January 29, 2018 / 12:54 PM / 6 months ago

NSE Wholesale Debt Market Trades-Jan 29

    Jan 29 (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               :        8,757.0            8,757.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             48              48

GOVERNMENT SECURITIES                                    Monday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :        4,900.0            4,900.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             12              12

NON-GOVERNMENT SECURITIES                                Monday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        3,857.0            3,857.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             36              36

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
----------------------------
6.68%, 2031                        1,000.00                  7.59
7.35%, 2024                          500.00                  7.45

Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Apr 26, 2018                        1,500.00                  6.40

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
-------------------------------
8.28%, PFC 2018                    1,000.00                  7.67

Public Sector Unit Taxable Bond
-------------------------------
9.29%, PFC 2022                      495.00                  7.86

Public Sector Unit Taxable Bond
-------------------------------
7.60%, RECL 2021                     400.00                  7.59

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*    1     50.00    98.6751    98.6751    98.6751    98.6751   7.8800
Total                1     50.00

Corporate Debentures
--------------------
7.33%, HDFC 2018*    1    250.00    99.4592    99.4592    99.4592    99.4592   7.9621
7.10%, PFC 2022*     2    350.00    97.3852    97.3852    97.3852    97.3852   7.7850
9.25%, RJIC 2024*    1     50.00   104.1931   104.1931   104.1931   104.1931   8.3500
7.57%, ULCE 2021*    1    250.00    99.5850    99.5850    99.5850    99.5850   7.6800
Total                5    900.00

Corporate Deep Discount Debentures
----------------------------------
CCFI 2018C (RESET)   7     25.50   117.2142   117.2142   117.2142   117.2142   0.0000
CCFI 2018F (RESET)   4     14.00   118.2977   118.2977   118.2977   118.2977   0.0000
CCFI 2018G (RESET)   1      2.50   118.2633   118.2633   118.2633   118.2633   0.0000
CFIL 2020F (RESET)   1     10.00   122.6800   122.6800   122.6800   122.6800   0.0000
CFIL 2020P (RESET)   1      5.00   122.1806   122.1806   122.1806   122.1806   0.0000
CFIL 2020Q (RESET)   1      5.00   121.9875   121.9875   121.9875   121.9875   0.0000
Total               15     62.00

Central Government Goi Dated Securities
---------------------------------------
6.84%, 2022*         1    250.00    98.3500    98.3500    98.3500    98.3500   7.2444
7.35%, 2024*         1    500.00    99.4800    99.4800    99.4800    99.4800   7.4515
6.79%, 2027*         1    250.00    95.3850    95.3850    95.3850    95.3850   7.4859
7.17%, 2028*         1    500.00    99.0950    99.0950    99.0950    99.0950   7.2986
8.60%, 2028*         1    500.00   106.5475   106.5475   106.5475   106.5475   7.6689
6.68%, 2031*         2   1000.00    92.3800    92.3800    92.3800    92.3800   7.5852
6.57%, 2033*         1    150.00    89.5000    89.5000    89.5000    89.5000   7.7290
8.24%, 2033*         1    150.00   104.3983   104.3983   104.3983   104.3983   7.7500
Total                9   3300.00

Institutions Non-Slr Bond
-------------------------
7.40%, NBRD 2021*    1    100.00    99.6652    99.6652    99.6652    99.6652   7.5200
Total                1    100.00

Public Sector Unit Taxable Bond
-------------------------------
8.80%, FCI 2028*     1    200.00   105.8241   105.8241   105.8241   105.8241   7.9300
8.10%, NTPC 2021*    1    350.00   101.2519   101.2519   101.2519   101.2519   7.6300
8.28%, PFC 2018*     2   1000.00   100.2711   100.2711   100.2711   100.2711   7.6668
9.29%, PFC 2022*     3    495.00   103.3939   103.3246   103.3939   103.3596   7.8645
8.40%, PGC 2022*     1     50.00   102.3343   102.3343   102.3343   102.3343   7.7197
8.93%, PGC 2025*     1    100.00   105.6882   105.6882   105.6882   105.6882   7.9000
8.70%, PGC 2028*     1    150.00   105.1392   105.1392   105.1392   105.1392   7.9400
7.60%, RECL 2021*    4    400.00   100.0503   100.0503   100.0503   100.0503   7.5900
Total               14   2745.00

State Government Development Loan
---------------------------------
7.42%, MAH 2022*     1    100.00    99.1566    99.1566    99.1566    99.1566   7.6500
Total                1    100.00

Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Apr 26, 2018*        2   1500.00    98.5150    98.5150    98.5150    98.5150   6.3977
Total                2   1500.00

(*) 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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