Reuters logo
NSE Wholesale Debt Market Trades-Aug 28
August 28, 2017 / 12:52 PM / 24 days ago

NSE Wholesale Debt Market Trades-Aug 28

    Aug 28 (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               :       30,133.6           30,133.6
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             57              57

GOVERNMENT SECURITIES                                    Monday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       21,183.6           21,183.6
--Total traded value of repo deals in mln rupees :           ---              ---
--Total number of trades                         :             31              31

NON-GOVERNMENT SECURITIES                                Monday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        8,950.0            8,950.0
--Total traded value of repo deals in mln rupees :           ---              ---
--Total number of trades                         :             26              26

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
----------------------------
7.16%, 2023                        2,750.00                  6.68
7.68%, 2023                        2,000.00                  6.66


Treasury Bill 
-------------
182-Days (maturing on) 
----------------------
Dec 14, 2017                       6,500.00                  6.15


TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
Public Sector Unit Taxable Bond
-------------------------------
7.50%, PFC 2020                    2,900.00                  7.00

Corporate Debentures
--------------------
9.25%, DHFL 2023                   1,200.00                  8.60

Corporate Deep Discount Debentures
----------------------------------
0.00%, LICH 2017B                  1,000.00                  6.55

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   100.7158   100.7158   100.7158   100.7158   7.4400
9.50%, IDFB 2019*    1    900.00   103.3730   103.3730   103.3730   103.3730   7.2300
Total                2   1400.00

Banks Perpetual Bond
--------------------
8.85%, HDBK 2020*    1    200.00   102.2103   102.2103   102.2103   102.2103   8.2400
Total                1    200.00

Corporate Debentures
--------------------
9.05%, DHFL 2021A*   1    100.00   102.3449   102.3449   102.3449   102.3449   8.3400
9.25%, DHFL 2023*    2   1200.00   103.0047   102.7495   102.7495   102.9622   8.5992
8.15%, HDFC 2018*    1     50.00   100.9393   100.9393   100.9393   100.9393   7.0000
HDFC 2020C (RESET)   1    250.00   104.3270   104.3270   104.3270   104.3270   7.2800
7.10%, PFC 2022*     1    250.00    99.7277    99.7277    99.7277    99.7277   7.1600
8.10%, RJIC 2019*    1    250.00   101.7102   101.7102   101.7102   101.7102   6.9393
Total                7   2100.00

Corporate Deep Discount Debentures
----------------------------------
0.00%, LICH 2017B*   2   1000.00   105.3505   105.3505   105.3505   105.3505   6.5500
Total                2   1000.00

Central Government Goi Dated Securities
---------------------------------------
7.16%, 2023          1   2750.00   102.2500   102.2500   102.2500   102.2500   6.6774
7.68%, 2023          1   2000.00   105.1700   105.1700   105.1700   105.1700   6.6578
7.72%, 2025          2    900.00   105.3400   105.2150   105.2150   105.3192   6.8210
8.15%, 2026          1    250.00   108.0600   108.0600   108.0600   108.0600   6.9503
6.79%, 2027          1    500.00   101.6700   101.6700   101.6700   101.6700   6.5529
6.79%, 2029          2   1500.00    99.4600    99.2450    99.2450    99.3167   6.8715
7.73%, 2034          2    750.00   105.9900   105.9400   105.9400   105.9567   7.1241
Total               10   8650.00

Public Sector Unit Taxable Bond
-------------------------------
8.33%, IRFC 2019*    1    100.00   102.3589   102.3589   102.3589   102.3589   6.7201
7.30%, PFC 2020*     1    500.00   100.7014   100.7014   100.7014   100.7014   7.0000
7.50%, PFC 2020*     8   2900.00   101.3047   101.2947   101.2947   101.2995   7.0019
8.65%, PFC 2024*     2    100.00   106.6438   106.6138   106.6438   106.6288   7.4285
8.98%, PFC 2024*     1    400.00   108.2113   108.2113   108.2113   108.2113   7.4400
8.82%, RECL 2023*    1    250.00   107.0687   107.0687   107.0687   107.0687   7.2250
Total               14   4250.00

State Government Development Loan
---------------------------------
8.59%, AP 2019*      1    400.00   102.7446   102.7446   102.7446   102.7446   6.6950
7.40%, AP 2032*      2    350.00   100.2900   100.2900   100.2900   100.2900   7.3675
8.88%, GUJ 2022*     1    350.00   107.4942   107.4942   107.4942   107.4942   7.0000
8.27%, GUJ 2026*     1    250.00   105.9191   105.9191   105.9191   105.9191   7.3100
7.48%, KER 2032*     1    250.00   100.9000   100.9000   100.9000   100.9000   7.3795
8.25%, KRN 2019*     1    513.57   102.8570   102.8570   102.8570   102.8570   6.7175
8.25%, MAH 2025*     1    100.00   105.4460   105.4460   105.4460   105.4460   7.3100
8.08%, PUN 2019*     1    220.00   102.6278   102.6278   102.6278   102.6278   6.7500
8.45%, PUN 2019*     1    250.00   103.4649   103.4649   103.4649   103.4649   6.7500
7.77%, PUN 2019A*    1    400.00   101.7992   101.7992   101.7992   101.7992   6.7500
8.20%, PUN 2019A*    1    250.00   102.7909   102.7909   102.7909   102.7909   6.7268
8.20%, PUN 2019B*    1    250.00   102.7909   102.7909   102.7909   102.7909   6.7500
8.21%, RAJ 2021*     1    100.00   103.7695   103.7695   103.7695   103.7695   7.0000
7.70%, TN 2031*      1    100.00   102.6151   102.6151   102.6151   102.6151   7.3747
Total               15   3783.57


Treasury Bill 
-------------
182-Days (maturing on) 
----------------------
Dec 14, 2017*        3   6500.00    98.2291    98.2291    98.2291    98.2291   6.1500
Feb 22, 2018*        1    500.00    97.0766    97.0766    97.0766    97.0766   6.2100
Total                4   7000.00


Treasury Bill 
-------------
91-Days (maturing on) 
----------------------
Oct 26, 2017*        2   1750.00    99.3905    99.0431    99.3905    99.1920   6.0671
Total                2   1750.00

(*) 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

Our Standards:The Thomson Reuters Trust Principles.
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