October 22, 2018 / 12:47 PM / in 23 days

NSE Wholesale Debt Market Trades-Oct 22

  Oct 22 (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               :        6,888.2            6,888.2
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             24              24

GOVERNMENT SECURITIES                                    Monday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :        3,938.2            3,938.2
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             13              13

NON-GOVERNMENT SECURITIES                                Monday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        2,950.0            2,950.0
--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
--------------------------------------------------------------------
India Govt. Dated-Securities
----------------------------
6.05%, 2019A                       1,000.00                  7.23
7.37%, 2023                          500.00                  7.89

State Government Development Loan
---------------------------------
9.03%, BIH 2022                      500.00                  8.40

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
-------------------------------
7.99%, PFC 2022                      750.00                  8.96

Corporate Debentures
--------------------
7.17%, RIL 2022                      500.00                  9.00

Public Sector Unit Taxable Bond
-------------------------------
7.59%, RECL 2020                     500.00                  8.55

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
--------------------
7.80%, HDFC 2019*    1    250.00    98.9197    98.9197    98.9197    98.9197   8.8999
7.20%, LICH 2019*    1    250.00    99.5435    99.5435    99.5435    99.5435   8.3000
7.65%, LICH 2020*    2    200.00    97.3720    97.3720    97.3720    97.3720   9.0837
7.17%, RIL 2022*     1    500.00    93.9791    93.9791    93.9791    93.9791   9.0000
Total                5   1200.00

Corporate Deep Discount Debentures
----------------------------------
CCFI 2019M (RESET)   1     50.00   119.8319   119.8319   119.8319   119.8319   0.0000
Total                1     50.00

Central Government Goi Dated Securities
---------------------------------------
6.05%, 2019A*        1   1000.00    99.6700    99.6700    99.6700    99.6700   7.2339
8.79%, 2021*         1    300.00   102.8500   102.8500   102.8500   102.8500   7.7184
7.37%, 2023*         1    500.00    98.0700    98.0700    98.0700    98.0700   7.8890
6.97%, 2026*         2    348.16    94.1200    94.1000    94.1200    94.1171   7.9891
7.17%, 2028*         2    350.00    95.1750    95.1500    95.1750    95.1679   7.9163
8.60%, 2028*         1    150.00   103.9559   103.9559   103.9559   103.9559   8.0000
6.57%, 2033*         1    250.00    85.7199    85.7199    85.7199    85.7199   8.2375
7.40%, 2035*         1     50.00    92.0500    92.0500    92.0500    92.0500   8.2813
Total               10   2948.16

Institutions Non-Slr Bond
-------------------------
8.40%, SIDB 2021*    2    100.00    99.2049    99.2049    99.2049    99.2049   8.7000
Total                2    100.00

Public Sector Unit Taxable Bond
-------------------------------
7.50%, PFC 2020*     1    350.00    97.7309    97.7309    97.7309    97.7309   8.8300
7.99%, PFC 2022*     1    750.00    96.7104    96.7104    96.7104    96.7104   8.9600
7.59%, RECL 2020*    1    500.00    98.6986    98.6986    98.6986    98.6986   8.5500
Total                3   1600.00

State Government Development Loan
---------------------------------
9.03%, BIH 2022*     1    500.00   101.8220   101.8220   101.8220   101.8220   8.4000
8.99%, GUJ 2022*     1    390.00   101.6949   101.6949   101.6949   101.6949   8.4000
7.42%, MAH 2022*     1    100.00    96.9000    96.9000    96.9000    96.9000   8.4466
Total                3    990.00

 (*) 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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