January 24, 2018 / 12:51 PM / 6 months ago

NSE Wholesale Debt Market Trades-Jan 24

  Jan 24 (Reuters) - Below is a summary of Wednesday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                      Wednesday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       15,335.0           49,113.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             38              127

GOVERNMENT SECURITIES                                 Wednesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :        7,350.0           25,650.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             21              62

NON-GOVERNMENT SECURITIES                             Wednesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        7,985.0           23,463.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             17              65

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
----------------------------
7.94%, 2021                        1,250.00                  7.09
6.35%, 2024                        1,150.00                  7.64

State Government Development Loan
---------------------------------
7.65%, TN 2027                      1,150.00                  7.89

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Institutions Non-Slr Bond
-------------------------
7.18%, NBRD 2020                   2,500.00                  7.31

Corporate Debentures
--------------------
6.78%, RIL 2020                    1,450.00                  7.60

Banks Bond
----------
7.60%, ICIC 2023                   1,000.00                  7.85

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%, ICIC 2023*    2   1000.00    98.8074    98.8074    98.8074    98.8074   7.8500
Total                2   1000.00

Banks Perpetual Bond
--------------------
9.50%, INDB*         1    100.00   100.5866   100.5866   100.5866   100.5866   9.3000
Total                1    100.00

Corporate Debentures
--------------------
7.40%, HDFC 2020*    1    180.00    98.2385    98.2385    98.2385    98.2385   8.1000
7.56%, LICH 2018*    1    300.00    99.6648    99.6648    99.6648    99.6648   7.9293
7.75%, LICH 2027*    1    250.00    98.5975    98.5975    98.5975    98.5975   7.9500
6.78%, RIL 2020*     3   1450.00    98.0444    98.0444    98.0444    98.0444   7.5950
9.25%, RJIC 2024*    1    300.00   104.4220   104.4220   104.4220   104.4220   8.3049
Total                7   2480.00

Corporate Deep Discount Debentures
----------------------------------
CFIL 2020L (RESET)   1      5.00   122.5800   122.5800   122.5800   122.5800   0.0000
Total                1      5.00

Central Government Goi Dated Securities
---------------------------------------
7.94%, 2021*         2   1250.00   102.4650   102.4650   102.4650   102.4650   7.0908
8.15%, 2022A*        1     50.00   103.3000   103.3000   103.3000   103.3000   7.2531
6.35%, 2024*         1   1150.00    93.1632    93.1632    93.1632    93.1632   7.6400
6.79%, 2027*         1    500.00    95.7600    95.7600    95.7600    95.7600   7.4270
7.17%, 2028*         1    500.00    99.3500    99.3500    99.3500    99.3500   7.2621
6.68%, 2031*         1    250.00    92.7900    92.7900    92.7900    92.7900   7.5333
8.32%, 2032*         1    600.00   105.1815   105.1815   105.1815   105.1815   7.7200
7.50%, 2034*         1     50.00    98.4163    98.4163    98.4163    98.4163   7.6700
8.30%, 2042*         2    500.00   106.1800   106.1800   106.1800   106.1800   7.7362
8.13%, 2045*         1    250.00   104.7000   104.7000   104.7000   104.7000   7.7143
Total               12   5100.00

Institutions Non-Slr Bond
-------------------------
7.18%, NBRD 2020*    1   2500.00    99.7001    99.7001    99.7001    99.7001   7.3083
7.25%, SIDB 2020*    1   1000.00    99.3678    99.3678    99.3678    99.3678   7.5450
Total                2   3500.00

Institutions Tax-Free Bond
--------------------------
8.76%, NHB 2034*     1    150.00   126.0171   126.0171   126.0171   126.0171   6.1500
Total                1    150.00

Public Sector Unit Taxable Bond
-------------------------------
7.15%, IRFC 2018A*   1    250.00    99.7283    99.7283    99.7283    99.7283   7.4500
8.53%, PFC 2020*     2    500.00   101.7673   101.7673   101.7673   101.7673   7.6800
Total                3    750.00

State Government Development Loan
---------------------------------
7.20%, MAH 2027*     1     50.00    95.5200    95.5200    95.5200    95.5200   7.8760
8.39%, RAJ 2021*     1    300.00   102.7131   102.7131   102.7131   102.7131   7.4000
7.65%, TN 2027*      5   1150.00    98.4000    98.3400    98.4000    98.3787   7.8874
8.51%, UP 2021*      1    500.00   102.8596   102.8596   102.8596   102.8596   7.4700
8.51%, UP 2023B*     1    250.00   103.1629   103.1629   103.1629   103.1629   7.7500
Total                9   2250.00

 (*) 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