August 10, 2017 / 12:45 PM / 4 months ago

NSE Wholesale Debt Market Trades-Aug 10

   Aug 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               :       17,800.0           86,828.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             38              200

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       12,300.0           51,645.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             19              90

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        5,500.0           35,182.5
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             19              110

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
----------------------------
6.79%, 2027                        2,250.00                  6.47

Treasury Bill
-------------
182-Days (maturing on) 
----------------------
Dec 14, 2017                       2,000.00                  6.13
Jan 25, 2018                       3,000.00                  6.16

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
7.49%, HDFC 2019                   1,600.00                  7.09

Banks Bond
----------
9.0675%, IDFB 2017                   900.00                  6.65

Corporate Debentures
--------------------
7.74%, LICH 2020                     750.00                  7.26

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
----------
7.60%, AXBK 2023*    1    250.00   101.0038   101.0038   101.0038   101.0038   7.3800
7.60%, ICIC 2023*    1    250.00   101.1507   101.1507   101.1507   101.1507   7.3500
9.0675%, IDFB 2017*  1    900.00   100.2881   100.2881   100.2881   100.2881   6.6500
Total                3   1400.00

Corporate Debentures
--------------------
9.05%, DHFL 2023*    1    250.00   102.0165   102.0165   102.0165   102.0165   8.6000
7.49%, HDFC 2019*    4   1600.00   100.4723   100.4723   100.4723   100.4723   7.0900
7.74%, LICH 2020*    2    750.00   101.1309   101.1309   101.1309   101.1309   7.2600
8.55%, LICH 2025A*   1     50.00   106.1320   106.1320   106.1320   106.1320   7.4997
7.50%, PNB 2020*     1    100.00   100.2611   100.2611   100.2611   100.2611   7.4000
Total                9   2750.00

Central Government Goi Dated Securities
---------------------------------------
7.68%, 2023          1    500.00   105.4350   105.4350   105.4350   105.4350   6.6146
7.35%, 2024          1    250.00   103.5500   103.5500   103.5500   103.5500   6.6942
8.20%, 2025          1    500.00   108.3500   108.3500   108.3500   108.3500   6.8406
8.33%, 2026          2   1000.00   109.4500   109.3500   109.4500   109.4000   6.8988
6.79%, 2027          3   2250.00   102.2700   102.2400   102.2700   102.2567   6.4726
6.79%, 2029          1   1000.00   100.1650   100.1650   100.1650   100.1650   6.7688
Total                9   5500.00

Public Sector Unit Taxable Bond
-------------------------------
7.27%, IRFC 2027*    3    750.00   100.1951   100.1258   100.1258   100.1605   7.2450
7.49%, IRFC 2027*    2    250.00   101.4386   101.4386   101.4386   101.4386   7.2750
7.85%, PFC 2019*     1    300.00   101.4009   101.4009   101.4009   101.4009   6.9000
7.75%, PFC 2027*     1     50.00   103.5875   103.5875   103.5875   103.5875   7.3500
Total                7   1350.00

State Government Development Loan
---------------------------------
7.21%, GUJ 2027*     1    150.00   100.2450   100.2450   100.2450   100.2450   7.1750
6.93%, MAH 2022*     1    500.00   100.0400   100.0400   100.0400   100.0400   6.9200
7.20%, MAH 2027*     2    300.00   100.2500   100.2500   100.2500   100.2500   7.1644
7.72%, TN 2025*      1    200.00   102.4545   102.4545   102.4545   102.4545   7.2900
7.72%, TN 2026*      1    200.00   102.6922   102.6922   102.6922   102.6922   7.2900
7.72%, TN 2027*      1    200.00   102.9134   102.9134   102.9134   102.9134   7.2900
Total                7   1550.00

Treasury Bill
-------------
182-Days (maturing on) 
----------------------
Dec 14, 2017*        1   2000.00    97.9438    97.9438    97.9438    97.9438   6.1300
Jan 25, 2018*        1   3000.00    97.2588    97.2588    97.2588    97.2588   6.1600
Total                2   5000.00

Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Jun 07, 2018*        1    250.00    95.1363    95.1363    95.1363    95.1363   6.2200
Total                1    250.00

 (*) Indicates at least one deal in above securities is of Rs. 5 crore or above.

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