November 6, 2017 / 12:57 PM / a month ago

NSE Wholesale Debt Market Trades-Nov 6

   Nov 6 (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               :       31,426.3           31,426.3
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             43              43

GOVERNMENT SECURITIES                                    Monday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       27,416.3           27,416.3
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             32              32

NON-GOVERNMENT SECURITIES                                Monday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        4,010.0            4,010.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             11              11

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------

Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Feb 08, 2018                       4,000.00                  6.11

Treasury Bill 
------------- 
323-Days (maturing on) 
----------------------
Mar 13, 2018                       3,000.00                  6.14

Central Government Goi Dated Securities
---------------------------------------
8.97%, 2030                        3,750.00                  7.32


TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
6.96%, HDFC 2018                   1,250.00                  7.20

Corporate Debentures
--------------------
7.60%, HDFC 2020                     500.00                  7.43

Corporate Debentures
--------------------
HDFC 2020D (RESET)                   500.00                  0.00

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
--------------------
9.05%, DHFL 2023*    1    250.00   102.0688   102.0688   102.0688   102.0688   8.5700
6.96%, HDFC 2018*    2   1250.00    99.7613    99.7613    99.7613    99.7613   7.2000
8.57%, HDFC 2018*    1    400.00   100.7275   100.7275   100.7275   100.7275   7.0500
7.60%, HDFC 2020*    1    500.00   100.3129   100.3129   100.3129   100.3129   7.4300
HDFC 2020D (RESET)   1    500.00   104.0047   104.0047   104.0047   104.0047   0.0000
7.60%, HFCL 2020B*   1    250.00    99.5993    99.5993    99.5993    99.5993   7.7500
Total                7   3150.00

Corporate Deep Discount Debentures
----------------------------------
CCFL 2020E (RESET)   1     10.00   112.0800   112.0800   112.0800   112.0800   0.0000
Total                1     10.00

Central Government Goi Dated Securities
---------------------------------------
5.69%, 2018*         1    400.00    99.5800    99.5800    99.5800    99.5800   6.1767
6.05%, 2019A*        1    250.00    99.6875    99.6875    99.6875    99.6875   6.3068
8.27%, 2020*         4   2500.00   104.0700   104.0700   104.0700   104.0700   6.5316
8.79%, 2021*         2   2500.00   107.2400   107.2300   107.2300   107.2350   6.1054
8.08%, 2022*         4   2000.00   105.1830   105.1700   105.1700   105.1739   6.7797
7.68%, 2023*         2   1000.00   104.1363   104.1237   104.1237   104.1300   6.8388
8.20%, 2025*         1   2419.00   106.7259   106.7259   106.7259   106.7259   7.0700
8.15%, 2026*         2   1419.00   106.7783   106.7783   106.7783   106.7783   7.1200
6.79%, 2027*         1    500.00    99.3700    99.3700    99.3700    99.3700   6.8809
8.24%, 2027*         1    500.00   107.0000   107.0000   107.0000   107.0000   7.1899
6.79%, 2029*         1   1000.00    97.5700    97.5700    97.5700    97.5700   7.0904
7.59%, 2029*         1    400.00   102.7700   102.7700   102.7700   102.7700   7.2269
8.97%, 2030*         2   3750.00   113.7269   113.7000   113.7269   113.7036   7.3224
6.68%, 2031*         1    500.00    96.9350    96.9350    96.9350    96.9350   7.0283
Total               24  19138.00

Institutions Non-Slr Bond
-------------------------
6.98%, NBRD 2020*    1    100.00    99.9651    99.9651    99.9651    99.9651   6.9800
Total                1    100.00

Public Sector Unit Taxable Bond
-------------------------------
8.55%, PFC 2021*     1    500.00   104.2453   104.2453   104.2453   104.2453   7.3000
7.95%, RECL 2027*    1    250.00   102.2108   102.2108   102.2108   102.2108   7.5950
Total                2    750.00

State Government Development Loan
---------------------------------
9.39%, GUJ 2023*     1    250.00   110.1543   110.1543   110.1543   110.1543   7.2800
9.50%, MAH 2023*     1    250.00   110.7845   110.7845   110.7845   110.7845   7.2800
9.11%, MAH 2024*     1    200.00   108.2129   108.2129   108.2129   108.2129   7.5000
8.12%, MAH 2025*     1     78.30   103.6222   103.6222   103.6222   103.6222   7.5100
Total                4    778.30

Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Feb 08, 2018*        2   4000.00    98.4671    98.4671    98.4671    98.4671   6.1100
Total                2   4000.00

Treasury Bill 
------------- 
323-Days (maturing on) 
----------------------
Mar 13, 2018*        1   3000.00    97.9228    97.9228    97.9228    97.9228   6.1450
Total                1   3000.00

Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Dec 28, 2017*        1    500.00    99.1604    99.1604    99.1604    99.1604   0.0000
Total                1    500.00

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

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