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NSE Wholesale Debt Market Trades-Nov 24
November 24, 2017 / 1:38 PM / 20 days ago

NSE Wholesale Debt Market Trades-Nov 24

   Nov 24 (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               :       15,300.0           95,948.6
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             69              280

GOVERNMENT SECURITIES                                    Friday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       11,300.0           58,915.1
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             24              138

NON-GOVERNMENT SECURITIES                                Friday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        4,000.0           37,033.5
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             45              142

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                        1,500.00                  7.10
6.79%, 2027                        1,350.00                  7.01

State Government Development Loan
---------------------------------
7.86%, RAJ 2019                    1,500.00                  6.80

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Public Sector Unit Taxable Bond
-------------------------------
7.20%, IRFC 2020                    1,150.00                  7.15

Public Sector Unit Taxable Bond
-------------------------------
7.03%, RECL 2022                     800.00                  7.40

Corporate Debentures
--------------------
7.00%, RIL 2022                      500.00                  7.45

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
--------------------
7.95%, HDFC 2019*    1     50.00   100.6715   100.6715   100.6715   100.6715   7.5200
8.34%, LICH 2018*    3    450.00   100.4441   100.4441   100.4441   100.4441   7.1200
7.90%, LICH 2019*    1    150.00   100.6852   100.6852   100.6852   100.6852   7.5200
7.00%, RIL 2022*     1    500.00    98.1878    98.1878    98.1878    98.1878   7.4500
Total                6   1150.00

Corporate Deep Discount Debentures
----------------------------------
CCFI 2018A (RESET)   1      4.50   122.9400   122.9400   122.9400   122.9400   0.0000
CITI 2018E (RESET)  10     46.00   138.2400   138.2400   138.2400   138.2400   0.0000
CITI 2018F (RESET)  19     52.50   139.3500   139.3500   139.3500   139.3500   0.0000
Total               30    103.00

Central Government Goi Dated Securities
---------------------------------------
8.27%, 2020*         1    500.00   103.6400   103.6400   103.6400   103.6400   6.6824
6.84%, 2022*         2   1000.00    99.8000    99.7550    99.8000    99.7775   6.8914
8.15%, 2022A*        1    500.00   104.8000   104.8000   104.8000   104.8000   6.8990
7.16%, 2023*         1   1000.00   100.8511   100.8511   100.8511   100.8511   6.9700
7.72%, 2025*         1    500.00   103.4500   103.4500   103.4500   103.4500   7.1179
6.79%, 2027*         3   1350.00    98.4850    98.3500    98.4850    98.4704   7.0133
6.79%, 2029*         1    500.00    97.4100    97.4100    97.4100    97.4100   7.1121
6.68%, 2031*         3   1500.00    96.4200    96.2682    96.4200    96.3694   7.0952
7.73%, 2034*         2   1000.00   102.2342   102.2000   102.2342   102.2171   7.4968
8.83%, 2041*         1     50.00   113.7883   113.7883   113.7883   113.7883   7.5750
9.23%, 2043*         1    250.00   118.3693   118.3693   118.3693   118.3693   7.6000
8.17%, 2044*         2    750.00   106.9195   106.7386   106.9195   106.7989   7.5750
7.72%, 2055*         1    250.00   103.2583   103.2583   103.2583   103.2583   7.4600
Total               20   9150.00

Public Sector Unit Taxable Bond
-------------------------------
7.20%, IRFC 2020*    4   1150.00   100.1275   100.1256   100.1275   100.1274   7.1500
8.95%, PFC 2018*     1    100.00   100.5690   100.5690   100.5690   100.5690   6.6525
8.12%, PFC 2019*     1    150.00   101.1418   101.1418   101.1418   101.1418   7.1178
7.28%, PFC 2022*     1    500.00    99.1715    99.1715    99.1715    99.1715   7.4800
7.03%, RECL 2022*    1    800.00    98.4948    98.4948    98.4948    98.4948   7.4000
9.02%, RECL 2022A    1     47.00   106.2706   106.2706   106.2706   106.2706   7.4600
Total                9   2747.00

State Government Development Loan
---------------------------------
7.86%, RAJ 2019*     1   1500.00   101.5475   101.5475   101.5475   101.5475   6.8000
8.39%, RAJ 2026*     3    650.00   104.3733   104.3733   104.3733   104.3733   7.6650
Total                4   2150.00

 (*) Indicates at least one deal in above securities is of Rs. 5 crore or above.

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