January 4, 2018 / 12:44 PM / 15 days ago

NSE Wholesale Debt Market Trades-Jan 4

    Jan 4 (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               :       17,473.5           55,105.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             48              122

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       10,100.0           38,043.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             23              66

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        7,373.5           17,061.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             25              56

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
----------------------------
6.79%, 2027                        1,500.00                  7.35

Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Jan 03, 2019                        1,500.00                  6.46
Jun 07, 2018                          950.00                  6.32

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
7.40%, TML 2021                    1,950.00                  7.90

Public Sector Unit Taxable Bond
-------------------------------
9.02%, RECL 2019A                  1,250.00                  7.45

Corporate Debentures
--------------------
7.33%, HDFC 2018                   1,000.00                  7.74

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%, AXBK 2023*    4    966.00    98.7164    98.6716    98.7164    98.6934   7.8751
Total                4    966.00

Banks Perpetual Bond
--------------------
8.85%, HDBK *        3   1000.00   100.0688   100.0688   100.0688   100.0688   8.8000
Total                3   1000.00

Corporate Debentures
--------------------
7.33%, HDFC 2018*    3   1000.00    99.6100    99.6013    99.6013    99.6057   7.7450
7.80%, LICH 2020B*   1     50.00    99.7801    99.7801    99.7801    99.7801   7.8800
7.40%, TML 2021*     2   1950.00    98.4568    98.4568    98.4568    98.4568   7.8999
Total                6   3000.00

Corporate Deep Discount Debentures
----------------------------------
CCFI 2018I (RESET)   1      2.50   117.8800   117.8800   117.8800   117.8800   0.0000
CFIL 2020T (RESET)   1     10.00   120.4200   120.4200   120.4200   120.4200   0.0000
Total                2     12.50

Central Government Goi Dated Securities
---------------------------------------
6.90%, 2019*         1    500.00   100.3253   100.3253   100.3253   100.3253   6.6700
7.80%, 2020*         1    200.00   101.9550   101.9550   101.9550   101.9550   6.8699
6.84%, 2022*         2    200.00    98.5400    98.5400    98.5400    98.5400   7.1943
8.20%, 2022*         1    500.00   103.4500   103.4500   103.4500   103.4500   7.2117
8.15%, 2022A*        2    100.00   103.3500   103.3500   103.3500   103.3500   7.2507
8.15%, 2026*         1    800.00   103.7877   103.7877   103.7877   103.7877   7.5550
8.33%, 2026*         1    800.00   104.7835   104.7835   104.7835   104.7835   7.5575
6.79%, 2027*         3   1500.00    96.3200    96.2050    96.2350    96.2533   7.3488
6.68%, 2031*         1    500.00    93.3300    93.3300    93.3300    93.3300   7.4641
Total               13   5100.00

Institutions Non-Slr Bond
-------------------------
7.35%, EXIM 2022*    1    245.00    98.6971    98.6971    98.6971    98.6971   7.6900
7.40%, NBRD 2021*    2    250.00    99.7006    99.7002    99.7002    99.7003   7.5100
Total                3    495.00

Public Sector Unit Taxable Bond
-------------------------------
8.49%, NHPC 2023*    1    100.00   103.3489   103.3489   103.3489   103.3489   7.7500
8.13%, PGC 2022*     1     50.00   101.4428   101.4428   101.4428   101.4428   7.7000
8.13%, PGC 2023*     1     50.00   101.5191   101.5191   101.5191   101.5191   7.7500
8.70%, PGC 2023*     1    200.00   104.0417   104.0417   104.0417   104.0417   7.7500
9.02%, RECL 2019*    1    250.00   102.5807   102.5807   102.5807   102.5807   7.4700
9.02%, RECL 2019A*   2   1250.00   102.0048   102.0048   102.0048   102.0048   7.4500
Total                7   1900.00

State Government Development Loan
---------------------------------
8.18%, HARY 2023*    1    100.00   101.4979   101.4979   101.4979   101.4979   7.8350
8.45%, PUN 2023*     1     50.00   102.6878   102.6878   102.6878   102.6878   7.8100
8.27%, RAJ 2023*     1    250.00   101.8997   101.8997   101.8997   101.8997   7.8350
7.67%, TN 2023*      1    700.00    99.4337    99.4337    99.4337    99.4337   7.8000
Total                4   1100.00

Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Jan 03, 2019*        3   1500.00    93.9632    93.9632    93.9632    93.9632   6.4600
Jun 07, 2018*        1    950.00    97.4212    97.4212    97.4212    97.4212   6.3150
Jun 21, 2018*        1    950.00    97.1918    97.1918    97.1918    97.1918   6.3150
Total                5   3400.00

Treasury Bill 
-------------
91-Days (maturing on) 
----------------------
Jan 25, 2018*        1    500.00    99.6778    99.6778    99.6778    99.6778   5.9000
Total                1    500.00

(*) 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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