October 3, 2019 / 1:01 PM / a month ago

NSE Wholesale Debt Market Trades-Oct 3

   Oct 3 (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               :       15,800.0           44,768.6
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             30              63

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       12,850.0           40,258.6
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             18              44

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        2,950.0            4,510.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             12              19

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                       5,000.00                  5.31
Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Aug 14, 2020                       1,750.00                  5.40

Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
May 07, 2020                       1,050.00                  5.32

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
9.00%, PNBH 2022                   1,000.00                 10.75

Corporate Debentures
--------------------
7.17%, RIL 2022                      550.00                  7.25

Public Sector Unit Taxable Bond
-------------------------------
8.57%, RECL 2020                     500.00                  6.76

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
--------------------
8.75%, SBIA*         2    300.00   100.4735   100.4347   100.4735   100.4412   8.6183
Total                2    300.00

Corporate Debentures
--------------------
9.00%, PNBH 2022*    1   1000.00    95.7564    95.7564    95.7564    95.7564  10.7500
7.17%, RIL 2022*     4    550.00    99.7441    99.7433    99.7441    99.7440   7.2500
8.30%, RIL 2022*     1     50.00   102.2944   102.2944   102.2944   102.2944   7.2000
Total                6   1600.00

Central Government Goi Dated Securities
---------------------------------------
7.27%, 2026*         2    500.00   104.3800   104.3700   104.3700   104.3750   6.4367
8.15%, 2026*         1    100.00   107.8127   107.8127   107.8127   107.8127   6.7504
8.24%, 2027*         1     50.00   108.4000   108.4000   108.4000   108.4000   6.7702
7.26%, 2029*         1    100.00   104.3950   104.3950   104.3950   104.3950   6.6164
7.88%, 2030*         1    500.00   107.4427   107.4427   107.4427   107.4427   6.8700
7.57%, 2033*         1    500.00   106.3500   106.3500   106.3500   106.3500   6.8466
7.62%, 2039*         1    300.00   106.2156   106.2156   106.2156   106.2156   7.0350
7.72%, 2049*         1    250.00   108.3394   108.3394   108.3394   108.3394   7.0450
Total                9   2300.00

Institutions Non-Slr Bond
-------------------------
8.81%, SIDB 2022*    1    250.00   104.0862   104.0862   104.0862   104.0862   6.8000
Total                1    250.00

Public Sector Unit Taxable Bond
-------------------------------
8.18%, PFC 2022*     1    250.00   102.0347   102.0347   102.0347   102.0347   7.2100
8.57%, RECL 2020*    1    500.00   101.4239   101.4239   101.4239   101.4239   6.7600
8.30%, RECL 2029A*   1     50.00    99.8905    99.8905    99.8905    99.8905   8.3000
Total                3    800.00


Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Feb 20, 2020*        1    250.00    98.0362    98.0362    98.0362    98.0362   5.2600
Mar 26, 2020*        2   5000.00    97.5312    97.5312    97.5312    97.5312   5.3100
Total                3   5250.00


Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
May 07, 2020*        1   1050.00    96.9450    96.9450    96.9450    96.9450   5.3250
Aug 14, 2020*        1   1750.00    95.5472    95.5472    95.5472    95.5472   5.4000
Aug 20, 2020*        1   1000.00    95.4502    95.4502    95.4502    95.4502   5.4200
Mar 26, 2020*        1    250.00    97.5357    97.5357    97.5357    97.5357   5.3000
Total                4   4050.00


Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Jan 02, 2020*        1    500.00    98.7220    98.7220    98.7220    98.7220   5.2500
Nov 15, 2019*        1    750.00    99.4075    99.4075    99.4075    99.4075   5.1800
Total                2   1250.00


 (*) 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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