October 18, 2019 / 1:24 PM / a month ago

NSE Wholesale Debt Market Trades-Oct 18

   Oct 18 (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               :        8,250.5           36,043.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             23              81

GOVERNMENT SECURITIES                                    Friday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :        7,450.0           29,100.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             13              47

NON-GOVERNMENT SECURITIES                                Friday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :          800.5            6,943.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             10              34

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
---------------------------------------
8.24%, 2027                        2,050.00                  6.76
7.59%, 2026                        2,000.00                  6.62
6.45%, 2029                        1,000.00                  6.51

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
8.58%, HDFC 2022                     750.00                  7.22

Corporate Deep Discount Debentures
----------------------------------
RESET CFIL 2020O                      30.00                  0.00

Corporate Deep Discount Debentures
----------------------------------
RESET CFIL 2020M                      10.50                  0.00

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
--------------------
8.58%, HDFC 2022*    1    750.00   102.8377   102.8377   102.8377   102.8377   7.2200
Total                1    750.00

Corporate Deep Discount Debentures
----------------------------------
CFIL 2020J (RESET)   1     10.00   139.1982   139.1982   139.1982   139.1982   0.0000
CFIL 2020M (RESET)   2     10.50   138.4920   138.4920   138.4920   138.4920   0.0000
CFIL 2020O (RESET)   6     30.00   151.1515   151.1515   151.1515   151.1515   0.0000
Total                9     50.50

Central Government Goi Dated Securities
---------------------------------------
8.19%, 2020*         1    500.00   100.6558   100.6558   100.6558   100.6558   5.2674
7.59%, 2026*         1   2000.00   104.8500   104.8500   104.8500   104.8500   6.6229
8.24%, 2027*         2   2050.00   108.3972   108.0500   108.3972   108.3887   6.7643
6.45%, 2029*         3   1000.00    99.6300    99.5025    99.5025    99.5806   6.5074
7.26%, 2029*         1    500.00   103.8000   103.8000   103.8000   103.8000   6.6991
8.83%, 2041*         1    200.00   118.3946   118.3946   118.3946   118.3946   7.1600
8.30%, 2042*         1    700.00   112.6659   112.6659   112.6659   112.6659   7.1700
7.06%, 2046*         1    200.00    99.0000    99.0000    99.0000    99.0000   7.1438
Total               11   7150.00


Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Aug 06, 2020*        2    300.00    95.9945    95.9945    95.9945    95.9945   5.2700
Total                2    300.00


 (*) 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
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