October 10, 2019 / 12:45 PM / 2 months ago

NSE Wholesale Debt Market Trades-Oct 10

    Oct 10 (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               :       25,655.0           62,427.3
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             33              82

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       23,500.0           55,400.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             22              55

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        2,155.0            7,027.3
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             11              27

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
----------------------------
7.97%, KRN22                       4,500.00                  6.40


Treasury Bill 
-------------
364-Days (maturing on) 
----------------------
Jul 02, 2020                       6,300.00                  5.38
Jun 25, 2020                       6,300.00                  5.38



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)                 1,100.00                  0.00

Public Sector Unit Taxable Bond
-------------------------------
8.53%, PFC 2020                      500.00                  6.63

Corporate Debentures
--------------------
8.75%, LICH 2021                     200.00                  7.13

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
--------------------
9.37%, SBI*          1     50.00   102.6742   102.6742   102.6742   102.6742   8.5600
Total                1     50.00

Corporate Debentures
--------------------
8.75%, LICH 2021*    1    200.00   102.0173   102.0173   102.0173   102.0173   7.1300
7.45%, LICH 2022*    2    100.00    99.9848    99.9848    99.9848    99.9848   7.4500
7.07%, RIL 2020*     1     50.00   100.2690   100.2690   100.2690   100.2690   6.7800
Total                4    350.00

Corporate Deep Discount Debentures
----------------------------------
CFIL 2020O (RESET)   1      5.00   150.8607   150.8607   150.8607   150.8607   0.0000
CITI 2020Y (RESET)*  2   1100.00   110.3500   110.3250   110.3250   110.3477   0.0000
Total                3   1105.00

Central Government Goi Dated Securities
---------------------------------------
7.27%, 2026*         2    750.00   104.2150   104.1400   104.2150   104.1900   6.4692
7.26%, 2029*         1    500.00   103.9000   103.9000   103.9000   103.9000   6.6860
7.95%, 2032*         1     50.00   107.0854   107.0854   107.0854   107.0854   7.1000
7.40%, 2035*         1     50.00   102.6312   102.6312   102.6312   102.6312   7.1200
7.06%, 2046*         1   1450.00    99.2600    99.2600    99.2600    99.2600   7.1221
7.63%, 2059*         3    750.00   106.9550   106.9500   106.9550   106.9533   7.1020
Total                9   3550.00

Public Sector Unit Taxable Bond
-------------------------------
8.50%, IRFC 2020*    1    100.00   101.4471   101.4471   101.4471   101.4471   6.4500
8.53%, PFC 2020*     1    500.00   101.3113   101.3113   101.3113   101.3113   6.6300
8.45%, PFC 2022*     1     50.00   102.7057   102.7057   102.7057   102.7057   7.3500
Total                3    650.00

State Government Development Loan
---------------------------------
7.83%, GUJ 2026*     1    500.00   104.1730   104.1730   104.1730   104.1730   7.0400
7.97%, KRN 2022*     5   4500.00   104.4022   104.4022   104.4022   104.4022   6.4000
Total                6   5000.00


Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Jan 23, 2020*        1   1000.00    98.5428    98.5428    98.5428    98.5428   5.2900
Total                1   1000.00


Treasury Bill 
-------------
364-Days (maturing on) 
----------------------
Jul 02, 2020*        2   6300.00    96.2408    96.2408    96.2408    96.2408   5.3800
Jan 09, 2020*        1    750.00    98.7364    98.7364    98.7364    98.7364   5.2900
Jun 25, 2020*        2   6300.00    96.3365    96.3365    96.3365    96.3365   5.3800
Total                5  13350.00
 
Treasury Bill 
-------------
91-Days (maturing on) 
----------------------
Oct 31, 2019*        1  600.00      99.7213    99.7213     99.7213      99.7213    5.1000    
Total                1  600.00  
                                

(*) 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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