Reuters logo
NSE Wholesale Debt Market Trades-Oct 6
October 6, 2017 / 1:22 PM / 11 days ago

NSE Wholesale Debt Market Trades-Oct 6

    Oct 6 (Reuters) - Below is a summary of Friday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                         Friday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       16,845.0           84,111.2
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             43              233

GOVERNMENT SECURITIES                                    Friday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :        5,800.0           27,229.2
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             11              71

NON-GOVERNMENT SECURITIES                                Friday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       11,045.0           56,882.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             32              162

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
----------------------------
6.79%, 2027                        1,500.00                  6.74
7.35%, 2024                        1,000.00                  6.91
6.79%, 2029                          750.00                  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
-------------------------------
7.03%, RECL22                      3,000.00                  7.09

Corporate Debentures
--------------------
7%, RIL22                          1,050.00                  7.11

Institutions Non-Slr Bond
-------------------------
7.81%, EXIM 2018                   1,000.00                  6.76

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
----------
7.47%, ICIC 2027*    4    595.00    98.7778    98.7778    98.7778    98.7778   7.6400
Total                4    595.00

Corporate Debentures
--------------------
8.43%, HDFC 2025*    1    250.00   104.3862   104.3862   104.3862   104.3862   7.6141
7.90%, HDFC 2026*    2    200.00   101.6332   101.6332   101.6332   101.6332   7.6300
7.09%, LICH 2019*    1    400.00    99.7287    99.7287    99.7287    99.7287   7.3000
7.97%, LICH 2020*    1    400.00   101.2187   101.2187   101.2187   101.2187   7.4000
7.42%, LICH 2022*    1    250.00    99.6681    99.6681    99.6681    99.6681   7.4900
8.48%, LICH 2023*    1    150.00   103.7113   103.7113   103.7113   103.7113   7.6300
6.78%, RIL 2020*     1    250.00    99.5324    99.5324    99.5324    99.5324   6.9500
7.00%, RIL 2022*     5   1050.00    99.5392    99.5192    99.5392    99.5240   7.1088
Total               13   2950.00

Central Government Goi Dated Securities
---------------------------------------
7.35%, 2024*         1   1000.00   102.3300   102.3300   102.3300   102.3300   6.9070
7.72%, 2025*         1    750.00   104.3671   104.3671   104.3671   104.3671   6.9700
6.79%, 2027*         3   1500.00   100.3550   100.2800   100.2800   100.3133   6.7438
6.79%, 2029*         2    750.00    98.2000    98.1800    98.1800    98.1933   7.0108
7.61%, 2030*         1    500.00   103.1200   103.1200   103.1200   103.1200   7.2271
6.68%, 2031*         1    500.00    97.7000    97.7000    97.7000    97.7000   7.0950
7.73%, 2034*         1    500.00   104.1200   104.1200   104.1200   104.1200   7.3037
Total               10   5500.00

Institutions Non-Slr Bond
-------------------------
7.81%, EXIM 2018*    1   1000.00   101.0371   101.0371   101.0371   101.0371   6.7650
Total                1   1000.00

Public Sector Unit Taxable Bond
-------------------------------
7.50%, PFC 2020*     1    500.00   100.8713   100.8713   100.8713   100.8713   7.1500
7.40%, PFC 2021*     1    250.00   100.5509   100.5509   100.5509   100.5509   7.2300
7.47%, PFC 2021*     2    500.00   100.7645   100.7104   100.7645   100.7375   7.2383
7.50%, PFC 2021*     1    500.00   100.9130   100.9130   100.9130   100.9130   7.2050
8.36%, RECL 2020*    1    500.00   103.4596   103.4596   103.4596   103.4596   7.0200
7.14%, RECL 2021*    3    400.00   100.1747   100.1547   100.1547   100.1647   7.0772
7.24%, RECL 2021*    1    500.00   100.4844   100.4844   100.4844   100.4844   7.0900
9.40%, RECL 2021*    1    350.00   107.2397   107.2397   107.2397   107.2397   7.1200
7.03%, RECL 2022*    3   3000.00    99.7240    99.6837    99.7037    99.7038   7.0949
Total               14   6500.00

State Government Development Loan
---------------------------------
7.75%, RAJ 2018*     1    300.00   100.7650   100.7650   100.7650   100.7650   6.6001
Total                1    300.00


 (*) 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

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