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NSE Wholesale Debt Market Trades-Aug 21
August 21, 2017 / 12:56 PM / 3 months ago

NSE Wholesale Debt Market Trades-Aug 21

   Aug 21 (Reuters) - Below is a summary of Monday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                         Monday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       29,331.0           29,331.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             62              62

GOVERNMENT SECURITIES                                    Monday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       15,500.0           15,500.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             25              25

NON-GOVERNMENT SECURITIES                                Monday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       13,831.0           13,831.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             37              37

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                        3,000.00                  6.51

State Government Development Loan
---------------------------------
8.39%, RAJ 2020A                   1,550.00                  6.84

Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Nov 21, 2017                       2,000.00                  6.11

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
----------------------------------
0.00%, LICH 2019                   5,500.00                  7.20

Corporate Debentures
--------------------
7.32%, CANF 2020                   1,200.00                  7.32

Public Sector Unit Taxable Bond
-------------------------------
6.70%, IRFC 2021                   1,050.00                  6.95

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
--------------------
7.32%, CANF 2020*    3   1200.00   100.0000   100.0000   100.0000   100.0000   7.3216
9.13%, CHOI 2018C*   1    100.00   101.2261   101.2261   101.2261   101.2261   7.3500
7.45%, HDFC 2018*    1    400.00   100.2912   100.2912   100.2912   100.2912   6.9750
8.57%, HDFC 2018*    1    350.00   101.1326   101.1326   101.1326   101.1326   6.9750
9.00%, IBHF 2019G*   1    100.00   102.2948   102.2948   102.2948   102.2948   7.6000
8.40%, LICH 2018*    1    400.00   100.9998   100.9998   100.9998   100.9998   6.9750
7.20%, LICH 2020*    1    350.00    99.9003    99.9003    99.9003    99.9003   7.2400
8.55%, RJIC 2018*    1    250.00   101.5238   101.5238   101.5238   101.5238   6.7900
7.87%, TCFSL 2020*   1    100.00   100.5698   100.5698   100.5698   100.5698   7.6100
Total               11   3250.00

Corporate Deep Discount Debentures
----------------------------------
CCFI 2018U (RESET)   3     11.00   118.9200   118.9200   118.9200   118.9200   0.0000
0.00%, LICH 2017A*   1    750.00   106.6147   106.6147   106.6147   106.6147   6.4000
0.00%, LICH 2019*    7   5500.00   135.9868   135.9868   135.9868   135.9868   7.2000
Total               11   6261.00

Central Government Goi Dated Securities
---------------------------------------
6.97%, 2026          2    450.00   101.6400   101.6200   101.6200   101.6311   6.7256
6.79%, 2027          2   3000.00   102.0150   102.0050   102.0150   102.0067   6.5066
8.28%, 2027          2    750.00   109.2500   109.2500   109.2500   109.2500   6.9851
8.60%, 2028          2   1000.00   111.6700   111.6700   111.6700   111.6700   7.0348
6.79%, 2029          1    250.00    99.6000    99.6000    99.6000    99.6000   6.8370
9.20%, 2030          1    350.00   117.2396   117.2396   117.2396   117.2396   7.1500
6.62%, 2051          1    250.00    93.5300    93.5300    93.5300    93.5300   7.1260
Total               11   6050.00

Institutions Non-Slr Bond
-------------------------
8.37%, NBRD 2020*    1    700.00   103.7924   103.7924   103.7924   103.7924   6.8322
8.20%, SIDB 2018A*   1     50.00   101.1318   101.1318   101.1318   101.1318   6.6600
Total                2    750.00

Public Sector Unit Taxable Bond
-------------------------------
9.95%, FCI 2022*     2    750.00   110.6377   110.6377   110.6377   110.6377   7.1000
6.70%, IRFC 2021*    2   1050.00    99.1370    99.0679    99.1370    99.0876   6.9489
9.57%, IRFC 2021*    1     70.00   108.9343   108.9343   108.9343   108.9343   6.9500
7.49%, IRFC 2027*    1     50.00   101.2252   101.2252   101.2252   101.2252   7.3050
8.10%, NTPC 2021*    1     50.00   103.6814   103.6814   103.6814   103.6814   6.9344
7.37%, NTPC 2031*    3    400.00    99.6457    99.6454    99.6457    99.6454   7.4000
7.20%, PGC 2027*     1    900.00   100.1700   100.1700   100.1700   100.1700   7.1702
9.30%, PGC 2029*     1    200.00   115.5033   115.5033   115.5033   115.5033   7.3150
8.57%, RECL 2024*    1    100.00   106.5097   106.5097   106.5097   106.5097   7.3800
Total               13   3570.00

State Government Development Loan
---------------------------------
8.68%, GUJ 2023*     1    100.00   107.0354   107.0354   107.0354   107.0354   7.1007
8.21%, HARY 2022*    1    750.00   104.3241   104.3241   104.3241   104.3241   7.0900
8.88%, HARY 2022*    1    300.00   107.1909   107.1909   107.1909   107.1909   6.9900
8.39%, RAJ 2020A*    1   1550.00   103.5813   103.5813   103.5813   103.5813   6.8400
8.39%, RAJ 2025*     1    300.00   106.1500   106.1500   106.1500   106.1500   7.3154
7.72%, TN 2024*      1    200.00   102.2467   102.2467   102.2467   102.2467   6.5512
7.77%, TN 2024*      1    500.00   102.5021   102.5021   102.5021   102.5021   6.5477
8.32%, UP 2019*      1    250.00   103.0458   103.0458   103.0458   103.0458   6.7000
8.31%, WB 2019*      1    250.00   103.0270   103.0270   103.0270   103.0270   6.7000
Total                9   4200.00

Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Nov 02, 2017*        2   2000.00    98.8081    98.8081    98.8081    98.8081   6.1100
Total                2   2000.00

Treasury Bill 
------------- 
323-Days (maturing on) 
----------------------
Mar 13, 2018*        1    750.00    96.6693    96.6693    96.6693    96.6693   6.1950
Total                1    750.00

Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Oct 26, 2017*        1   1500.00    98.9271    98.9271    98.9271    98.9271   6.0900
Total                1   1500.00

Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Oct 12, 2017*        1   1000.00    99.1604    99.1604    99.1604    99.1604   6.0600
Total                1   1000.00

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

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