October 1, 2019 / 12:57 PM / 15 days ago

NSE Wholesale Debt Market Trades-Oct 1

  Oct 1 (Reuters) - Below is a summary of Tuesday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                        Tuesday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       22,608.6           28,968.6
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             23              33

GOVERNMENT SECURITIES                                   Tuesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       21,208.6           27,408.6
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             19              26

NON-GOVERNMENT SECURITIES                               Tuesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        1,400.0            1,560.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :              4               7

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Mar 26, 2020                       4,350.00                  5.33

Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
May 28, 2020                       3,058.60                  5.48
Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
May 14, 2020                       2,450.00                  5.48

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Deep Discount Debentures
----------------------------------
CITI 2020Y (RESET)                   500.00                  0.00

Corporate Debentures
--------------------
7.4450%, LICH 2023                   500.00                  7.50

Corporate Debentures
--------------------
8.67%, LICH 2020A                    250.00                  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
--------------------
8.67%, LICH 2020A*   1    250.00   101.2703   101.2703   101.2703   101.2703   7.1200
7.4450%, LICH 2023*  1    500.00    99.8688    99.8688    99.8688    99.8688   7.5000
8.79%, LICH 2024*    1    150.00   103.6662   103.6662   103.6662   103.6662   7.7500
Total                3    900.00

Corporate Deep Discount Debentures
----------------------------------
CITI 2020Y (RESET)*  1    500.00   110.2100   110.2100   110.2100   110.2100   0.0000
Total                1    500.00

Central Government Goi Dated Securities
---------------------------------------
7.94%, 2021*         1   1500.00   103.2467   103.2467   103.2467   103.2467   5.8300
7.68%, 2023*         5   1150.00   104.8221   104.8221   104.8221   104.8221   6.3500
7.27%, 2026*         1    250.00   104.0500   104.0500   104.0500   104.0500   6.4972
8.24%, 2027*         1    100.00   107.9000   107.9000   107.9000   107.9000   6.8539
7.57%, 2033*         2    600.00   105.2300   105.1000   105.2300   105.2083   6.9720
Total               10   3600.00


Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Jan 09, 2020*        1   2000.00    98.5996    98.5996    98.5996    98.5996   5.2900
Dec 12, 2019*        1   1500.00    99.0051    99.0051    99.0051    99.0051   5.2400
Mar 26, 2020*        1   4350.00    97.5082    97.5082    97.5082    97.5082   5.3300
Total                3   7850.00


Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
May 14, 2020*        1   2450.00    96.7492    96.7492    96.7492    96.7492   5.4750
May 21, 2020*        1    600.00    96.6510    96.6510    96.6510    96.6510   5.4750
Jun 25, 2020*        1   2000.00    96.1732    96.1732    96.1732    96.1732   5.4600
Mar 26, 2020*        1   1650.00    97.5082    97.5082    97.5082    97.5082   5.3300
May 28, 2020*        2   3058.58    96.5531    96.5531    96.5531    96.5531   5.4750
Total                6   9758.58


 (*) 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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