October 11, 2019 / 2:12 PM / 7 days ago

NSE Wholesale Debt Market Trades-Oct 11

    Oct 11 (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               :       19,943.3           82,370.6
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             31              113

GOVERNMENT SECURITIES                                    Friday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       17,118.5           72,518.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             23              78

NON-GOVERNMENT SECURITIES                                Friday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        2,824.8            9,852.1
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :              8              35

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
----------------------------
7.8%, 2020                         2,000.00                  5.50



Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Oct 08, 2020                       3,275.10                  5.38
Oct 01, 2020                       3,250.00                  5.38


TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Public Sector Unit Taxable Bond
-------------------------------
7.32%, NTPC29                      2,500.00                  7.62

Public Sector Unit Taxable Bond
-------------------------------
7.65%, IRFC2 201                     150.00                  6.50

Banks Bond
----------
8.44%, HDBK28                        100.00                  7.73

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 Bond
----------
8.44%, HDBK 2028*    1    100.00   104.4577   104.4577   104.4577   104.4577   7.7300
Total                1    100.00

Corporate Debentures
--------------------
7.69%, BPCL 2023*    1     50.00   101.5945   101.5945   101.5945   101.5945   7.1000
Total                1     50.00

Corporate Deep Discount Debentures
----------------------------------
CITI 2020Y (RESET)   1     24.80   110.3888   110.3888   110.3888   110.3888   0.0000
Total                1     24.80

Central Government Goi Dated Securities
---------------------------------------
7.80%, 2020*         1   2000.00   101.2306   101.2306   101.2306   101.2306   5.5000
8.35%, 2022*         1   1000.00   105.6853   105.6853   105.6853   105.6853   5.9400
7.59%, 2026*         1   2000.00   104.7491   104.7491   104.7491   104.7491   6.6450
7.17%, 2028*         1    250.00   102.3900   102.3900   102.3900   102.3900   6.7840
7.26%, 2029*         2   1000.00   103.6750   103.6750   103.6750   103.6750   6.7179
Total                6   6250.00

Public Sector Unit Taxable Bond
-------------------------------
7.65%, IRFC 2021*    1    150.00   101.5463   101.5463   101.5463   101.5463   6.5000
7.32%, NTPC 2029*    4   2500.00    97.8953    97.8953    97.8953    97.8953   7.6200
Total                5   2650.00

State Government Development Loan
---------------------------------
7.77%, AP 2028       1     20.00   103.2914   103.2914   103.2914   103.2914   7.2300
7.75%, KER 2028      1     20.00   103.1689   103.1689   103.1689   103.1689   7.2300
7.61%, PUN 2027      1     10.00   102.2753   102.2753   102.2753   102.2753   7.2300
7.62%, PUN 2027      1     20.00   102.3408   102.3408   102.3408   102.3408   7.2300
7.72%, PUN 2027      1     20.00   102.9714   102.9714   102.9714   102.9714   7.2300
7.77%, PUN 2028      1     20.00   103.2914   103.2914   103.2914   103.2914   7.2300
7.72%, WB 2027       1     20.00   102.9714   102.9714   102.9714   102.9714   7.2300
7.77%, WB 2028       1     20.00   103.2914   103.2914   103.2914   103.2914   7.2300
Total                8    150.00


Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Oct 01, 2020*        2   3250.00    95.0542    95.0542    95.0542    95.0542   5.3800
Jul 02, 2020*        1   1700.00    96.2785    96.2785    96.2785    96.2785   5.3850
Sep 03, 2020*        1    815.57    95.4205    95.4205    95.4205    95.4205   5.3900
Oct 08, 2020*        2   3275.10    94.9611    94.9611    94.9611    94.9611   5.3800
May 14, 2020*        1    632.74    96.9780    96.9780    96.9780    96.9780   5.3400
Aug 20, 2020*        1    436.55    95.6091    95.6091    95.6091    95.6091   5.3900
May 28, 2020*        1    608.58    96.7857    96.7857    96.7857    96.7857   5.3400
Total                9  10718.54

(*) 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