November 28, 2017 / 12:50 PM / 7 months ago

NSE Wholesale Debt Market Trades-Nov 28

    Nov 28 (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               :       15,786.0           39,786.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             58              107

GOVERNMENT SECURITIES                                   Tuesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :        7,945.0           23,345.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             29              49

NON-GOVERNMENT SECURITIES                               Tuesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        7,841.0           16,441.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             29              58

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
----------------------------
7.72%, 2025                        2,000.00                  7.12
6.79%, 2027                        1,200.00                  7.05
7.35%, 2024                          500.00                  7.08

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Public Sector Unit Taxable Bond
-------------------------------
9.38%, RECL 2018                   2,500.00                  6.89

Public Sector Unit Taxable Bond
-------------------------------
9.69%, PFC 2019                      700.00                  7.10

Public Sector Unit Taxable Bond
-------------------------------
7.20%, IRFC 2020                     650.00                  7.16

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
--------------------
7.50%, HDFC 2018*    2    300.00   100.1621   100.1471   100.1621   100.1546   7.2748
7.20%, HDFC 2020*    1     50.00    99.0267    99.0267    99.0267    99.0267   7.5800
7.40%, HDFC 2020*    1    100.00    99.5627    99.5627    99.5627    99.5627   7.5600
7.60%, HDFC 2020*    1    500.00    99.9711    99.9711    99.9711    99.9711   7.5750
8.98%, HDFC 2020*    1     50.00   103.4508   103.4508   103.4508   103.4508   7.6400
7.00%, RIL 2022*     2    500.00    98.1887    98.1882    98.1887    98.1885   7.4500
7.77%, TCFS 2018*    1    500.00   100.1711   100.1711   100.1711   100.1711   7.4900
Total                9   2000.00

Corporate Deep Discount Debentures
----------------------------------
CCFL 2020B (RESET)   3     31.00   112.8060   112.8060   112.8060   112.8060   0.0000
CCFL 2020E (RESET)   1     10.00   112.5630   112.5630   112.5630   112.5630   0.0000
Total                4     41.00

Central Government Goi Dated Securities
---------------------------------------
8.12%, 2020*         1    100.00   103.8050   103.8050   103.8050   103.8050   6.7102
8.08%, 2022*         1    250.00   104.5400   104.5400   104.5400   104.5400   6.9227
7.16%, 2023*         1    250.00   100.8900   100.8900   100.8900   100.8900   6.9611
7.35%, 2024*         1    500.00   101.3800   101.3800   101.3800   101.3800   7.0821
7.72%, 2025*         3   2000.00   103.4600   103.2600   103.4600   103.4100   7.1244
8.15%, 2026*         1    250.00   105.4000   105.4000   105.4000   105.4000   7.3191
6.79%, 2027*         6   1200.00    98.2300    98.1200    98.2000    98.1958   7.0539
8.28%, 2032*         1    500.00   107.0007   107.0007   107.0007   107.0007   7.4700
8.30%, 2040*         1    500.00   108.0602   108.0602   108.0602   108.0602   7.5500
9.23%, 2043*         1    350.00   118.2400   118.2400   118.2400   118.2400   7.6100
Total               17   5900.00

Institutions Non-Slr Bond
-------------------------
7.22%, EXIM 2027*    1    250.00    96.8488    96.8488    96.8488    96.8488   7.6800
Total                1    250.00

Public Sector Unit Taxable Bond
-------------------------------
7.20%, IRFC 2020*    1    650.00   100.1028   100.1028   100.1028   100.1028   7.1600
8.54%, NHPC 2018*    1     50.00   101.5854   101.5854   101.5854   101.5854   6.8303
9.69%, PFC 2019*     2    700.00   102.9454   102.9454   102.9454   102.9454   7.1045
8.78%, PFC 2020*     1     50.00   103.5291   103.5291   103.5291   103.5291   7.4000
7.40%, PFC 2021*     1    350.00    99.9503    99.9503    99.9503    99.9503   7.4000
9.30%, PGC 2018A*    1    100.00   101.2781   101.2781   101.2781   101.2781   6.8452
9.38%, RECL 2018*    5   2500.00   102.1558   102.1558   102.1558   102.1558   6.8900
7.13%, RECL 2020*    1    500.00    99.7934    99.7934    99.7934    99.7934   7.2100
7.24%, RECL 2021*    1    500.00    99.7403    99.7403    99.7403    99.7403   7.3100
8.11%, RECL 2025*    1    150.00   102.4241   102.4241   102.4241   102.4241   7.6800
Total               15   5550.00

State Government Development Loan
---------------------------------
8.99%, GUJ 2022*     1    150.00   106.1877   106.1877   106.1877   106.1877   7.2800
7.20%, MAH 2027*     2    500.00    97.4080    97.4080    97.4080    97.4080   7.5800
8.02%, TN 2025*      1    145.00   101.9421   101.9421   101.9421   101.9421   7.6650
7.68%, TN 2026*      1    145.00   100.0741   100.0741   100.0741   100.0741   7.6650
7.90%, TN 2027*      1    145.00   101.5269   101.5269   101.5269   101.5269   7.6650
8.24%, TN 2028*      1    145.00   104.0302   104.0302   104.0302   104.0302   7.6650
8.04%, TN 2029*      1    145.00   102.7096   102.7096   102.7096   102.7096   7.6750
8.01%, TN 2030*      1    145.00   102.6206   102.6206   102.6206   102.6206   7.6750
8.05%, TN 2031*      1    145.00   103.0757   103.0757   103.0757   103.0757   7.6750
7.92%, TN 2032*      1    130.00   102.0886   102.0886   102.0886   102.0886   7.6750
Total               11   1795.00


Treasury Bill 
------------- 
317-Days (maturing on) 
----------------------
Mar 15, 2018*        1    250.00    98.2425    98.2425    98.2425    98.2425   6.1600
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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