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NSE Wholesale Debt Market Trades-Aug 31
August 31, 2017 / 1:11 PM / 4 months ago

NSE Wholesale Debt Market Trades-Aug 31

    Aug 31 (Reuters) - Below is a summary of Thursday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                       Thursday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       21,851.1           80,844.2
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             61              198

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       14,006.1           50,489.7
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             35              99

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        7,845.0           30,354.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             26              99

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                        1,500.00                  7.15
8.39%, RAJ22                       1,500.00                  7.09

Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Jun 21, 2018                       1,250.00                  6.22

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------

Corporate Debentures
--------------------
8.15%, HDFC 2018                   1,350.00                  7.01

Banks Perpetual Bond
--------------------
8.75%, AXBKB                         700.00                  8.65

Corporate Debentures
--------------------
8.67%, LICH 2020A                    600.00                  7.27

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 Perpetual Bond
--------------------
8.75%, AXBKA *       1    700.00   100.2524   100.2524   100.2524   100.2524   8.6500
8.75%, AXBKB *       1    250.00   100.2715   100.2715   100.2715   100.2715   8.6600
Total                2    950.00

Corporate Debentures
--------------------
7.9612%CHOI 2019*    1    500.00   100.4641   100.4641   100.4641   100.4641   7.6000
9.25%, DHFL 2023*    1    100.00   102.8359   102.8359   102.8359   102.8359   8.6250
8.00%, HDFC 2018*    1    250.00   100.3317   100.3317   100.3317   100.3317   6.8924
8.15%, HDFC 2018*    1   1350.00   100.9227   100.9227   100.9227   100.9227   7.0100
8.49%, HDFC 2020*    1    500.00   102.8131   102.8131   102.8131   102.8131   7.2500
8.65%, HDFC 2020C*   1     50.00   103.6235   103.6235   103.6235   103.6235   7.2700
9.30%, IBHF 2018B*   1    500.00   100.8878   100.8878   100.8878   100.8878   7.4190
8.75%, IBHF 2021*    1    250.00   102.2994   102.2994   102.2994   102.2994   8.0525
7.585%,LICH 2019*    1    250.00   100.7278   100.7278   100.7278   100.7278   7.1350
8.47%, LICH 2020A    1     45.00   103.0101   103.0101   103.0101   103.0101   7.2400
8.67%, LICH 2020A*   1    600.00   103.6127   103.6127   103.6127   103.6127   7.2700
9.24%, LICH 2024*    1    200.00   109.1835   109.1835   109.1835   109.1835   7.5100
9.39%, LICH 2024*    1     50.00   109.8716   109.8716   109.8716   109.8716   7.5150
Total               13   4645.00

Central Government Goi Dated Securities
---------------------------------------
6.05%, 2019A*        2    500.00    99.6800    99.6800    99.6800    99.6800   6.2845
8.08%, 2022*         2    300.00   106.1600   106.1600   106.1600   106.1600   6.5914
7.68%, 2023*         1    500.00   105.3225   105.3225   105.3225   105.3225   6.6283
6.97%, 2026*         1    250.00   101.5900   101.5900   101.5900   101.5900   6.7316
6.79%, 2027*         1    500.00   101.8200   101.8200   101.8200   101.8200   6.5320
8.60%, 2028*         1    500.00   111.5300   111.5300   111.5300   111.5300   7.0500
6.79%, 2029*         1   1000.00    99.4800    99.4800    99.4800    99.4800   6.8516
7.61%, 2030*         1    250.00   105.0000   105.0000   105.0000   105.0000   7.0069
8.97%, 2030*         2   1500.00   115.4500   115.4500   115.4500   115.4500   7.1455
7.50%, 2034*         1    250.00   103.7300   103.7300   103.7300   103.7300   7.1169
8.83%, 2041*         1    100.00   117.6100   117.6100   117.6100   117.6100   7.2730
9.23%, 2043*         4    750.00   122.6849   122.6849   122.6849   122.6849   7.2800
7.06%, 2046*         1    200.00    98.9500    98.9500    98.9500    98.9500   7.1453
Total               19   6600.00

Institutions Non-Slr Bond
-------------------------
8.18%, NBRD 2020*    1    500.00   102.9249   102.9249   102.9249   102.9249   6.8101
Total                1    500.00

Public Sector Unit Tax-Free Bond
--------------------------------
7.39%, IRFC 2027*    1     50.00   111.5612   111.5612   111.5612   111.5612   5.8550
Total                1     50.00

Public Sector Unit Taxable Bond
-------------------------------
7.83%, IRFC 2027*    1    100.00   103.1478   103.1478   103.1478   103.1478   7.3601
7.56%, PFC 2026*     1    250.00   100.9229   100.9229   100.9229   100.9229   7.4100
7.63%, PFC 2026*     1    250.00   101.3625   101.3625   101.3625   101.3625   7.4100
7.60%, PFC 2027*     2    300.00   102.3445   102.3445   102.3445   102.3445   7.3800
7.20%, PGC 2027*     2    500.00    99.2661    99.1974    99.2661    99.2318   7.3050
9.02%, RECL 2019A*   1    150.00   103.6224   103.6224   103.6224   103.6224   6.7800
9.34%, RECL 2024*    1    150.00   110.2492   110.2492   110.2492   110.2492   7.4004
Total                9   1700.00

State Government Development Loan
---------------------------------
7.21%, GUJ 2027*     1    100.00   100.0000   100.0000   100.0000   100.0000   7.2089
8.88%, HARY 2022*    2    500.00   107.1137   107.1137   107.1137   107.1137   7.0000
7.42%, MAH 2022*     1    500.00   101.8005   101.8005   101.8005   101.8005   6.9600
8.54%, MP 2020*      1    350.00   104.0189   104.0189   104.0189   104.0189   6.7800
8.39%, RAJ 2019*     1    299.00   102.3545   102.3545   102.3545   102.3545   6.7500
8.39%, RAJ 2022*     2   1500.00   104.9657   104.9657   104.9657   104.9657   7.0900
8.38%, TN 2026       1     20.00   106.4272   106.4272   106.4272   106.4272   7.3400
7.18%, TN 2027*      2   1150.00    99.7000    99.6800    99.7000    99.6930   7.2225
7.28%, WB 2027*      2    352.72   100.2400   100.2400   100.2400   100.2400   7.2433
7.28%, WB 2027A*     1    147.83   100.2400   100.2400   100.2400   100.2400   7.2437
Total               14   4919.55


Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Jun 07, 2018*        1   1236.59    95.4561    95.4561    95.4561    95.4561   6.2275
Jun 21, 2018*        1   1250.00    95.2444    95.2444    95.2444    95.2444   6.2200
Total                2   2486.59



(*) 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

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