November 23, 2017 / 12:51 PM / 2 months ago

NSE Wholesale Debt Market Trades-Nov 23

  Nov 23 (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               :       26,566.1           79,898.6
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             51              209

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :        9,916.1           46,865.1
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             22              112

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       16,650.0           33,033.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             29              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
----------------------------
6.79%, 2027                        2,600.00                  7.01
8.20%, 2025                        2,200.00                  7.24
6.68%, 2031                        1,050.00                  7.08

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Institutions Non-Slr Bond
-------------------------
8.04%, SIDB 2019                   4,250.00                  7.00

Corporate Debentures
--------------------
7.78%, HDFC 2020                   1,900.00                  7.53

Corporate Debentures
--------------------
6.78%, RIL 2020                    1,500.00                  7.17

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 Perpetual Bond
--------------------
9.20%, ICICA*        1    350.00   101.6323   101.6323   101.6323   101.6323   8.7000
Total                1    350.00

Corporate Debentures
--------------------
7.78%, HDFC 2020*    2   1900.00   100.4358   100.4358   100.4358   100.4358   7.5300
9.24%, HDFC 2024*    1    100.00   107.0855   107.0855   107.0855   107.0855   7.8000
10.10%, IBHF 2018*   1    250.00   100.8064   100.8064   100.8064   100.8064   7.0000
8.34%, LICH 2018*    1     50.00   100.4638   100.4638   100.4638   100.4638   7.2243
8.72%, LICH 2019*    1    100.00   102.2052   102.2052   102.2052   102.2052   7.5000
8.75%, LICH 2020A*   1    900.00   103.0643   103.0643   103.0643   103.0643   7.5800
7.42%, LICH 2022*    2    250.00    99.0532    99.0532    99.0532    99.0532   7.6500
7.10%, PFC 2022*     1   1000.00    98.4678    98.4678    98.4678    98.4678   7.4800
6.78%, RIL 2020*     1   1500.00    98.9874    98.9874    98.9874    98.9874   7.1691
7.00%, RIL 2022*     1   1000.00    98.6116    98.6116    98.6116    98.6116   7.3400
Total               12   7050.00

Corporate Deep Discount Debentures
----------------------------------
0.00%, HDFC 2020*    1    250.00   130.2512   130.2512   130.2512   130.2512   7.5200
Total                1    250.00

Central Government Goi Dated Securities
---------------------------------------
8.27%, 2020          2   1000.00   103.6300   103.6200   103.6200   103.6250   6.6931
7.35%, 2024          1    200.00   101.5492   101.5492   101.5492   101.5492   7.0500
8.20%, 2025          5   2200.00   105.6475   105.6475   105.6475   105.6475   7.2400
6.79%, 2027          4   2600.00    98.5650    98.5050    98.5650    98.5140   7.0069
6.68%, 2031          3   1050.00    96.5400    96.3600    96.5400    96.4648   7.0839
6.57%, 2033          1    250.00    93.1500    93.1500    93.1500    93.1500   7.3017
7.73%, 2034          1    350.00   102.2500   102.2500   102.2500   102.2500   7.4933
8.83%, 2041          1     50.00   113.9718   113.9718   113.9718   113.9718   7.5600
Total               18   7700.00

Institutions Non-Slr Bond
-------------------------
6.98%, NBRD 2020*    2    400.00    99.4612    99.4612    99.4612    99.4612   7.1800
8.04%, SIDB 2019*    3   4250.00   101.1969   101.1969   101.1969   101.1969   7.0000
Total                5   4650.00

Public Sector Unit Taxable Bond
-------------------------------
9.95%, FCI 2022*     2   1000.00   109.2885   109.2885   109.2885   109.2885   7.3200
8.62%, FCI 2023*     2   1000.00   105.2149   105.2149   105.2149   105.2149   7.3800
8.52%, PFC 2019*     1    250.00   102.3408   102.3408   102.3408   102.3408   7.2400
8.05%, PFC 2021*     1    100.00   101.9648   101.9648   101.9648   101.9648   7.3500
7.28%, PFC 2022*     2   1000.00    99.1715    99.1715    99.1715    99.1715   7.4800
7.20%, PGC 2021*     2   1000.00    99.6923    99.6923    99.6923    99.6923   7.2800
Total               10   4350.00

State Government Development Loan
---------------------------------
8.51%, GUJ 2021*     1    966.08   104.0620   104.0620   104.0620   104.0620   7.0750
7.62%, GUJ 2027*     1    250.00   100.4061   100.4061   100.4061   100.4061   7.5600
8.46%, MAH 2021*     1    500.00   103.9682   103.9682   103.9682   103.9682   7.0750
8.51%, MAH 2021*     1    500.00   104.0620   104.0620   104.0620   104.0620   7.0750
Total                4   2216.08

 (*) 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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