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.
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