October 17, 2017 / 12:53 PM / a month ago

NSE Wholesale Debt Market Trades-Oct 17

   Oct 17 (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               :        8,260.0           16,179.6
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             27              48

GOVERNMENT SECURITIES                                   Tuesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :        5,050.0           10,619.6
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             12              26

NON-GOVERNMENT SECURITIES                               Tuesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        3,210.0            5,560.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             15              22

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
----------------------------
7.35%, 2024                        1,500.00                  6.86
8.33%, 2026                        1,500.00                  7.11
6.79%, 2027                          750.00                  6.75

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
-------------------------------
6.75%, RECL 2019                   1,000.00                  6.76

Corporate Debentures
--------------------
7.45%, HDFC 2018                     500.00                  7.06

Corporate Debentures
--------------------
7.10%, PFC 2022                      500.00                  7.26

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
-------------------------------------------------------------------------------------

Banks Bond
----------
7.47%, ICIC 2027*    2    250.00    98.7107    98.7107    98.7107    98.7107   7.6500
Total                2    250.00

Corporate Debentures
--------------------
7.45%, HDFC 2018*    2    500.00   100.1819   100.1819   100.1819   100.1819   7.0635
8.46%, HDFC 2019*    1    250.00   101.5419   101.5419   101.5419   101.5419   7.2500
7.10%, PFC 2022*     2    500.00    99.3143    99.3143    99.3143    99.3143   7.2600
6.78%, RIL 2020*     1    250.00    99.6844    99.6844    99.6844    99.6844   6.8892
9.27%, STF 2018*     1    100.00   100.5745   100.5745   100.5745   100.5745   7.2000
Total                7   1600.00

Corporate Deep Discount Debentures
----------------------------------
CCFI 2018C (RESET)   1      7.50   114.9100   114.9100   114.9100   114.9100   0.0000
CITI 2018E (RESET)   1      2.50   137.1900   137.1900   137.1900   137.1900   0.0000
Total                2     10.00

Central Government Goi Dated Securities
---------------------------------------
7.35%, 2024*         2   1500.00   102.6000   102.6000   102.6000   102.6000   6.8555
7.72%, 2025*         2    250.00   104.5650   104.5650   104.5650   104.5650   6.9354
8.15%, 2026*         2    500.00   106.9200   106.9200   106.9200   106.9200   7.1028
8.33%, 2026*         1   1500.00   107.8136   107.8136   107.8136   107.8136   7.1100
6.79%, 2027*         3    750.00   100.2850   100.2625   100.2625   100.2700   6.7502
Total               10   4500.00

Public Sector Unit Taxable Bond
-------------------------------
9.18%, PFC 2021*     1     50.00   105.6718   105.6718   105.6718   105.6718   7.2500
6.75%, RECL 2019*    1   1000.00   100.0285   100.0285   100.0285   100.0285   6.7600
7.95%, RECL 2027*    2    300.00   102.8520   102.8520   102.8520   102.8520   7.5000
Total                4   1350.00

State Government Development Loan
---------------------------------
7.55%, RAJ 2027*     1     50.00   100.3444   100.3444   100.3444   100.3444   7.5000
Total                1     50.00

Treasury Bill 
-------------
182-Days (maturing on) 
----------------------
Jan 11, 2018*        1    500.00    98.6016    98.6016    98.6016    98.6016   6.0900
Total                1    500.00

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

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