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NSE Wholesale Debt Market Trades-Nov 14
November 14, 2017 / 1:00 PM / 4 days ago

NSE Wholesale Debt Market Trades-Nov 14

    Nov 14 (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               :       16,383.1           42,623.1
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             42              88

GOVERNMENT SECURITIES                                   Tuesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :        7,128.1           26,928.1
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             17              45

NON-GOVERNMENT SECURITIES                               Tuesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        9,255.0           15,695.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             25              43

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
----------------------------
8.08%, 2022                        2,228.10                  6.86
8.24%, 2033                          750.00                  7.39

Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Feb 01, 2018                         750.00                  6.10

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
7.00%, RIL 2022                    2,250.00                  7.34

Corporate Debentures
--------------------
7.20%, HDFC 2020                   1,000.00                  7.50

Corporate Debentures
--------------------
8.10%, RJIC 2019A                  1,000.00                  7.05

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
--------------------
9.40%, DHFL 2018A*   1    100.00   101.7749   101.7749   101.7749   101.7749   7.2500
7.20%, HDFC 2020*    1   1000.00    99.2136    99.2136    99.2136    99.2136   7.5000
7.40%, HDFC 2020*    2    700.00    99.8019    99.7819    99.7819    99.7919   7.4739
7.10%, PFC 2022*     1    200.00    98.7715    98.7715    98.7715    98.7715   7.4000
7.00%, RIL 2022*     4   2250.00    98.5898    98.5898    98.5898    98.5898   7.3450
8.40%, RJIC 2018A*   1    250.00   100.8999   100.8999   100.8999   100.8999   6.9200
8.10%, RJIC 2019A*   1   1000.00   101.4172   101.4172   101.4172   101.4172   7.0500
7.47%, SUNF 2020*    1     50.00    99.6214    99.6214    99.6214    99.6214   7.6000
Total               12   5550.00

Corporate Deep Discount Debentures
----------------------------------
CCFL 2019H (RESET)   1      5.00   109.1000   109.1000   109.1000   109.1000   0.0000
Total                1      5.00

Central Government Goi Dated Securities
---------------------------------------
8.08%, 2022*         2   2228.11   104.8200   104.8200   104.8200   104.8200   6.8617
7.72%, 2025*         1    500.00   103.6700   103.6700   103.6700   103.6700   7.0819
6.79%, 2029*         1    500.00    97.1500    97.1500    97.1500    97.1500   7.1443
6.68%, 2031*         1    500.00    96.1200    96.1200    96.1200    96.1200   7.1241
8.24%, 2033*         1    750.00   107.8500   107.8500   107.8500   107.8500   7.3945
8.83%, 2041*         2    200.00   114.0961   113.9739   114.0961   114.0350   7.5550
8.17%, 2044*         2    300.00   107.1000   106.9177   106.9177   106.9785   7.5600
8.13%, 2045*         1    100.00   106.9030   106.9030   106.9030   106.9030   7.5314
6.62%, 2051*         1    500.00    90.1600    90.1600    90.1600    90.1600   7.4162
Total               12   5578.11

Public Sector Unit Taxable Bond
-------------------------------
7.50%, PFC 2020*     1    500.00   100.5989   100.5989   100.5989   100.5989   7.2500
8.45%, PFC 2020*     1    400.00   102.8084   102.8084   102.8084   102.8084   7.2500
9.35%, PGC 2020*     1    250.00   105.5704   105.5704   105.5704   105.5704   7.0500
6.88%, RECL 2018*    1    300.00   100.0128   100.0128   100.0128   100.0128   6.7700
9.38%, RECL 2018*    1    450.00   102.4003   102.4003   102.4003   102.4003   6.7500
7.03%, RECL 2022*    4    400.00    98.8821    98.8821    98.8821    98.8821   7.3000
7.46%, RECL 2022*    2    900.00   100.3919   100.3919   100.3919   100.3919   7.3300
7.95%, RECL 2027*    1    500.00   102.2918   102.2918   102.2918   102.2918   7.5825
Total               12   3700.00

State Government Development Loan
---------------------------------
6.94%, MAH 2022*     1    100.00    99.1880    99.1880    99.1880    99.1880   7.1400
7.20%, MAH 2027*     2    450.00    96.8850    96.8850    96.8850    96.8850   7.6573
8.29%, RAJ 2024*     1    250.00   102.7800   102.7800   102.7800   102.7800   7.7419
Total                4    800.00


Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Feb 01, 2018*        1    750.00    98.7132    98.7132    98.7132    98.7132   6.1000
Total                1    750.00

(*) 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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