January 11, 2018 / 1:15 PM / 11 days ago

NSE Wholesale Debt Market Trades-Jan 11

   Jan 11 (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               :       18,480.0           65,759.8
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             38              173

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       16,680.0           50,779.8
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             32              116

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        1,800.0           14,980.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :              6              57

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
----------------------------
6.05%, 2019A                       3,000.00                  6.60
7.94%, 2021                        2,500.00                  7.10
6.68%, 2031                        2,200.00                  7.53

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
9.55%, LICH 2018                     750.00                  7.83

Public Sector Unit Taxable Bond
-------------------------------
7.44%, PFC 2027                      500.00                  7.93

Corporate Debentures
--------------------
7.35%, PFC 2022                      450.00                  7.83

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 2018A*   1     50.00   100.3015   100.3015   100.3015   100.3015   7.0000
9.55%, LICH 2018*    1    750.00   101.1503   101.1503   101.1503   101.1503   7.8300
7.35%, PFC 2022*     1    450.00    98.0687    98.0687    98.0687    98.0687   7.8300
Total                3   1250.00

Central Government Goi Dated Securities
---------------------------------------
6.05%, 2019A*        3   3000.00    99.4431    99.4431    99.4431    99.4431   6.6000
7.80%, 2020*         1    150.00   101.8600   101.8600   101.8600   101.8600   6.9070
7.80%, 2021*         1   1000.00   102.0400   102.0400   102.0400   102.0400   7.0798
7.94%, 2021*         3   2500.00   102.4482   102.4482   102.4482   102.4482   7.1050
6.35%, 2024*         1   1000.00    93.1646    93.1646    93.1646    93.1646   7.6350
7.35%, 2024*         1    250.00    99.8700    99.8700    99.8700    99.8700   7.3744
6.97%, 2026*         2    500.00    97.1200    97.1200    97.1200    97.1200   7.4251
6.79%, 2027*         3   1600.00    95.8500    95.6750    95.6750    95.7328   7.4296
6.79%, 2029*         1    300.00    95.5300    95.5300    95.5300    95.5300   7.3579
6.68%, 2031*         6   2200.00    93.0650    92.7100    92.7100    92.8374   7.5259
8.32%, 2032*         1   1500.00   105.6200   105.6200   105.6200   105.6200   7.6715
6.57%, 2033*         1    250.00    90.3647    90.3647    90.3647    90.3647   7.6250
7.73%, 2034*         1    250.00   100.3672   100.3672   100.3672   100.3672   7.6900
8.30%, 2042*         1    250.00   105.9200   105.9200   105.9200   105.9200   7.7595
9.23%, 2043*         1    250.00   115.9321   115.9321   115.9321   115.9321   7.7900
8.17%, 2044*         1    100.00   104.5000   104.5000   104.5000   104.5000   7.7675
Total               28  15100.00

Public Sector Unit Taxable Bond
-------------------------------
7.44%, PFC 2027*     2    500.00    96.7336    96.7336    96.7336    96.7336   7.9300
8.13%, PGC 2022*     1     50.00   101.4041   101.4041   101.4041   101.4041   7.7100
Total                3    550.00

State Government Development Loan
---------------------------------
8.84%, GUJ 2024*     1    100.00   105.2572   105.2572   105.2572   105.2572   7.8200
8.46%, GUJ 2026*     1    100.00   103.7693   103.7693   103.7693   103.7693   7.8200
7.75%, GUJ 2027*     1    250.00    99.7172    99.7172    99.7172    99.7172   7.7900
Total                3    450.00

Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Jul 05, 2018*        1   1130.00    97.0742    97.0742    97.0742    97.0742   6.3225
Total                1   1130.00

 (*) 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
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