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NSE Wholesale Debt Market Trades-Aug 29
August 29, 2017 / 12:49 PM / 3 months ago

NSE Wholesale Debt Market Trades-Aug 29

    Aug 29 (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               :       18,359.5           48,493.1
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             53              110

GOVERNMENT SECURITIES                                   Tuesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :        9,800.0           30,983.6
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             18              49

NON-GOVERNMENT SECURITIES                               Tuesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        8,559.5           17,509.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             35              61

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
----------------------------
7.50%, 2034                        2,550.00                  7.14
6.79%, 2027                        1,750.00                  6.56


Treasury Bill
------------- 
182-Days (maturing on) 
----------------------
Dec 14, 2017                       2,500.00                  6.15


TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Public Sector Unit Taxable Bond
-------------------------------
7.50%, PFC 2020                    1,500.00                  7.00

Corporate Debentures
--------------------
7.60%, HDFC 2020                   1,200.00                  7.25

Public Sector Unit Taxable Bond
-------------------------------
8.65%, PFC 2024                      850.00                  7.44

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
--------------------
9.10%, DHFL 2019A*   1    100.00   101.8251   101.8251   101.8251   101.8251   8.0500
7.60%, HDFC 2020*    4   1200.00   100.8097   100.8097   100.8097   100.8097   7.2500
HDFC 2020D (RESET)*  2    750.00   103.4271   103.4271   103.4271   103.4271   7.2800
7.63%, PNB 2020A*    1    250.00   100.5286   100.5286   100.5286   100.5286   7.4000
Total                8   2300.00

Corporate Deep Discount Debentures
----------------------------------
CFIL 2020X (RESET)   1      2.50   111.1500   111.1500   111.1500   111.1500   0.0000
CITI 2018F (RESET)   2      7.00   137.0800   137.0800   137.0800   137.0800   0.0000
Total                3      9.50

Central Government Goi Dated Securities
---------------------------------------
7.68%, 2023*         1   1000.00   105.3000   105.3000   105.3000   105.3000   6.6330
7.72%, 2025*         1    250.00   105.3750   105.3750   105.3750   105.3750   6.8119
6.79%, 2027*         4   1750.00   101.6900   101.5500   101.5500   101.6200   6.5599
6.79%, 2029*         1    250.00    99.4175    99.4175    99.4175    99.4175   6.8592
7.50%, 2034*         5   2550.00   103.5000   103.5000   103.5000   103.5000   7.1400
Total               12   5800.00

Institutions Non-Slr Bond
-------------------------
8.20%, NHB 2018*     1    250.00   100.6706   100.6706   100.6706   100.6706   6.5730
8.20%, SIDB 2018*    1    500.00   100.7741   100.7741   100.7741   100.7741   6.5182
Total                2    750.00

Public Sector Unit Taxable Bond
-------------------------------
7.49%, IRFC 2027*    3    350.00   100.9115   100.8943   100.9115   100.8992   7.3518
7.83%, IRFC 2027*    2    150.00   103.0804   103.0803   103.0803   103.0804   7.3701
8.40%, PFC 2018A*    1    250.00   101.2669   101.2669   101.2669   101.2669   6.7000
7.50%, PFC 2020*     2   1500.00   101.3147   101.3147   101.3147   101.3147   6.9958
8.53%, PFC 2020*     1     50.00   103.7229   103.7229   103.7229   103.7229   7.0500
7.47%, PFC 2021*     2    700.00   101.1662   101.1662   101.1662   101.1662   7.1200
8.55%, PFC 2021*     1    200.00   104.8756   104.8756   104.8756   104.8756   7.1650
8.65%, PFC 2024*     4    850.00   106.5731   106.5531   106.5531   106.5585   7.4403
7.44%, PFC 2027*     1    650.00    99.9930    99.9930    99.9930    99.9930   7.4300
7.46%, RECL 2022*    3    600.00   101.4545   101.4166   101.4166   101.4324   7.0558
8.23%, RECL 2025*    2    200.00   104.5482   104.5482   104.5482   104.5482   7.4000
Total               22   5500.00

State Government Development Loan
---------------------------------
7.21%, GUJ 2027*     1    150.00   100.0000   100.0000   100.0000   100.0000   7.2091
7.48%, KER 2032*     1    100.00   100.8900   100.8900   100.8900   100.8900   7.3805
8.75%, TN 2022*      1    500.00   106.6649   106.6649   106.6649   106.6649   6.9900
8.73%, UP 2024*      1    250.00   107.9092   107.9092   107.9092   107.9092   7.2900
Total                4   1000.00


Treasury Bill
------------- 
182-Days (maturing on) 
----------------------
Dec 14, 2017*        1   2500.00    98.2453    98.2453    98.2453    98.2453   6.1500
Total                1   2500.00


Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Jun 07, 2018*        1    500.00    95.4250    95.4250    95.4250    95.4250   6.2275
Total                1    500.00

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