November 20, 2017 / 12:45 PM / a month ago

NSE Wholesale Debt Market Trades-Nov 20

   Nov 20 (Reuters) - Below is a summary of Monday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                         Monday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       12,729.0           12,729.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             50              50

GOVERNMENT SECURITIES                                    Monday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :        8,644.0            8,644.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             33              33

NON-GOVERNMENT SECURITIES                                Monday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        4,085.0            4,085.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             17              17

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                        2,150.00                  6.94
8.20%, 2022                        1,500.00                  6.69
8.60%, 2028                        1,500.00                  7.30

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
7.10%, PFC 2022                    1,700.00                  7.36

Public Sector Unit Taxable Bond
-------------------------------
7.49%, IRFC 2027                     500.00                  7.55

Public Sector Unit Taxable Bond
-------------------------------
7.95%, PFC 2019                      500.00                  7.08

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
--------------------
9.05%, DHFL 2023*    2    250.00   102.0050   102.0050   102.0050   102.0050   8.5800
7.20%, HDFC 2018A*   1    250.00    99.9452    99.9452    99.9452    99.9452   7.0900
7.06%, LICH 2018*    1    200.00    99.8817    99.8817    99.8817    99.8817   7.1600
7.10%, PFC 2022*     4   1700.00    98.9652    98.8883    98.9652    98.9222   7.3612
Total                8   2400.00

Corporate Deep Discount Debentures
----------------------------------
CCFL 2018D (RESET)   1     50.00   104.4400   104.4400   104.4400   104.4400   0.0000
CCFL 2019H (RESET)   2     35.00   109.2600   109.2600   109.2600   109.2600   0.0000
Total                3     85.00

Central Government Goi Dated Securities
---------------------------------------
8.12%, 2020*         1     50.00   103.9050   103.9050   103.9050   103.9050   6.6824
6.84%, 2022*         2    650.00   100.2200   100.1900   100.1900   100.2131   6.7879
8.20%, 2022*         3   1500.00   106.1300   105.1300   105.1300   105.4700   6.6906
7.16%, 2023*         1    500.00   101.2408   101.2408   101.2408   101.2408   6.8850
6.79%, 2027*         6   2150.00    99.1950    98.7500    99.1950    98.9470   6.9432
8.60%, 2028*         3   1500.00   109.4900   109.2416   109.4900   109.4072   7.3035
9.20%, 2030*         1    100.00   115.2945   115.2945   115.2945   115.2945   7.3400
6.68%, 2031*         2    300.00    97.1050    97.1050    97.1050    97.1050   7.0089
6.57%, 2033*         1    100.00    93.7700    93.7700    93.7700    93.7700   7.2321
7.73%, 2034*         4    694.00   102.9100   102.8300   102.8668   102.8627   7.4304
8.17%, 2044*         4    500.00   107.8300   107.5251   107.5251   107.6412   7.5055
Total               28   8044.00

Public Sector Unit Taxable Bond
-------------------------------
7.49%, IRFC 2027*    1    500.00    99.5464    99.5464    99.5464    99.5464   7.5500
7.95%, PFC 2019*     2    500.00   101.1121   101.1121   101.1121   101.1121   7.0799
7.46%, PFC 2020*     1    250.00   100.4056   100.4056   100.4056   100.4056   7.2500
8.36%, PFC 2020*     2    350.00   102.2502   102.2502   102.2502   102.2502   7.2200
Total                6   1600.00

State Government Development Loan
---------------------------------
7.52%, GUJ 2027*     1    150.00    99.5308    99.5308    99.5308    99.5308   7.5900
7.48%, KER 2032*     1    200.00    98.9071    98.9071    98.9071    98.9071   7.6025
7.70%, KRN 2027*     1     50.00   100.7100   100.7100   100.7100   100.7100   7.5969
7.20%, MAH 2027*     2    200.00    97.4703    97.4703    97.4703    97.4703   7.5700
Total                5    600.00

 (*) 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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