October 4, 2018 / 12:43 PM / 11 days ago

NSE Wholesale Debt Market Trades-Oct 4

    Oct 4 (Reuters) - Below is a summary of Thursday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                       Thursday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       16,930.0           38,754.2
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             56              113

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       12,280.0           31,004.2
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             44              87

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        4,650.0            7,750.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             12              26

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
----------------------------
8.12%, 2020                        2,000.00                  8.02
8.08%, 2022                        2,000.00                  8.20
7.17%, 2028                        1,250.00                  8.17

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
7.50%, HDFC 2020                   1,500.00                  9.37

Corporate Debentures
--------------------
7.40%, SUNF 2019                   1,000.00                  9.20

Corporate Debentures
--------------------
7.67%, HDFC 2020                     500.00                  9.35

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
--------------------
7.50%, HDFC 2020*    2   1500.00    97.0492    96.9425    97.0492    97.0136   9.3733
7.60%, HDFC 2020*    1    250.00    97.1329    97.1329    97.1329    97.1329   9.4200
7.67%, HDFC 2020*    1    500.00    97.4721    97.4721    97.4721    97.4721   9.3500
HDFC 2020D (RESET)*  2    350.00   102.4221   102.4221   102.4221   102.4221   9.3200
HDFC 2020G (RESET)*  1    500.00   103.2267   103.2267   103.2267   103.2267   9.3200
7.40%, SUNF 2019*    2   1000.00    98.4544    98.4459    98.4544    98.4480   9.2000
Total                9   4100.00

Corporate Deep Discount Debentures
----------------------------------
0.00%, HEFC 2019*    1    250.00   119.9627   119.9627   119.9627   119.9627   9.4800
Total                1    250.00

Central Government Goi Dated Securities
---------------------------------------
6.65%, 2020*         1    750.00    98.1500    98.1500    98.1500    98.1500   7.9727
7.80%, 2020*         2    750.00    99.7280    99.7280    99.7280    99.7280   7.9800
8.12%, 2020*         2   2000.00   100.1861   100.1811   100.1811   100.1836   8.0172
8.27%, 2020*         2    750.00   100.4131   100.4131   100.4131   100.4131   7.9900
8.79%, 2021*         1    300.00   101.8400   101.8400   101.8400   101.8400   8.1004
8.08%, 2022*         3   2000.00    99.5993    99.5943    99.5993    99.5968   8.1992
8.40%, 2024*         2    500.00   100.6620   100.6620   100.6620   100.6620   8.2500
7.17%, 2028*         3   1250.00    93.6100    93.5000    93.6100    93.5660   8.1713
7.88%, 2030*         1    550.00    96.7000    96.7000    96.7000    96.7000   8.3317
8.13%, 2045*         1    100.00    97.0188    97.0188    97.0188    97.0188   8.4100
7.72%, 2055*         3    600.00    92.0500    92.0425    92.0500    92.0463   8.4222
Total               21   9550.00

Institutions Non-Slr Bond
-------------------------
8.60%, NBRD 2022*    1    250.00    98.8646    98.8646    98.8646    98.8646   9.0000
8.40%, SIDB 2021*    1     50.00    98.8422    98.8422    98.8422    98.8422   8.8500
Total                2    300.00

State Government Development Loan
---------------------------------
7.33%, MAH 2027*     1    330.00    91.7738    91.7738    91.7738    91.7738   8.6700
8.01%, RAJ 2020*     2    100.00    98.7296    98.7196    98.7296    98.7246   8.8132
8.15%, RAJ 2021*     2    100.00    98.4141    98.4041    98.4141    98.4091   8.8122
8.27%, RAJ 2022*     2    100.00    98.2976    98.2876    98.2976    98.2926   8.8117
8.39%, RAJ 2022*     3    450.00    99.1144    99.1144    99.1144    99.1144   8.6900
8.27%, RAJ 2023*     2    100.00    97.9301    97.9201    97.9301    97.9251   8.8114
8.29%, RAJ 2024*     2    100.00    97.6813    97.6713    97.6813    97.6763   8.8112
8.33%, RAJ 2025*     2    100.00    97.5829    97.5729    97.5829    97.5779   8.8110
8.19%, RAJ 2026*     2    100.00    96.5590    96.5490    96.5590    96.5540   8.8109
8.65%, RAJ 2028*     1     50.00    99.5383    99.5383    99.5383    99.5383   8.7200
8.61%, TN 2027*      1    200.00    99.5585    99.5585    99.5585    99.5585   8.6800
Total               20   1730.00


Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Oct 03, 2019*        3   1000.00    92.8440    92.8440    92.8440    92.8440   7.7500
Total                3   1000.00


(*) 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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