November 17, 2017 / 1:15 PM / 7 months ago

NSE Wholesale Debt Market Trades-Nov 17

    Nov 17 (Reuters) - Below is a summary of Friday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                         Friday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       40,900.0           118,840.1
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             75              259

GOVERNMENT SECURITIES                                    Friday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       28,000.0           77,545.1
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             38              138

NON-GOVERNMENT SECURITIES                                Friday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       12,900.0           41,295.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             37              121

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
----------------------------
8.19%, 2020                        6,000.00                  6.62
6.79%, 2027                        3,250.00                  6.98

Treasury Bill 
-------------
91-Days (maturing on) 
----------------------
Feb 08, 2018                      4,000.00                  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
--------------------
7.2%, HDFC2 200                    2,500.00                  7.51

Banks Bond
----------
9.2%, ICIC 2018                    1,500.00                  6.85

Corporate Debentures
--------------------
8.15%, HDFC 2018                   1,000.00                  7.28

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
----------
9.20%, ICIC 2018*    1   1500.00   100.7153   100.7153   100.7153   100.7153   6.8500
Total                1   1500.00

Banks Perpetual Bond
--------------------
8.85%, HDBK*         1    250.00   101.3313   101.3313   101.3313   101.3313   8.4500
9.50%, INDB*         2    400.00   101.4081   101.4081   101.4081   101.4081   9.0600
Total                3    650.00

Corporate Debentures
--------------------
8.15%, HDFC 2018*    2   1000.00   100.5053   100.5053   100.5053   100.5053   7.2796
8.70%, HDFC 2018*    1    250.00   100.6148   100.6148   100.6148   100.6148   7.1490
8.58%, HDFC 2018B*   1    500.00   100.5262   100.5262   100.5262   100.5262   7.2149
7.20%, HDFC 2020*    6   2500.00    99.1911    99.1711    99.1911    99.1831   7.5117
7.40%, HDFC 2020*    2   1000.00    99.7991    99.7991    99.7991    99.7991   7.4700
8.85%, IBHF 2026*    1    100.00   103.4049   103.4049   103.4049   103.4049   8.2800
8.80%, LTF 2019*     1    100.00   101.2163   101.2163   101.2163   101.2163   7.8000
7.10%, PFC 2022*     1    250.00    99.0610    99.0610    99.0610    99.0610   7.3250
9.25%, RJIC 2024*    2    100.00   106.3150   106.1853   106.3150   106.2502   7.9675
9.40%, TCFS 2018*    1     50.00   100.2983   100.2983   100.2983   100.2983   7.1000
7.40%, TML 2021*     1    500.00    99.7565    99.7565    99.7565    99.7565   7.4600
Total               19   6350.00

Central Government Goi Dated Securities
---------------------------------------
8.19%, 2020*         2   6000.00   103.0920   103.0920   103.0920   103.0920   6.6200
8.08%, 2022*         1    100.00   104.7337   104.7337   104.7337   104.7337   6.8800
8.13%, 2022*         2   1300.00   104.9287   104.9287   104.9287   104.9287   6.9100
8.20%, 2022*         1     50.00   104.7500   104.7500   104.7500   104.7500   6.8834
7.16%, 2023*         1    500.00   101.0000   101.0000   101.0000   101.0000   6.9382
8.40%, 2024*         2    100.00   106.5600   106.3800   106.5600   106.4700   7.1624
6.97%, 2026*         1     50.00    99.1200    99.1200    99.1200    99.1200   7.1040
8.33%, 2026*         1    500.00   106.6000   106.6000   106.6000   106.6000   7.2846
6.79%, 2027*         6   3250.00    98.7800    98.7000    98.7000    98.7292   6.9751
8.26%, 2027*         1    500.00   106.6445   106.6445   106.6445   106.6445   7.2900
8.28%, 2027*         4   1900.00   106.6321   106.6321   106.6321   106.6321   7.3200
6.68%, 2031*         2   1500.00    96.7850    96.7500    96.7850    96.7733   7.0476
7.95%, 2032*         1   1250.00   104.7360   104.7360   104.7360   104.7360   7.4150
8.30%, 2042*         1    500.00   108.7350   108.7350   108.7350   108.7350   7.5199
8.17%, 2044*         1   1000.00   107.6000   107.6000   107.6000   107.6000   7.5089
Total               27  18500.00

Institutions Non-Slr Bond
-------------------------
6.98%, NBRD 2020*    2    500.00    99.8873    99.8873    99.8873    99.8873   7.0100
Total                2    500.00

Public Sector Unit Taxable Bond
-------------------------------
7.65%, IRFC 2019*    1   1000.00   101.0666   101.0666   101.0666   101.0666   6.9500
7.24%, IRFC 2021*    1   1000.00   100.4440   100.4440   100.4440   100.4440   7.1000
7.33%, IRFC 2027*    2    200.00    98.4636    98.3969    98.3969    98.4469   7.5625
7.49%, IRFC 2027*    1    250.00    99.4803    99.4803    99.4803    99.4803   7.5601
9.81%, PFC 2018*     2    350.00   102.3272   102.3272   102.3272   102.3272   6.9500
7.93%, PGC 2020*     1    200.00   101.6694   101.6694   101.6694   101.6694   7.1400
7.30%, PGC 2027*     1    250.00    98.1108    98.1108    98.1108    98.1108   7.5700
7.24%, RECL 2021*    3    650.00   100.1613   100.1413   100.1613   100.1490   7.1877
Total               12   3900.00


Treasury Bill 
------------- 
317-Days (maturing on) 
----------------------
Mar 15, 2018*        1   1000.00    98.1022    98.1022    98.1022    98.1022   6.1700
Total                1   1000.00

Treasury Bill 
------------- 
323-Days (maturing on) 
----------------------
Mar 13, 2018*        2   1750.00    98.1338    98.1338    98.1338    98.1338   6.1425
Total                2   1750.00

Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Nov 08, 2018*        2   1000.00    94.3172    94.3172    94.3172    94.3172   6.2300
Total                2   1000.00


Treasury Bill 
-------------
91-Days (maturing on) 
----------------------
Dec 07, 2017*        1   1750.00    99.7223    99.7223    99.7223    99.7223   5.9800
Feb 08, 2018*        5   4000.00    98.6796    98.6796    98.6796    98.6796   6.1050
Total                6   5750.00

(*) 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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