November 29, 2019 / 1:00 PM / 14 days ago

NSE Wholesale Debt Market Trades-Nov 29

   Nov 29 (Reuters) - Below is a summary of Friday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                         Friday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       26,626.3           129,236.7
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             45              200

GOVERNMENT SECURITIES                                    Friday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       25,926.3           119,538.2
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             40              156

NON-GOVERNMENT SECURITIES                                Friday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :          700.0            9,698.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :              5              44

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
---------------------------------------
7.37%, 2023                        5,000.00                  6.02
6.45%, 2029                        4,000.00                  6.47
Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Sep 03, 2020                       3,508.20                  5.10

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
7.17%, RIL 2022                      250.00                  6.74

Banks Perpetual Bond
--------------------
8.50%, SBI                           250.00                  8.27

Public Sector Unit Taxable Bond
-------------------------------
8.30%, RECL 2029                     150.00                  7.54

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
--------------------
8.50%, SBI*          1    250.00   100.8700   100.8700   100.8700   100.8700   8.2679
Total                1    250.00

Corporate Debentures
--------------------
7.24%, LICH 2021*    1     50.00   100.4268   100.4268   100.4268   100.4268   6.9500
7.17%, RIL 2022*     1    250.00   101.0802   101.0802   101.0802   101.0802   6.7395
Total                2    300.00

Central Government Floating Rate Bond
-------------------------------------
2020 (RESET)*        1    100.00    99.8050    99.8050    99.8050    99.8050   6.2909
Total                1    100.00

Central Government Goi Dated Securities
---------------------------------------
8.12%, 2020*         1    650.00   102.7100   102.7100   102.7100   102.7100   5.3580
8.19%, 2020*         1    500.00   100.3671   100.3671   100.3671   100.3671   5.0606
7.37%, 2023*         4   5000.00   104.0600   104.0600   104.0600   104.0600   6.0183
7.32%, 2024*         1    500.00   104.1100   104.1100   104.1100   104.1100   6.1801
8.28%, 2027*         1    250.00   109.0100   109.0100   109.0100   109.0100   6.7717
6.45%, 2029*         5   4000.00    99.9600    99.8550    99.9200    99.8763   6.4657
7.26%, 2029*         1    500.00   104.2550   104.2550   104.2550   104.2550   6.6291
7.57%, 2033*         2   1900.00   104.8450   104.8200   104.8200   104.8384   7.0103
7.40%, 2035*         1    200.00   102.9200   102.9200   102.9200   102.9200   7.0878
8.17%, 2044*         2    450.00   111.5600   111.5600   111.5600   111.5600   7.1692
8.13%, 2045*         1    100.00   111.1800   111.1800   111.1800   111.1800   7.1692
Total               20  14050.00

Public Sector Unit Taxable Bond
-------------------------------
8.30%, RECL 2029*    2    150.00   105.9092   105.9092   105.9092   105.9092   7.5400
Total                2    150.00

State Government Development Loan
---------------------------------
8.24%, AP 2025A*     1    100.00   106.6596   106.6596   106.6596   106.6596   6.8700
7.21%, GUJ 2027*     2    750.00   100.5107   100.5107   100.5107   100.5107   7.1201
7.23%, GUJ 2029*     1    100.00   100.6125   100.6125   100.6125   100.6125   7.1400
8.38%, GUJ 2029*     1    200.00   107.9830   107.9830   107.9830   107.9830   7.1800
8.21%, HARY 2022*    1    450.00   103.9304   103.9304   103.9304   103.9304   6.3600
8.69%, KRN 2022A*    1    200.00   105.1844   105.1844   105.1844   105.1844   6.1100
8.76%, MAH 2022*     2    450.00   105.4133   105.4133   105.4133   105.4133   6.1100
8.95%, MAH 2022*     1    500.00   105.9039   105.9039   105.9039   105.9039   6.1100
8.21%, MAH 2025*     1     95.00   106.3622   106.3622   106.3622   106.3622   6.9000
8.39%, RAJ 2022*     1    200.00   104.2406   104.2406   104.2406   104.2406   6.3600
Total               12   3045.00


Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Sep 03, 2020*        2   3508.20    96.2657    96.2657    96.2657    96.2657   5.1000
Aug 20, 2020*        1   1873.11    96.4685    96.4685    96.4685    96.4685   5.1000
Jul 30, 2020*        2   1850.00    96.7423    96.7423    96.7423    96.7423   5.1000
Total                5   7231.31


Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Feb 20, 2020*        2   1500.00    98.9331    98.9331    98.9331    98.9331   4.9200
Total                2   1500.00

 (*) 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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