October 30, 2017 / 1:05 PM / in 18 days

NSE Wholesale Debt Market Trades-Oct 30

  Oct 30 (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               :       14,196.4           14,196.4
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             36              36

GOVERNMENT SECURITIES                                    Monday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :        4,996.4            4,996.4
--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               :        9,200.0            9,200.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             23              23

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
----------------------------
8.08%, 2022                        2,000.00                  6.76
8.15%, 2022A                       1,250.00                  6.77
6.68%, 2031                          850.00                  7.01

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
-------------------------------
7.28%, PFC 2022                    2,250.00                  7.31

Corporate Debentures
--------------------
7.33%, HDFC 2018                   1,000.00                  7.22

Corporate Debentures
--------------------
7.65%, HDFC 2019                     750.00                  7.30

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 Perpetual Bond
--------------------
9.55%, ANBK*         1    250.00   101.7464   101.7464   101.7464   101.7464   8.6016
8.75%, AXBKA*        2    250.00   100.1760   100.1760   100.1760   100.1760   8.6800
8.65%, BOB*          1    250.00   100.8728   100.8728   100.8728   100.8728   8.4000
9.48%, BOBD*         1    250.00   102.2205   102.2205   102.2205   102.2205   8.3000
11.50%,BOIA*         1    250.00   107.4015   107.4015   107.4015   107.4015   8.9994
10.90%,PSB*          1    500.00   102.6394   102.6394   102.6394   102.6394  10.1000
Total                7   1750.00

Corporate Debentures
--------------------
9.05%, DHFL 2023*    1    500.00   102.3077   102.3077   102.3077   102.3077   8.5200
7.33%, HDFC 2018*    1   1000.00   100.1212   100.1212   100.1212   100.1212   7.2200
7.65%, HDFC 2019*    1    750.00   100.3814   100.3814   100.3814   100.3814   7.3000
7.40%, HDFC 2020*    1    750.00    99.8881    99.8881    99.8881    99.8881   7.4400
HDFC 2020H (RESET)*  1    750.00   102.3211   102.3211   102.3211   102.3211   0.6816
7.67%, TCFS 2019*    1    250.00    99.8955    99.8955    99.8955    99.8955   7.7000
Total                6   4000.00

Central Government Goi Dated Securities
---------------------------------------
8.27%, 2020*         1    250.00   104.2100   104.2100   104.2100   104.2100   6.4849
8.08%, 2022*         3   2000.00   105.2650   105.2500   105.2500   105.2575   6.7645
8.15%, 2022A*        2   1250.00   105.4044   105.3700   105.3700   105.3975   6.7655
7.72%, 2025*         1     50.00   104.3700   104.3700   104.3700   104.3700   6.9659
6.68%, 2031*         3    850.00    97.2450    96.9750    96.9750    97.1338   7.0050
Total               10   4400.00

Institutions Non-Slr Bond
-------------------------
8.15%, EXIM 2025*    1     50.00   103.3031   103.3031   103.3031   103.3031   7.5300
Total                1     50.00

Public Sector Unit Taxable Bond
-------------------------------
8.82%, PFC 2020*     1    100.00   103.2898   103.2898   103.2898   103.2898   7.1900
8.70%, PFC 2020A*    1    100.00   103.2961   103.2961   103.2961   103.2961   7.1900
7.28%, PFC 2022*     3   2250.00    99.8093    99.8092    99.8092    99.8093   7.3100
7.20%, PGC 2027*     2    500.00    97.6643    97.3987    97.3987    97.5315   7.5550
8.20%, PGC 2030*     1    200.00   104.7389   104.7389   104.7389   104.7389   7.5800
8.57%, RECL 2024*    1    250.00   105.8327   105.8327   105.8327   105.8327   7.4740
Total                9   3400.00

State Government Development Loan
---------------------------------
7.20%, MAH 2027*     1    246.40    97.7300    97.7300    97.7300    97.7300   7.5298
8.54%, MP 2020*      1    250.00   103.6790   103.6790   103.6790   103.6790   6.8200
7.18%, TN 2027*      1    100.00    97.6000    97.6000    97.6000    97.6000   7.5297
Total                3    596.40

(*) 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