Reuters logo
NSE Wholesale Debt Market Trades-Oct 13
October 13, 2017 / 1:14 PM / 2 months ago

NSE Wholesale Debt Market Trades-Oct 13

    Oct 13 (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               :       12,200.0           92,798.1
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             27              201

GOVERNMENT SECURITIES                                    Friday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :        7,450.0           44,740.1
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             14              93

NON-GOVERNMENT SECURITIES                                Friday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        4,750.0           48,058.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             13              108

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
----------------------------
8.19%, 2020                        3,750.00                  6.46
5.69%, 2018                        1,000.00                  6.13
6.68%, 2031                          750.00                  7.06

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                    1,250.00                  7.09

Corporate Debentures
--------------------
7.29%, SUNF 2019                   1,000.00                  7.52

Public Sector Unit Taxable Bond
-------------------------------
7.28%, PFC 2022                      500.00                  7.25

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
--------------------
7.33%, HDFC 2018*    1    250.00   100.2068   100.2068   100.2068   100.2068   7.1500
7.10%, PFC 2022*     1    250.00    99.2752    99.2752    99.2752    99.2752   7.2700
7.00%, RIL 2022*     3   1250.00    99.6370    99.5970    99.5970    99.6130   7.0860
7.29%, SUNF 2019*    1   1000.00    99.6198    99.6198    99.6198    99.6198   7.5200
7.62%, SUNF 2019*    1    300.00   100.1423   100.1423   100.1423   100.1423   7.5500
Total                7   3050.00

Central Government Goi Dated Securities
---------------------------------------
5.69%, 2018*         1   1000.00    99.6000    99.6000    99.6000    99.6000   6.1287
6.05%, 2019*         1    500.00    99.6200    99.6200    99.6200    99.6200   6.2888
8.19%, 2020*         3   3750.00   103.5638   103.5638   103.5638   103.5638   6.4550
7.72%, 2025*         1    500.00   104.5000   104.5000   104.5000   104.5000   6.9466
6.97%, 2026*         1    250.00   100.1500   100.1500   100.1500   100.1500   6.9455
6.79%, 2027*         2    350.00   100.4450   100.4125   100.4125   100.4357   6.7265
8.28%, 2027*         1    100.00   107.7200   107.7200   107.7200   107.7200   7.1783
6.68%, 2031*         2    750.00    98.0400    97.9700    98.0400    98.0167   7.0583
Total               12   7200.00

Institutions Non-Slr Bond
-------------------------
8.06%, SIDB 2019*    1    350.00   101.6580   101.6580   101.6580   101.6580   6.7696
Total                1    350.00

Public Sector Unit Taxable Bond
-------------------------------
7.27%, PFC 2021*     1    250.00   100.1556   100.1556   100.1556   100.1556   7.2100
7.28%, PFC 2022*     1    500.00   100.0415   100.0415   100.0415   100.0415   7.2500
9.02%, RECL 2019A*   1    100.00   103.2717   103.2717   103.2717   103.2717   6.8393
7.42%, RECL 2020*    1    250.00   101.0954   101.0954   101.0954   101.0954   6.9400
8.57%, RECL 2024*    1    250.00   106.0994   106.0994   106.0994   106.0994   7.4315
Total                5   1350.00

State Government Development Loan
---------------------------------
7.77%, KER 2027*     1    200.00   101.5799   101.5799   101.5799   101.5799   7.5300
7.18%, TN 2027*      1     50.00    98.0700    98.0700    98.0700    98.0700   7.4592
Total                2    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

Our Standards:The Thomson Reuters Trust Principles.
0 : 0
  • narrow-browser-and-phone
  • medium-browser-and-portrait-tablet
  • landscape-tablet
  • medium-wide-browser
  • wide-browser-and-larger
  • medium-browser-and-landscape-tablet
  • medium-wide-browser-and-larger
  • above-phone
  • portrait-tablet-and-above
  • above-portrait-tablet
  • landscape-tablet-and-above
  • landscape-tablet-and-medium-wide-browser
  • portrait-tablet-and-below
  • landscape-tablet-and-below