November 21, 2017 / 1:12 PM / 7 months ago

NSE Wholesale Debt Market Trades-Nov 21

    Nov 21 (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               :       15,497.5           27,726.5
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             59              108

GOVERNMENT SECURITIES                                   Tuesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       10,490.0           18,634.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             34              66

NON-GOVERNMENT SECURITIES                               Tuesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        5,007.5            9,092.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             25              42

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
----------------------------
7.73%, 2034                        3,470.00                  7.41
8.24%, 2027                        1,670.00                  7.25
8.17%, 2044                        1,250.00                  7.50

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
8.10%, RJIC 2019                   1,700.00                  7.10

Corporate Debentures
--------------------
7.40%, TML 2021                      700.00                  7.50

Corporate Debentures
--------------------
8.75%, HDFC 2021                     500.00                  7.54

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
--------------------
8.75%, HDFC 2021*    1    500.00   103.3208   103.3208   103.3208   103.3208   7.5400
6.78%, RIL 2020*     1    250.00    99.1589    99.1589    99.1589    99.1589   7.0991
8.10%, RJIC 2019*    3   1700.00   101.2521   101.2521   101.2521   101.2521   7.1000
7.40%, TML 2021*     1    700.00    99.6338    99.6338    99.6338    99.6338   7.5000
Total                6   3150.00

Corporate Deep Discount Debentures
----------------------------------
CCFI 2018B (RESET)   1      2.50   129.4800   129.4800   129.4800   129.4800   0.0000
CCFL 2018C (RESET)   2     10.00   109.0250   109.0250   109.0250   109.0250   0.0000
CCFL 2019E (RESET)   1      5.00   109.3900   109.3900   109.3900   109.3900   0.0000
CCFL 2019F (RESET)   3     17.00   109.3900   109.3900   109.3900   109.3900   0.0000
CCFL 2019H (RESET)   3     18.00   109.2900   109.2900   109.2900   109.2900   0.0000
CCFL 2020O (RESET)   1      5.00   111.7100   111.7100   111.7100   111.7100   0.0000
Total               11     57.50

Central Government Goi Dated Securities
---------------------------------------
8.27%, 2020*         2   1000.00   103.7800   103.7800   103.7800   103.7800   6.6303
7.80%, 2021*         1     50.00   103.2000   103.2000   103.2000   103.2000   6.7238
7.94%, 2021*         1    100.00   103.7000   103.7000   103.7000   103.7000   6.7372
8.08%, 2022*         1     50.00   104.9000   104.9000   104.9000   104.9000   6.8381
7.35%, 2024*         2    450.00   101.8200   101.8200   101.8200   101.8200   6.9986
8.15%, 2026*         2    400.00   106.0500   106.0500   106.0500   106.0500   7.2244
6.79%, 2027*         2    750.00    99.2350    99.2100    99.2100    99.2183   6.9034
8.24%, 2027*         4   1670.00   106.5454   106.5454   106.5454   106.5454   7.2522
6.68%, 2031*         3   1000.00    97.1900    97.1350    97.1350    97.1625   7.0023
7.73%, 2034*        10   3470.00   103.0902   102.7691   103.0902   103.0225   7.4141
8.17%, 2044*         4   1250.00   107.7083   107.4035   107.6100   107.6639   7.5036
7.72%, 2055*         1     50.00   104.0409   104.0409   104.0409   104.0409   7.4000
Total               33  10240.00

Institutions Non-Slr Bond
-------------------------
6.98%, NBRD 2020*    1    250.00    99.6608    99.6608    99.6608    99.6608   7.1000
Total                1    250.00

Public Sector Unit Taxable Bond
-------------------------------
9.95%, FCI 2022*     1    500.00   109.5646   109.5646   109.5646   109.5646   7.2500
8.53%, PFC 2020*     1     50.00   102.9730   102.9730   102.9730   102.9730   7.2384
7.20%, PGC 2027*     1    500.00    97.3026    97.3026    97.3026    97.3026   7.5900
7.89%, PGC 2027*     1     50.00   101.8575   101.8575   101.8575   101.8575   7.5900
8.23%, RECL 2025*    2    350.00   103.2075   103.2075   103.2075   103.2075   7.6200
7.95%, RECL 2027*    1    100.00   102.2407   102.2407   102.2407   102.2407   7.5900
Total                7   1550.00

State Government Development Loan
---------------------------------
7.64%, KRN 2027*     1    250.00   100.5500   100.5500   100.5500   100.5500   7.5596
Total                1    250.00

 (*) 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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