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NSE Wholesale Debt Market Trades-Aug 18
August 18, 2017 / 12:56 PM / 3 months ago

NSE Wholesale Debt Market Trades-Aug 18

    Aug 18 (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               :       18,728.7           44,774.8
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             40              113

GOVERNMENT SECURITIES                                    Friday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       14,492.7           33,736.8
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             26              70

NON-GOVERNMENT SECURITIES                                Friday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        4,236.0           11,038.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             14              43

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                        1,750.00                  6.51


Treasury Bill 
-------------
317-Days (maturing on) 
----------------------
Mar 15, 2018                       2,000.00                  6.20

Treasury Bill 
-------------
364-Days (maturing on) 
----------------------
Jul 19, 2018                       2,000.00                  6.23


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                   1,000.00                  7.10

Corporate Debentures
--------------------
7.56%, LICH 2018                   1,000.00                  7.05

Public Sector Unit Taxable Bond
-------------------------------
8.4%, PFC 2018                       650.00                  6.80

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
--------------------
7.49%, HDFC 2019*    1   1000.00   100.4502   100.4502   100.4502   100.4502   7.1000
8.65%, IBHF 2019*    2    150.00   101.5600   101.5600   101.5600   101.5600   7.8000
7.56%, LICH 2018*    1   1000.00   100.6177   100.6177   100.6177   100.6177   7.0500
Total                4   2150.00

Corporate Deep Discount Debentures
----------------------------------
CFIL 2020W (RESET)   1      5.00   117.6800   117.6800   117.6800   117.6800   0.0000
Total                1      5.00

Central Government Goi Dated Securities
---------------------------------------
8.19%, 2020*         3   1542.67   103.9637   103.9637   103.9637   103.9637   6.3800
7.16%, 2023*         1     50.00   102.4100   102.4100   102.4100   102.4100   6.6456
6.97%, 2026*         4   1000.00   101.7400   101.6900   101.6900   101.7125   6.7136
6.79%, 2027*         3   1750.00   102.0900   101.9850   101.9900   102.0157   6.5053
8.28%, 2027*         1    500.00   109.3600   109.3600   109.3600   109.3600   6.9708
8.97%, 2030*         2   1000.00   115.5000   115.5000   115.5000   115.5000   7.1423
6.57%, 2033*         1    250.00    96.8000    96.8000    96.8000    96.8000   6.8987
8.24%, 2033*         1    150.00   110.4600   110.4600   110.4600   110.4600   7.1391
Total               16   6242.67

Public Sector Unit Taxable Bond
-------------------------------
7.27%, IRFC 2027*    1    250.00    99.8996    99.8996    99.8996    99.8996   7.2825
8.40%, PFC 2018*     1    650.00   101.2291   101.2291   101.2291   101.2291   6.8000
7.28%, PFC 2022*     1    250.00   100.4588   100.4588   100.4588   100.4588   7.1500
8.70%, PGC 2018*     2    100.00   101.6625   101.6625   101.6625   101.6625   6.6800
7.20%, PGC 2027*     1    250.00    99.5473    99.5473    99.5473    99.5473   7.2600
7.30%, PGC 2027*     2    500.00   100.1252   100.1052   100.1252   100.1152   7.2736
7.89%, PGC 2027*     1     81.00   104.0649   104.0649   104.0649   104.0649   7.2700
Total                9   2081.00

State Government Development Loan
---------------------------------
7.21%, GUJ 2027*     1   1100.00   100.2450   100.2450   100.2450   100.2450   7.1746
8.96%, MAH 2024*     1    250.00   109.0408   109.0408   109.0408   109.0408   7.2650
8.39%, RAJ 2022*     1    100.00   104.9488   104.9488   104.9488   104.9488   7.1000
7.91%, TN 2024*      1    450.00   103.0037   103.0037   103.0037   103.0037   7.7798
8.02%, TN 2025*      1    450.00   103.9803   103.9803   103.9803   103.9803   7.6986
7.68%, TN 2026*      1    450.00   102.2234   102.2234   102.2234   102.2234   7.6435
7.90%, TN 2027*      1    450.00   103.9009   103.9009   103.9009   103.9009   7.5946
Total                7   3250.00


Treasury Bill 
-------------
317-Days (maturing on) 
----------------------
Mar 15, 2018*        1   2000.00    96.6218    96.6218    96.6218    96.6218   6.1950
Total                1   2000.00

Treasury Bill 
-------------
364-Days (maturing on) 
----------------------
Jul 19, 2018*        1   2000.00    94.6372    94.6372    94.6372    94.6372   6.2300
Jun 21, 2018*        1   1000.00    95.0596    95.0596    95.0596    95.0596   6.2400
Total                2   3000.00

(*) Indicates at least one deal in above securities is of Rs. 5 crore or above.
Contact Mumbai Rate Reporting Unit:
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