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NSE Wholesale Debt Market Trades-Aug 11
August 11, 2017 / 12:52 PM / a month ago

NSE Wholesale Debt Market Trades-Aug 11

    Aug 11 (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               :       10,800.0           97,678.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             31              232

GOVERNMENT SECURITIES                                    Friday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :        5,050.0           56,745.5
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             15              106

NON-GOVERNMENT SECURITIES                                Friday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        5,750.0           40,932.5
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             16              126

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
----------------------------
7.73%, 2034                        1,000.00                  7.11
8.15%, 2026                          950.00                  6.91

Treasury Bill
-------------
323-Days (maturing on) 
----------------------
Mar 13, 2018                        750.00                  6.22

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
8.1%, RJIC 2019A                   1,250.00                  6.98

Corporate Debentures
--------------------
9.30%, IIF 2019                      750.00                  8.25

Corporate Debentures
--------------------
8.6547%, LICH 2018                   750.00                  6.97

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
--------------------
9.13%, CHOI 2018C*   1    150.00   101.2696   101.2696   101.2696   101.2696   7.3500
9.05%, DHFL 2019*    1    250.00   101.8514   101.8514   101.8514   101.8514   8.0301
9.60%, IBHF 2017*    1    500.00   100.8637   100.8637   100.8637   100.8637   7.9000
9.30%, IIF 2019*     1    750.00   101.5873   101.5873   101.5873   101.5873   8.2500
8.31%, LICH 2018*    1    250.00   100.8817   100.8817   100.8817   100.8817   6.9700
8.6547%, LICH 2018*  1    750.00   101.3275   101.3275   101.3275   101.3275   6.9700
7.5850%, LICH 2020*  2    500.00   100.8228   100.8216   100.8228   100.8222   7.2520
8.10%, RJIC 2019A*   2   1250.00   101.7855   101.7855   101.7855   101.7855   6.9800
7.40%, TML 2021*     1    100.00   100.0840   100.0840   100.0840   100.0840   7.3700
Total               11   4500.00

Central Government Goi Dated Securities
---------------------------------------
8.15%, 2026          1    950.00   108.3600   108.3600   108.3600   108.3600   6.9118
6.79%, 2027          1    500.00   102.0000   102.0000   102.0000   102.0000   6.5079
6.79%, 2029          1    250.00    99.9200    99.9200    99.9200    99.9200   6.7983
7.73%, 2034          2   1000.00   106.0900   106.0900   106.0900   106.0900   7.1120
8.30%, 2042          1     50.00   112.3100   112.3100   112.3100   112.3100   7.2328
8.17%, 2044          1    100.00   111.5010   111.5010   111.5010   111.5010   7.2000
8.13%, 2045          1    100.00   111.2837   111.2837   111.2837   111.2837   7.1860
Total                8   2950.00

Public Sector Unit Taxable Bond
-------------------------------
8.52%, PFC 2019*     1    250.00   103.1442   103.1442   103.1442   103.1442   6.9800
7.28%, PFC 2022*     1    250.00   100.3840   100.3840   100.3840   100.3840   7.1700
8.36%, RECL 2020*    3    750.00   103.9835   103.9835   103.9835   103.9835   6.8800
Total                5   1250.00

State Government Development Loan
---------------------------------
7.20%, GUJ 2027*     1    200.00   100.2474   100.2474   100.2474   100.2474   7.1625
6.93%, MAH 2022*     1    500.00   100.0400   100.0400   100.0400   100.0400   6.9198
8.22%, PUN 2026*     1    150.00   105.7014   105.7014   105.7014   105.7014   7.3150
7.74%, TN 2025*      1    100.00   102.5097   102.5097   102.5097   102.5097   7.3000
8.27%, TN 2025*      1    200.00   105.8583   105.8583   105.8583   105.8583   7.2900
Total                5   1150.00

Treasury Bill
-------------
323-Days (maturing on) 
----------------------
Mar 13, 2018*        1    750.00    96.5291    96.5291    96.5291    96.5291   6.2200
Total                1    750.00

Treasury Bill
------------- 
364-Days (maturing on) 
----------------------
Jun 21, 2018*        1    200.00    94.9670    94.9670    94.9670    94.9670   6.2200
Total                1    200.00

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

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