November 28, 2019 / 12:58 PM / 8 days ago

NSE Wholesale Debt Market Trades-Nov 28

  Nov 28 (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               :       46,086.9           102,610.4
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             47              155

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       45,536.9           93,611.9
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             44              116

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :          550.0            8,998.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :              3              39

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
---------------------------------------
8.12%, 2020                        8,800.00                  5.36
Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Mar 19, 2020                       6,900.00                  5.05
Apr 30, 2020                       3,500.00                  5.09

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
-------------------------------
7.30%, PGC 2027                      250.00                  7.24

Public Sector Unit Taxable Bond
-------------------------------
7.42%, PFC 2024                      250.00                  7.35

Institutions Non-Slr Bond
-------------------------
8.87%, EXIM 2029                      50.00                  7.40

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

Central Government Goi Dated Securities
---------------------------------------
8.12%, 2020*         5   8800.00   102.7300   102.7300   102.7300   102.7300   5.3587
8.19%, 2020*         2   2250.00   100.3893   100.3825   100.3893   100.3863   5.1061
7.00%, 2021*         1    336.87   101.7800   101.7800   101.7800   101.7800   5.3669
7.16%, 2023*         1   1000.00   103.2800   103.2800   103.2800   103.2800   6.0975
7.68%, 2023*         3   2000.00   105.2000   105.2000   105.2000   105.2000   6.2051
7.32%, 2024*         2   2000.00   104.0900   104.0850   104.0900   104.0875   6.1881
7.27%, 2026*         1    500.00   104.2950   104.2950   104.2950   104.2950   6.4340
7.59%, 2026*         1    500.00   104.9800   104.9800   104.9800   104.9800   6.5855
6.45%, 2029*         4   2000.00    99.9650    99.8850    99.9650    99.9238   6.4591
7.26%, 2029*         2   1000.00   104.3625   104.3550   104.3550   104.3588   6.6145
7.61%, 2030*         3   1700.00   104.8000   104.7600   104.8000   104.7659   6.9595
Total               25  22086.87

Institutions Non-Slr Bond
-------------------------
8.87%, EXIM 2029*    1     50.00   110.0086   110.0086   110.0086   110.0086   7.4000
Total                1     50.00

Public Sector Unit Taxable Bond
-------------------------------
7.42%, PFC 2024*     1    250.00   100.2432   100.2432   100.2432   100.2432   7.3500
7.30%, PGC 2027*     1    250.00   100.2512   100.2512   100.2512   100.2512   7.2400
Total                2    500.00

State Government Development Loan
---------------------------------
7.62%, GUJ 2027*     3   1400.00   102.9489   102.9489   102.9489   102.9489   7.1250
8.21%, HARY 2022*    1    250.00   103.8561   103.8561   103.8561   103.8561   6.4000
8.39%, RAJ 2020A*    1    250.00   100.9089   100.9089   100.9089   100.9089   5.1945
8.39%, RAJ 2022*     2    750.00   104.1687   104.0607   104.0607   104.0967   6.4333
Total                7   2650.00


Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Mar 19, 2020*        4   6900.00    98.4875    98.4875    98.4875    98.4875   5.0500
Apr 30, 2020*        2   3500.00    97.9110    97.9110    97.9110    97.9110   5.0900
Total                6  10400.00


Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Jul 02, 2020*        1   2000.00    97.0871    97.0871    97.0871    97.0871   5.0700
May 07, 2020*        2   3400.00    97.8175    97.8175    97.8175    97.8175   5.0900
Aug 27, 2020*        1   2000.00    96.3594    96.3594    96.3594    96.3594   5.0700
Total                4   7400.00


Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Feb 20, 2020*        1   2000.00    98.8980    98.8980    98.8980    98.8980   4.9000
Jan 30, 2020*        1   1000.00    99.1729    99.1729    99.1729    99.1729   4.9100
Total                2   3000.00


 (*) 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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