January 30, 2018 / 12:46 PM / 3 months ago

NSE Wholesale Debt Market Trades-Jan 30

    Jan 30 (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               :       28,165.0           36,922.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             45              93

GOVERNMENT SECURITIES                                   Tuesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       24,020.0           28,920.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             32              44

NON-GOVERNMENT SECURITIES                               Tuesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        4,145.0            8,002.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             13              49

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                       9,050.00                  6.65
8.79%, 2021                        5,000.00                  7.21
7.16%, 2023                        4,200.00                  7.40

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
7.20%, HDFC 2020                   1,500.00                  8.15

Corporate Deep Discount Debentures
----------------------------------
CCFL 2019Q (RESET)                 1,000.00                  0.00

Corporate Debentures
--------------------
7.45%, HDFC 2018                     500.00                  7.94

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
--------------------
8.85%, HDBK*         2    100.00    99.9036    99.9036    99.9036    99.9036   8.8500
Total                2    100.00

Corporate Debentures
--------------------
7.45%, HDFC 2018*    1    500.00    99.7613    99.7613    99.7613    99.7613   7.9406
7.20%, HDFC 2020*    3   1500.00    97.7923    97.7923    97.7923    97.7923   8.1500
8.45%, HDFC 2026*    1     50.00   102.4925   102.4925   102.4925   102.4925   8.0100
Total                5   2050.00

Corporate Deep Discount Debentures
----------------------------------
CCFL 2019Q (RESET)   1   1000.00   107.2309   107.2309   107.2309   107.2309   0.0000
Total                1   1000.00

Central Government Goi Dated Securities
---------------------------------------
6.05%, 2019A*        7   9050.00    99.4500    99.4200    99.4500    99.4243   6.6507
8.79%, 2021*         2   5000.00   105.1189   105.1189   105.1189   105.1189   7.2100
6.84%, 2022*         1    500.00    98.0500    98.0500    98.0500    98.0500   7.3192
7.16%, 2023*         2   4200.00    98.9470    98.9470    98.9470    98.9470   7.4000
7.35%, 2024*         1   1000.00    99.2876    99.2876    99.2876    99.2876   7.4900
8.40%, 2024*         1    100.00   104.2500   104.2500   104.2500   104.2500   7.5596
7.17%, 2028*         3    750.00    98.2500    98.0000    98.0000    98.1650   7.4334
6.68%, 2031*         1    250.00    91.5700    91.5700    91.5700    91.5700   7.6874
8.13%, 2045*         2    300.00   103.6000   103.5200   103.5200   103.5467   7.8131
Total               20  21150.00

Public Sector Unit Taxable Bond
-------------------------------
7.49%, IRFC 2027*    2    245.00    96.7483    96.7483    96.7483    96.7483   7.9900
8.96%, PFC 2019*     1    250.00   101.8782   101.8782   101.8782   101.8782   7.7100
8.56%, RECL 2019*    1    250.00   101.4451   101.4451   101.4451   101.4451   7.6300
7.60%, RECL 2021*    1    250.00    99.9402    99.9402    99.9402    99.9402   7.6300
Total                5    995.00

State Government Development Loan
---------------------------------
8.91%, AP 2022A*     1     50.00   104.8485   104.8485   104.8485   104.8485   7.6800
8.83%, GUJ 2022*     1     50.00   104.3129   104.3129   104.3129   104.3129   7.6700
8.84%, GUJ 2022*     1     50.00   104.5358   104.5358   104.5358   104.5358   7.6700
8.85%, MAH 2022A*    1     50.00   104.5445   104.5445   104.5445   104.5445   7.6700
7.20%, MAH 2027      1     20.00    95.1160    95.1160    95.1160    95.1160   7.9400
7.65%, TN 2027*      3    750.00    97.2331    97.2001    97.2001    97.2111   8.0633
Total                8    970.00

Treasury Bill 
------------- 
312-Days (maturing on) 
----------------------
Mar 16, 2018*        3   1550.00    99.2593    99.2581    99.2593    99.2593   6.1968
Total                3   1550.00

Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Apr 05, 2018*        1    350.00    98.8980    98.8980    98.8980    98.8980   6.3550
Total                1    350.00

(*) 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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