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NSE Wholesale Debt Market Trades-Oct 3
October 3, 2017 / 1:19 PM / 2 months ago

NSE Wholesale Debt Market Trades-Oct 3

    Oct 3 (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               :       24,337.0           24,337.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             72              72

GOVERNMENT SECURITIES                                   Tuesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :        7,350.0            7,350.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             18              18

NON-GOVERNMENT SECURITIES                               Tuesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       16,987.0           16,987.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             54              54

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
----------------------------
8.17%, 2044                        1,200.00                  7.31
6.79%, 2027                        1,000.00                  6.64


Treasury Bill
------------- 
329-Days (maturing on) 
----------------------
Mar 12, 2018                       1,000.00                  6.16

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

Corporate Debentures
--------------------
7.10%, PFC 2022                    3,000.00                  7.22

Corporate Debentures
--------------------
7.00%, RIL 2022                    1,750.00                  7.10
Institutions Non-Slr Bond
-------------------------
Public Sector Unit Taxable Bond
-------------------------------
7.85%, PFC 2019                    1,450.00                  6.92

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
----------
7.60%, AXBK 2023*    2    500.00   100.4428   100.3013   100.4428   100.3155   7.5270
7.95%, HDBK 2026*    2    500.00   102.6936   102.6923   102.6923   102.6930   7.5200
7.42%, ICIC 2024*    3   1250.00    99.1729    99.1529    99.1529    99.1569   7.5681
7.47%, ICIC 2027*    3   1000.00    99.1116    99.0916    99.1116    99.1016   7.5915
Total               10   3250.00

Banks Perpetual Bond
--------------------
8.75%, AKBKA*        1    244.00    99.9229    99.9229    99.9229    99.9229   8.7500
8.75%, AKBKB*        2    350.00    99.9085    99.6466    99.9085    99.7214   8.8000
8.85%, HDBK*         1    100.00   101.7440   101.7440   101.7440   101.7440   8.3500
8.55%, ICIC*         1    250.00    99.8907    99.8907    99.8907    99.8907   8.5700
8.15%, SBI*          1    500.00    99.2618    99.2618    99.2618    99.2618   8.3250
Total                6   1444.00

Corporate Debentures
--------------------
9.25%, DHFL 2023*    1     50.00   103.4832   103.4832   103.4832   103.4832   8.4700
7.55%, HDFC 2019*    3    750.00   100.4247   100.4237   100.4237   100.4240   7.2300
7.60%, HDFC 2020*    1    450.00   100.6007   100.6007   100.6007   100.6007   7.3200
8.65%, HDFC 2020C*   1    250.00   103.2927   103.2927   103.2927   103.2927   7.3600
8.75%, IBHF 2021*    1    200.00   102.5460   102.5460   102.5460   102.5460  10.1225
7.09%, LICH 2019*    1    250.00    99.8558    99.8558    99.8558    99.8558   7.2100
7.79%, LICH 2020*    1    250.00   101.0449   101.0449   101.0449   101.0449   7.3200
8.73%, LICH 2020A*   1    250.00   102.7410   102.7410   102.7410   102.7410   7.3500
7.85%, LTF 2020C*    1    250.00   100.3965   100.3965   100.3965   100.3965   7.6500
7.85%, LTHF 2020A*   1    250.00   100.3965   100.3965   100.3965   100.3965   7.6500
7.10%, PFC 2022*     7   3000.00    99.4746    99.4350    99.4746    99.4680   7.2217
6.78%, RIL 2020*     2    500.00    99.6619    99.6490    99.6619    99.6555   6.9025
7.00%, RIL 2022*     4   1750.00    99.5613    99.5412    99.5613    99.5498   7.1029
Total               25   8200.00

Central Government Goi Dated Securities
---------------------------------------
7.28%, 2019*         1    200.00   101.5900   101.5900   101.5900   101.5900   6.2511
6.05%, 2019A*        1    500.00    99.7700    99.7700    99.7700    99.7700   6.2248
6.84%, 2022*         1    500.00   100.9400   100.9400   100.9400   100.9400   6.6206
7.16%, 2023*         1    500.00   101.8400   101.8400   101.8400   101.8400   6.7590
7.68%, 2023*         1     50.00   104.5100   104.5100   104.5100   104.5100   6.7737
7.59%, 2026*         1     50.00   103.8600   103.8600   103.8600   103.8600   6.9655
8.15%, 2026*         1    150.00   107.3300   107.3300   107.3300   107.3300   7.0464
6.79%, 2027*         1   1000.00   101.0200   101.0200   101.0200   101.0200   6.6434
7.61%, 2030*         1     50.00   103.9600   103.9600   103.9600   103.9600   7.1272
8.17%, 2044*         1   1200.00   110.1064   110.1064   110.1064   110.1064   7.3075
6.62%, 2051*         1    250.00    91.8500    91.8500    91.8500    91.8500   7.2680
Total               11   4450.00

Institutions Non-Slr Bond
-------------------------
8.11%, EXIM 2031*    1     50.00   104.9688   104.9688   104.9688   104.9688   7.5075
8.12%, EXIM 2031*    1    100.00   104.9854   104.9854   104.9854   104.9854   7.5075
Total                2    150.00

Public Sector Unit Taxable Bond
-------------------------------
9.95%, FCI 2022*     1     50.00   110.2818   110.2818   110.2818   110.2818   7.1300
7.37%, NTPC 2031*    1     50.00    99.3188    99.3188    99.3188    99.3188   7.4400
7.85%, PFC 2019*     2   1450.00   101.2400   101.2400   101.2400   101.2400   6.9200
7.20%, PGC 2027*     3   1000.00    98.5726    98.5726    98.5726    98.5726   7.4000
7.30%, PGC 2027*     1    100.00    99.2407    99.2407    99.2407    99.2407   7.4000
9.04%, RECL 2019*    1   1000.00   103.9182   103.9182   103.9182   103.9182   6.9000
6.87%, RECL 2020*    1    250.00    99.7694    99.7694    99.7694    99.7694   6.9500
9.48%, RECL 2021     1     43.00   107.0602   107.0602   107.0602   107.0602   7.3000
Total               11   3943.00

State Government Development Loan
---------------------------------
8.27%, GUJ 2026*     1    450.00   105.3101   105.3101   105.3101   105.3101   7.3975
9.37%, MAH 2023*     1     50.00   110.6359   110.6359   110.6359   110.6359   7.2000
7.20%, MAH 2027*     1    250.00    98.8449    98.8449    98.8449    98.8449   7.3650
8.38%, TN 2026*      1    100.00   105.9237   105.9237   105.9237   105.9237   7.4100
Total                4    850.00


Treasury Bill
------------- 
329-Days (maturing on) 
----------------------
Mar 12, 2018*        1   1000.00    97.3909    97.3909    97.3909    97.3909   6.1600
Total                1   1000.00

Treasury Bill
------------- 
364-Days (maturing on) 
----------------------
Jul 19, 2018*        1    500.00    95.3307    95.3307    95.3307    95.3307   6.2075
Aug 30, 2018*        1    550.00    94.6880    94.6880    94.6880    94.6880   6.2050
Total                2   1050.00

(*) 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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