non-Slr Bond
-------------------------
6.98%, NBRD 2020*    1    250.00    97.5085    97.5085    97.5085    97.5085   8.4700
Total                1    250.00

Public Sector Unit Taxable Bond
-------------------------------
6.99%, RECL 2020*    1     50.00    97.0541    97.0541    97.0541    97.0541   8.5600
9.02%, RECL 2022A*   2    400.00   101.1733   101.1733   101.1733   101.1733   8.6500
8.11%, RECL 2025*    1     50.00    97.2442    97.2442    97.2442    97.2442   8.6500
8.23%, RECL 2025*    1    100.00    97.9798    97.9798    97.9798    97.9798   8.6500
8.54%, RECL 2028*    1     50.00   100.4740   100.4740   100.4740   100.4740   8.6400
Total                6    650.00

State Government Development Loan
---------------------------------
9.15%, KER 2022*     1    200.00   103.0433   103.0433   103.0433   103.0433   8.1300
8.59%, KRN 2025*     1    150.00   100.9491   100.9491   100.9491   100.9491   8.4050
8.84%, MAH 2022A*    1    100.00   102.1459   102.1459   102.1459   102.1459   8.1800
Total                3    450.00


Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Aug 22, 2019*        1   1850.00    95.0319    95.0319    95.0319    95.0319   7.1200
Jan 31, 2019*        1    400.00    98.8157    98.8157    98.8157    98.8157   6.7300
Total                2   2250.00

(*) 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