Reuters logo
NSE Wholesale Debt Market Trades-Aug 22
August 22, 2017 / 1:38 PM / 4 months ago

NSE Wholesale Debt Market Trades-Aug 22

   Aug 22 (Reuters) - Below is a summary of Tuesday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                        Tuesday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       28,120.5           57,451.5
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             59              121

GOVERNMENT SECURITIES                                   Tuesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       14,150.0           29,650.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             23              48

NON-GOVERNMENT SECURITIES                               Tuesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       13,970.5           27,801.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             36              73

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
----------------------------
8.97%, 2030                        2,150.00                  7.15

Treasury Bill 
------------- 
317-Days (maturing on) 
----------------------
Mar 15, 2018                       2,500.00                  6.20

Treasury Bill 
------------- 
323-Days (maturing on) 
----------------------
Mar 13, 2018                      2,500.00                  6.20


TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Banks Zero Coupon Bond
----------------------
0.00%, IDFB 2019                   2,700.00                  7.20

Corporate Debentures
--------------------
9.55%, LICH 2018                   1,250.00                  7.08

Corporate Debentures
--------------------
8.10%, RJIC 2019                   1,200.00                  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
-------------------------------------------------------------------------------------

Banks Bond
----------
7.60%, AXBK 2023*    1    500.00   100.6663   100.6663   100.6663   100.6663   7.4500
Total                1    500.00

Banks Perpetual Bond
--------------------
8.85%, HDBK*         2    700.00   102.4879   102.1794   102.4879   102.3998   8.1929
8.15%, SBI*          1    500.00    99.9645    99.9645    99.9645    99.9645   8.1500
Total                3   1200.00

Banks Zero Coupon Bond
----------------------
0.00%, IDFB 2019*    2   2700.00    89.3190    89.3020    89.3190    89.3051   7.2000
Total                2   2700.00

Corporate Debentures
--------------------
7.90%, ABF 2020D*    2    300.00   100.6259   100.6259   100.6259   100.6259   7.6300
7.32%, CANF 2020*    1    350.00   100.0000   100.0000   100.0000   100.0000   7.3216
9.05%, DHFL 2021A*   1    100.00   102.2882   102.2882   102.2882   102.2882  10.5309
9.25%, DHFL 2023*    1   1000.00   102.9314   102.9314   102.9314   102.9314   8.6000
9.30%, DHFL 2026*    1    250.00   103.9700   103.9700   103.9700   103.9700   8.6401
8.65%, HDFC 2020C*   2    750.00   103.6457   103.6161   103.6161   103.6260   7.2767
7.35%, LICH 2018*    1    250.00   100.1633   100.1633   100.1633   100.1633   6.7500
8.6547%, LICH 2018*  1    750.00   101.2827   101.2827   101.2827   101.2827   6.9700
9.55%, LICH 2018*    2   1250.00   102.6421   102.6421   102.6421   102.6421   7.0800
8.97%, LICH 2019*    1    200.00   103.3787   103.3787   103.3787   103.3787   7.2200
7.50%, PNB 2020*     1    300.00   100.2775   100.2775   100.2775   100.2775   7.3900
8.10%, RJIC 2019*    1   1200.00   101.7126   101.7126   101.7126   101.7126   6.9500
8.10%, RJIC 2019A*   2    500.00   101.8104   101.8073   101.8073   101.8089   6.9500
7.9064%, SUNF 2018*  1    750.00   100.3537   100.3537   100.3537   100.3537   7.0000
Total               18   7950.00

Corporate Deep Discount Debentures
----------------------------------
CCFI 2018U (RESET)   2      5.50   118.9400   118.9400   118.9400   118.9400   0.0000
0.00%, LICH 2017B*   1    500.00   105.2223   105.2223   105.2223   105.2223   6.6000
Total                3    505.50

Central Government Goi Dated Securities
---------------------------------------
6.25%, 2018          1    100.00    99.9700    99.9700    99.9700    99.9700   6.3078
6.05%, 2019A         2   1000.00    99.6875    99.6875    99.6875    99.6875   6.2766
8.15%, 2022A         3    550.00   106.3650   106.3550   106.3550   106.3641   6.5776
8.83%, 2023          2    350.00   110.5100   110.4400   110.4400   110.4600   6.7489
6.79%, 2027          3   1000.00   101.9800   101.8075   101.8075   101.9281   6.5174
8.28%, 2027          1    500.00   109.1800   109.1800   109.1800   109.1800   6.9941
8.60%, 2028          1   1700.00   111.7000   111.7000   111.7000   111.7000   7.0308
8.97%, 2030          3   2150.00   115.4800   115.4700   115.4800   115.4707   7.1450
8.32%, 2032          1    300.00   110.6768   110.6768   110.6768   110.6768   7.1450
6.57%, 2033          1    200.00    96.7000    96.7000    96.7000    96.7000   6.9093
Total               18   7850.00

Public Sector Unit Taxable Bond
-------------------------------
7.46%, PFC 2020*     1    300.00   101.0251   101.0251   101.0251   101.0251   7.0200
8.45%, PFC 2020      1     45.00   103.6583   103.6583   103.6583   103.6583   7.0300
9.18%, PFC 2021*     1     70.00   106.4920   106.4920   106.4920   106.4920   7.0700
8.98%, PFC 2024*     1    400.00   108.1634   108.1634   108.1634   108.1634   7.4500
8.13%, PGC 2021*     1     50.00   103.6308   103.6308   103.6308   103.6308   6.9512
7.30%, PGC 2027*     2    150.00   100.0185   100.0185   100.0185   100.0185   7.2875
7.95%, RECL 2027*    2    100.00   104.0970   104.0970   104.0970   104.0970   7.3230
Total                9   1115.00

State Government Development Loan
---------------------------------
8.21%, HARY 2022*    1    500.00   104.3221   104.3221   104.3221   104.3221   7.0900
8.36%, MP 2025*      1     50.00   106.2022   106.2022   106.2022   106.2022   7.3100
8.21%, RAJ 2022*     1    750.00   104.3221   104.3221   104.3221   104.3221   7.0900
Total                3   1300.00

Treasury Bill 
------------- 
317-Days (maturing on) 
----------------------
Mar 15, 2018*        1   2500.00    96.6535    96.6535    96.6535    96.6535   6.1950
Total                1   2500.00

Treasury Bill 
-------------
323-Days (maturing on) 
----------------------
Mar 13, 2018*        1   2500.00    96.6852    96.6852    96.6852    96.6852   6.1950
Total                1   2500.00

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

Contact Mumbai Rate Reporting Unit:
+91 22 6180 7222 / 3317 7222 rru.data@thomsonreuters.com

0 : 0
  • narrow-browser-and-phone
  • medium-browser-and-portrait-tablet
  • landscape-tablet
  • medium-wide-browser
  • wide-browser-and-larger
  • medium-browser-and-landscape-tablet
  • medium-wide-browser-and-larger
  • above-phone
  • portrait-tablet-and-above
  • above-portrait-tablet
  • landscape-tablet-and-above
  • landscape-tablet-and-medium-wide-browser
  • portrait-tablet-and-below
  • landscape-tablet-and-below