November 27, 2019 / 1:11 PM / 14 days ago

NSE Wholesale Debt Market Trades-Nov 27

   Nov 27 (Reuters) - Below is a summary of Wednesday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                      Wednesday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       36,365.0           56,523.5
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             42              108

GOVERNMENT SECURITIES                                 Wednesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       32,450.0           48,075.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             32              72

NON-GOVERNMENT SECURITIES                             Wednesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        3,915.0            8,448.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             10              36

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
---------------------------------------
6.17%, 2021                        9,250.00                  5.55
Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Jan 16, 2020                       4,000.00                  5.00
Central Government Floating Rate Bond
-------------------------------------
2020 RE-SE-ET                      3,000.00                  6.29

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
-------------------------------
8.18%, PFC 2022                    1,850.00                  6.80

Corporate Debentures
--------------------
8.05%, HDFC 2022                   1,000.00                  7.07

Public Sector Unit Taxable Bond
-------------------------------
8.19%, NTPC 2025                     300.00                  7.12

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
--------------------
HDFC 2022*           1   1000.00   102.1453   102.1453   102.1453   102.1453     7.07  
RIL  2022*           1    250.00   101.0075   101.0075   101.0075   101.0075     6.77
Total                2   1250.00

Corporate Deep Discount Debentures
----------------------------------
CFIL 2020R (RESET)   1      5.00   136.7458   136.7458   136.7458   136.7458   0.0000
CFIL 2020S (RESET)   1      5.00   130.3994   130.3994   130.3994   130.3994   0.0000
CITI 2023Q (RESET)   1      5.00   109.5800   109.5800   109.5800   109.5800   0.0000
Total                3     10.00

Central Government Floating Rate Bond
-------------------------------------
2020 (RESET)*        1   3000.00    99.8000    99.8000    99.8000    99.8000   6.2935
Total                1   3000.00

Central Government Goi Dated Securities
---------------------------------------
6.17%, 2021*         7   9250.00   100.9500   100.9500   100.9500   100.9500   5.5473
7.00%, 2021*         1   1550.00   101.7700   101.7700   101.7700   101.7700   5.3796
8.13%, 2022*         1    100.00   105.7500   105.7500   105.7500   105.7500   5.8777
7.32%, 2024*         1    500.00   104.0200   104.0200   104.0200   104.0200   6.2068
8.20%, 2025*         4   1500.00   107.9667   107.9667   107.9667   107.9667   6.5300
7.59%, 2026*         2    500.00   104.8600   104.8325   104.8325   104.8463   6.6120
6.45%, 2029*         1    500.00    99.6950    99.6950    99.6950    99.6950   6.4909
7.26%, 2029*         1    500.00   104.1000   104.1000   104.1000   104.1000   6.6519
7.57%, 2033*         1    250.00   104.6650   104.6650   104.6650   104.6650   7.0299
7.73%, 2034*         1    100.00   105.6800   105.6800   105.6800   105.6800   7.1087
8.30%, 2040*         1    200.00   111.8227   111.8227   111.8227   111.8227   7.1900
Total               21  14950.00

Institutions Non-Slr Bond
-------------------------
8.24%, NBRD 2029*    1    250.00   106.0347   106.0347   106.0347   106.0347   7.4600
Total                1    250.00

Public Sector Unit Taxable Bond
-------------------------------
8.19%, NTPC 2025*    1    300.00   105.0662   105.0662   105.0662   105.0662   7.1200
8.18%, PFC 2022*     2   1850.00   102.8173   102.7904   102.7904   102.8028   6.7954
8.15%, RECL 2021*    1    250.00   102.0770   102.0770   102.0770   102.0770   6.6500
Total                4   2400.00

State Government Development Loan
---------------------------------
8.28%, GUJ 2029*     1     50.00   107.1968   107.1968   107.1968   107.1968   7.1950
8.59%, KRN 2025*     1    250.00   107.9881   107.9881   107.9881   107.9881   6.9250
8.22%, KRN 2031*     1   1500.00   107.6428   107.6428   107.6428   107.6428   7.2100
8.79%, MAH 2021*     1    200.00   105.3175   105.3175   105.3175   105.3175   6.0082
Total                4   2000.00


Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Dec 05, 2019*        1   1500.00    99.9052    99.9052    99.9052    99.9052   4.9500
Mar 12, 2020*        1   2500.00    98.5695    98.5695    98.5695    98.5695   0.0000
Mar 19, 2020*        2   3000.00    98.4755    98.4726    98.4755    98.4741   5.0500
Total                4   7000.00


Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Apr 16, 2020*        1   1500.00    98.0887    98.0887    98.0887    98.0887   5.0800
Total                1   1500.00


Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Jan 16, 2020*        1   4000.00    99.3339    99.3339    99.3339    99.3339   4.9950
Total                1   4000.00


 (*) 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