November 16, 2017 / 12:48 PM / 2 months ago

NSE Wholesale Debt Market Trades-Nov 16

    Nov 16 (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               :       17,100.0           77,940.1
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             44              184

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       10,550.0           49,545.1
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             23              100

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        6,550.0           28,395.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             21              84

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
----------------------------
8.17%, 2044                        1,250.00                  7.55
6.79%, 2027                        1,000.00                  7.05

Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------

Jan 04, 2018                       1,500.00                  6.10


TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Public Sector Unit Taxable Bond
-------------------------------
7.47%, PFC 2021                    2,000.00                  7.36

Corporate Debentures
--------------------
7.45%, HDFC 2018                     950.00                  7.15


Public Sector Unit Taxable Bond
-------------------------------
7.27%, IRFC 2027                     550.00                  7.70

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
----------
7.95%, HDBK 2026*    1    200.00   101.2406   101.2406   101.2406   101.2406   7.7400
Total                1    200.00

Corporate Debentures
--------------------
8.50%, CFL 2019B*    1     50.00   100.6251   100.6251   100.6251   100.6251   8.1299
9.05%, DHFL 2023*    1    200.00   101.7175   101.7175   101.7175   101.7175   8.6443
7.45%, HDFC 2018*    1    950.00   100.0398   100.0398   100.0398   100.0398   7.1500
7.55%, HDFC 2019*    1    250.00   100.0844   100.0844   100.0844   100.0844   7.4400
8.10%, IBHF 2018*    1    250.00   100.2572   100.2572   100.2572   100.2572   7.1000
Total                5   1700.00

Central Government Goi Dated Securities
---------------------------------------
7.80%, 2021*         2    550.00   103.0700   103.0000   103.0700   103.0064   6.7914
7.16%, 2023*         1    250.00   100.8200   100.8200   100.8200   100.8200   6.2049
7.68%, 2023*         1     50.00   103.2300   103.2300   103.2300   103.2300   7.0163
6.79%, 2027*         1   1000.00    98.2100    98.2100    98.2100    98.2100   7.0517
8.97%, 2030*         1   1000.00   113.0000   113.0000   113.0000   113.0000   7.3988
6.68%, 2031*         1    500.00    96.1675    96.1675    96.1675    96.1675   7.1185
7.95%, 2032*         1    150.00   103.9612   103.9612   103.9612   103.9612   7.5000
8.30%, 2040*         2    700.00   108.0619   108.0619   108.0619   108.0619   7.5500
8.17%, 2044*         2   1250.00   107.1000   107.1000   107.1000   107.1000   7.5499
8.13%, 2045*         3    750.00   106.8970   106.8970   106.8970   106.8970   7.5319
Total               15   6200.00

Institutions Non-Slr Bond
-------------------------
6.98%, NBRD 2020*    1    250.00    99.6102    99.6102    99.6102    99.6102   7.1200
Total                1    250.00

Public Sector Unit Taxable Bond
-------------------------------
7.27%, IRFC 2027*    4    550.00    97.1183    97.0983    97.1183    97.1038   7.7023
7.49%, IRFC 2027*    1     50.00    98.6589    98.6589    98.6589    98.6589   7.6850
8.80%, PFC 2019*     1    400.00   102.6497   102.6497   102.6497   102.6497   7.2500
7.47%, PFC 2021*     2   2000.00   100.3017   100.2842   100.3017   100.2930   7.3628
7.18%, PFC 2027*     2    350.00    97.3042    97.1817    97.1817    97.2517   7.6545
7.30%, PGC 2027*     1    250.00    97.4423    97.4423    97.4423    97.4423   7.6720
8.70%, RECL 2019*    1    300.00   102.4201   102.4201   102.4201   102.4201   7.0500
7.95%, RECL 2027*    2    500.00   101.4511   101.4511   101.4511   101.4511   7.7100
Total               14   4400.00

State Government Development Loan
---------------------------------
9.53%, GUJ 2024*     1    100.00   109.1651   109.1651   109.1651   109.1651   7.6500
7.62%, GUJ 2027*     1    250.00    99.6505    99.6505    99.6505    99.6505   7.6700
7.20%, MAH 2027*     1    500.00    96.9100    96.9100    96.9100    96.9100   7.6537
9.84%, UTK 2024*     1    500.00   110.5747   110.5747   110.5747   110.5747   7.6800
Total                4   1350.00


Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Aug 02, 2018*        1    500.00    95.7626    95.7626    95.7626    95.7626   6.2600
Jan 04, 2018*        1   1500.00    99.2055    99.2055    99.2055    99.2055   6.1000
Nov 15, 2018*        1    250.00    94.1260    94.1260    94.1260    94.1260   6.2750
Total                3   2250.00


Treasury Bill 
-------------
91-Days (maturing on) 
----------------------
Feb 15, 2018*        1    750.00    98.5162    98.5162    98.5162    98.5162   6.1081
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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