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NSE Wholesale Debt Market Trades-Nov 2
November 2, 2017 / 1:00 PM / 19 days ago

NSE Wholesale Debt Market Trades-Nov 2

    Nov 2 (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               :       13,054.8           63,526.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             40              180

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :        4,554.8           29,927.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             15              83

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        8,500.0           33,599.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             25              97

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
----------------------------
6.68%, 2031                        1,100.00                  7.01
6.84%, 2022                          500.00                  6.74
7.73%, 2034                          500.00                  7.34

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%, LICH 2018                   2,000.00                  7.15

Institutions Non-Slr Bond
-------------------------
6.98%, NBRD 2020                   1,600.00                  6.99

Public Sector Unit Taxable Bond
-------------------------------
8.05%, RECL 2018                     650.00                  6.82

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     50.00   101.7590   101.7590   101.7590   101.7590   7.6600
7.47%, ICIC 2027*    1    350.00    98.5782    98.5782    98.5782    98.5782   7.6700
Total                2    400.00

Banks Perpetual Bond
--------------------
9.48%, BOBD*         1    250.00   102.3150   102.3150   102.3150   102.3150   8.2500
10.28%,CORB*         1    500.00   102.5629   102.5629   102.5629   102.5629   9.5000
Total                2    750.00

Corporate Debentures
--------------------
8.50%, CFL 2019B*    1    250.00   100.7000   100.7000   100.7000   100.7000   8.1000
9.10%, DHFL 2026A*   1    200.00   102.9010   102.9010   102.9010   102.9010   8.6000
7.45%, HDFC 2018*    1    500.00   100.0965   100.0965   100.0965   100.0965   7.0800
7.60%, HDFC 2020*    1    500.00   100.2918   100.2918   100.2918   100.2918   7.4400
8.49%, HDFC 2020*    1    250.00   102.2289   102.2289   102.2289   102.2289   7.4300
7.20%, LICH 2018*    2   2000.00    99.9822    99.9822    99.9822    99.9822   7.1500
7.10%, PFC 2022*     2    250.00    99.1960    99.1960    99.1960    99.1960   7.2900
6.78%, RIL 2020*     1    250.00    99.4796    99.4796    99.4796    99.4796   6.9700
7.00%, RIL 2022*     1    250.00    99.2949    99.2949    99.2949    99.2949   7.1650
76997%, SUNF 2020*  1    250.00   100.0850   100.0850   100.0850   100.0850   7.6500
Total               12   4700.00

Central Government Goi Dated Securities
---------------------------------------
6.84%, 2022*         1    500.00   100.4000   100.4000   100.4000   100.4000   6.7439
8.13%, 2022*         1    250.00   105.4685   105.4685   105.4685   105.4685   6.7925
8.15%, 2022A*        1    250.00   105.3700   105.3700   105.3700   105.3700   6.7704
7.72%, 2025*         1    250.00   104.2525   104.2525   104.2525   104.2525   6.9853
6.79%, 2027*         1    250.00    99.3925    99.3925    99.3925    99.3925   6.8774
6.68%, 2031*         3   1100.00    97.1300    97.0800    97.0800    97.1005   7.0090
7.95%, 2032*         1    150.00   105.4386   105.4386   105.4386   105.4386   7.3400
7.73%, 2034*         1    500.00   103.7500   103.7500   103.7500   103.7500   7.3404
8.17%, 2044*         1    250.00   108.4500   108.4500   108.4500   108.4500   7.4396
Total               11   3500.00

Institutions Non-Slr Bond
-------------------------
6.98%, NBRD 2020*    5   1600.00    99.9663    99.9405    99.9405    99.9421   6.9894
Total                5   1600.00

Public Sector Unit Taxable Bond
-------------------------------
7.49%, IRFC 2027*    1    150.00    99.5794    99.5794    99.5794    99.5794   7.5450
7.83%, IRFC 2027*    2    250.00   101.7596   101.7596   101.7596   101.7596   7.5600
8.05%, RECL 2018*    1    650.00   101.2343   101.2343   101.2343   101.2343   6.8202
Total                4   1050.00

State Government Development Loan
---------------------------------
7.67%, JHAR 2032*    1    150.00   100.2500   100.2500   100.2500   100.2500   7.6416
7.20%, MAH 2027*     1    350.00    97.4600    97.4600    97.4600    97.4600   7.5702
7.86%, RAJ 2019*     1     54.80   101.6358   101.6358   101.6358   101.6358   6.7800
Total                3    554.80


Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Feb 01, 2018*        1    500.00    98.5194    98.5194    98.5194    98.5194   0.0000
Total                1    500.00

(*) Indicates at least one deal in above securities is of Rs. 5 crore or above.
Contact Mumbai Rate Reporting Unit:
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