October 5, 2017 / 12:55 PM / in 13 days

NSE Wholesale Debt Market Trades-Oct 5

    Oct 5 (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               :       20,144.2           67,016.2
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             51              188

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :        7,244.2           21,429.2
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             19              60

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       12,900.0           45,587.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             32              128

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                        2,000.00                  6.91
8.83%, 2023                        1,000.00                  6.91
7.48%, ORS2032                       750.00                  7.55

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
7.55%, HDFC 2019                   1,250.00                  7.25

Public Sector Unit Taxable Bond
-------------------------------
7.40%, PFC 2021                    1,250.00                  7.22

Corporate Debentures
--------------------
7.00%, RIL 2022                    1,050.00                  7.12

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
----------
7.95%, HDBK 2026*    1    350.00   102.1737   102.1737   102.1737   102.1737   7.6000
8.43%, IDFB 2017A*   1   1000.00   100.2598   100.2598   100.2598   100.2598   6.5500
Total                2   1350.00

Banks Perpetual Bond
--------------------
8.85%, HDBK*         1    500.00   101.7043   101.7043   101.7043   101.7043   8.3600
Total                1    500.00

Corporate Debentures
--------------------
7.49%, HDFC 2019*    2   1000.00   100.3181   100.3181   100.3181   100.3181   7.1800
7.55%, HDFC 2019*    3   1250.00   100.3912   100.3912   100.3912   100.3912   7.2500
7.20%, HDFC 2020*    2    550.00    99.4551    99.4551    99.4551    99.4551   7.4000
7.90%, HDFC 2026*    1    100.00   101.8272   101.8272   101.8272   101.8272   7.6000
8.45%, HDFC 2026*    1    250.00   105.1279   105.1279   105.1279   105.1279   7.6000
8.60%, LICH 2020A*   1    250.00   102.8652   102.8652   102.8652   102.8652   7.4000
7.81%, LICH 2021*    1    500.00   101.2014   101.2014   101.2014   101.2014   7.4500
7.95%, LICH 2022*    1    500.00   101.5656   101.5656   101.5656   101.5656   7.5000
7.00%, RIL 2022*     4   1050.00    99.4800    99.4800    99.4800    99.4800   7.1200
9.10%, SUNF 2018*    1    500.00   100.9806   100.9806   100.9806   100.9806   7.3635
7.62%, SUNF 2019*    1    500.00   100.2444   100.2444   100.2444   100.2444   7.5000
7.47%, SUNF 2020*    1    500.00    99.6817    99.6817    99.6817    99.6817   7.5800
Total               19   6950.00

Central Government Goi Dated Securities
---------------------------------------
7.68%, 2023*         1    500.00   104.2500   104.2500   104.2500   104.2500   6.8239
8.83%, 2023*         2   1000.00   109.5000   109.4567   109.5000   109.4784   6.9059
7.35%, 2024*         2   2000.00   102.3400   102.3100   102.3100   102.3250   6.9084
8.20%, 2025*         1    500.00   107.0406   107.0406   107.0406   107.0406   7.0300
8.15%, 2026*         1    500.00   106.8000   106.8000   106.8000   106.8000   7.1224
8.17%, 2044*         1     50.00   109.3000   109.3000   109.3000   109.3000   7.3714
7.06%, 2046*         1    100.00    96.9000    96.9000    96.9000    96.9000   7.3190
Total                9   4650.00

Public Sector Unit Taxable Bond
-------------------------------
7.33%, IRFC 2027*    1    250.00    99.2147    99.2147    99.2147    99.2147   7.4500
7.40%, PFC 2021*     2   1250.00   100.5888   100.5877   100.5877   100.5879   7.2200
7.47%, PFC 2021*     1   1000.00   100.7471   100.7471   100.7471   100.7471   7.2365
7.20%, PGC 2027*     1    250.00    98.1002    98.1002    98.1002    98.1002   7.4700
7.14%, RECL 2021*    1    250.00   100.1537   100.1537   100.1537   100.1537   7.0800
7.03%, RECL 2022*    2    500.00    99.6438    99.6438    99.6438    99.6438   7.1100
8.30%, RECL 2025*    1    350.00   104.1424   104.1424   104.1424   104.1424   7.5500
7.95%, RECL 2027*    1    250.00   103.0269   103.0269   103.0269   103.0269   7.4750
Total               10   4100.00

State Government Development Loan
---------------------------------
7.51%, AP 2037*      1    100.00   100.0000   100.0000   100.0000   100.0000   7.5093
8.63%, KER 2023*     1    250.00   106.1275   106.1275   106.1275   106.1275   7.2400
7.77%, KER 2027*     1    200.00   101.9560   101.9560   101.9560   101.9560   7.4750
7.18%, MAH 2029*     1     50.00    98.0100    98.0100    98.0100    98.0100   7.4351
7.46%, MP 2027*      2    494.20    99.9273    99.9273    99.9273    99.9273   7.4700
7.48%, ORS 2032*     2    750.00    99.3717    99.3600    99.3600    99.3678   7.5504
8.62%, TN 2023*      1    250.00   106.0838   106.0838   106.0838   106.0838   7.2300
Total                9   2094.20


Treasury Bill 
------------- 
312-Days (maturing on) 
----------------------
Mar 16, 2018*        1    500.00    97.3631    97.3631    97.3631    97.3631   6.1400
Total                1    500.00

(*) 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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