September 24, 2019 / 12:54 PM / 25 days ago

NSE Wholesale Debt Market Trades-Sep 24

    Sep 24 (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               :       24,526.3           33,923.3
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             47              72

GOVERNMENT SECURITIES                                   Tuesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       21,521.3           29,068.3
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             30              50

NON-GOVERNMENT SECURITIES                               Tuesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        3,005.0            4,855.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             17              22

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
----------------------------
Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Oct 31, 2019                       6,600.00                  5.40


Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Dec 05, 2019                       3,000.00                  5.38
Jul 30, 2020                       2,371.30                  5.53

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
-------------------------------
9.95%, FCI 2022                      750.00                  7.10

Corporate Debentures
--------------------
7.17%, RIL 2022                      500.00                  7.42

Institutions Non-Slr Bond
-------------------------
8.24%, NBRD 2029                     500.00                  7.71

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   104.7335   104.7335   104.7335   104.7335   7.6900
Total                1    100.00

Corporate Debentures
--------------------
8.05%, HDFC 2022*    1    250.00   101.1477   101.1477   101.1477   101.1477   7.5400
7.4450%, LICH 2023*  1    250.00    99.5630    99.5630    99.5630    99.5630   7.6100
7.00%, RIL 2022*     1     50.00    98.8946    98.8946    98.8946    98.8946   7.4200
7.17%, RIL 2022*     2    500.00    99.2721    99.2721    99.2721    99.2721   7.4225
Total                5   1050.00

Corporate Deep Discount Debentures
----------------------------------
CCFL 2020H (RESET)   1      5.00   145.8800   145.8800   145.8800   145.8800   0.0000
Total                1      5.00

Central Government Goi Dated Securities
---------------------------------------
7.00%, 2021*         1     50.00   101.5025   101.5025   101.5025   101.5025   5.7941
7.16%, 2023*         1    100.00   102.5500   102.5500   102.5500   102.5500   6.3629
7.32%, 2024*         1    250.00   103.3950   103.3950   103.3950   103.3950   6.4085
8.40%, 2024*         3   1000.00   107.4708   107.4708   107.4708   107.4708   6.5700
9.15%, 2024*         1   1000.00   110.8500   110.8500   110.8500   110.8500   6.6202
7.26%, 2029*         2    500.00   103.5200   103.5000   103.5000   103.5100   6.7438
7.88%, 2030*         1    500.00   106.6110   106.6110   106.6110   106.6110   6.9800
7.95%, 2032*         3    900.00   106.9000   106.8700   106.9000   106.8867   7.1249
7.57%, 2033*         1    850.00   104.5000   104.5000   104.5000   104.5000   7.0511
7.06%, 2046*         2    200.00    98.5720    98.5720    98.5720    98.5720   7.1800
7.63%, 2059*         4   1250.00   105.2545   104.9827   105.2000   105.1240   7.2346
Total               20   6600.00

Institutions Non-Slr Bond
-------------------------
8.24%, NBRD 2029*    1    500.00   104.4510   104.4510   104.4510   104.4510   7.7100
Total                1    500.00

Public Sector Unit Taxable Bond
-------------------------------
9.95%, FCI 2022*     4    750.00   106.1172   106.1110   106.1110   106.1131   7.1000
7.54%, IRFC 2034*    1    150.00    98.3465    98.3465    98.3465    98.3465   7.7300
8.54%, NHPC 2028*    1     50.00   105.6229   105.6229   105.6229   105.6229   7.6500
7.03%, RECL 2022*    2    300.00    98.4607    98.3847    98.4607    98.4227   7.6350
9.35%, RECL 2022*    1    100.00   103.9647   103.9647   103.9647   103.9647   7.6500
Total                9   1350.00

State Government Development Loan
---------------------------------
7.89%, GUJ 2025*     1   1200.00   104.0749   104.0749   104.0749   104.0749   7.0000
8.19%, KRN 2029*     1    100.00   106.5556   106.5556   106.5556   106.5556   7.2100
8.32%, KRN 2029B*    1    300.00   107.5170   107.5170   107.5170   107.5170   7.2100
8.25%, MAH 2025*     1    850.00   105.7237   105.7237   105.7237   105.7237   7.0000
Total                4   2450.00


Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Jan 02, 2020*        1    500.00    98.5433    98.5433    98.5433    98.5433   5.4500
Total                1    500.00


Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Dec 05, 2019*        1   3000.00    98.9643    98.9643    98.9643    98.9643   5.3800
Jul 30, 2020*        1   2371.28    95.5278    95.5278    95.5278    95.5278   5.5300
Total                2   5371.28


Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Oct 31, 2019*        3   6600.00    99.4751    99.4702    99.4702    99.4706   5.3955
Total                3   6600.00


(*) 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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