November 27, 2017 / 12:49 PM / in 20 days

NSE Wholesale Debt Market Trades-Nov 27

    Nov 27 (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               :       24,000.0           24,000.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             49              49

GOVERNMENT SECURITIES                                    Monday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       15,400.0           15,400.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             20              20

NON-GOVERNMENT SECURITIES                                Monday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        8,600.0            8,600.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             29              29

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
----------------------------
8.24%, 2027                        3,000.00                  7.36
8.17%, 2044                        2,500.00                  7.58


Treasury Bill 
------------- 
323-Days (maturing on) 
----------------------
Mar 13, 2018                       5,000.00                  6.15


TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
7.00%, RIL 2022                    2,700.00                  7.43

Public Sector Unit Taxable Bond
-------------------------------
7.40%, PFC 2021                    1,500.00                  7.40

Corporate Debentures
--------------------
9.45%, DHFL 2018                     750.00                  7.50

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
--------------------
9.45%, DHFL 2018*    2    750.00   100.9147   100.9147   100.9147   100.9147   7.5000
9.10%, DHFL 2019A*   2    300.00   101.4248   101.4248   101.4248   101.4248   8.1300
7.33%, HDFC 2018*    1    500.00   100.0383   100.0383   100.0383   100.0383   7.3000
7.20%, HDFC 2020*    1    450.00    99.0261    99.0261    99.0261    99.0261   7.5800
7.60%, HDFC 2020*    1    450.00   100.0052   100.0052   100.0052   100.0052   7.5600
7.00%, RIL 2022*     5   2700.00    98.2845    98.2652    98.2845    98.2706   7.4286
7.75%, TFSI 2020*    1    250.00    99.8137    99.8137    99.8137    99.8137   7.8000
Total               13   5400.00

Central Government Goi Dated Securities
---------------------------------------
8.20%, 2025*         1    650.00   105.7000   105.7000   105.7000   105.7000   7.2303
8.24%, 2027*         6   3000.00   105.8295   105.8295   105.8295   105.8295   7.3550
8.60%, 2028*         2   1000.00   108.8100   108.8100   108.8100   108.8100   7.3803
6.68%, 2031*         4    650.00    96.3800    96.2900    96.3800    96.3454   7.0981
7.73%, 2034*         2   2100.00   102.3314   102.2800   102.2800   102.3290   7.4853
9.23%, 2043*         1    500.00   118.4336   118.4336   118.4336   118.4336   7.5950
8.17%, 2044*         2   2500.00   107.0103   106.7388   107.0103   106.7931   7.5755
Total               18  10400.00

Public Sector Unit Taxable Bond
-------------------------------
7.20%, IRFC 2020*    1    100.00   100.1028   100.1028   100.1028   100.1028   7.1600
8.90%, PFC 2018*     1    100.00   100.5957   100.5957   100.5957   100.5957   6.6481
9.81%, PFC 2018*     1    250.00   102.1808   102.1808   102.1808   102.1808   7.0000
7.05%, PFC 2020*     2    500.00    99.4456    99.4456    99.4456    99.4456   7.3000
7.40%, PFC 2021*     4   1500.00    99.9513    99.9513    99.9513    99.9513   7.4000
7.28%, PFC 2022*     2    500.00    99.1915    99.1915    99.1915    99.1915   7.4749
7.63%, PFC 2026*     1     50.00    99.3565    99.3565    99.3565    99.3565   7.7200
7.75%, PFC 2027*     1     50.00   101.0976   101.0976   101.0976   101.0976   7.5800
7.30%, PGC 2027*     1     50.00    97.3618    97.3618    97.3618    97.3618   7.6850
8.93%, PGC 2029*     1     50.00   109.1269   109.1269   109.1269   109.1269   7.7200
8.13%, PGC 2031*     1     50.00   103.4862   103.4862   103.4862   103.4862   7.6900
Total               16   3200.00


Treasury Bill 
------------- 
323-Days (maturing on) 
----------------------
Mar 13, 2018*        2   5000.00    98.2616    98.2616    98.2616    98.2616   6.1500
Total                2   5000.00

(*) 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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