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NSE Wholesale Debt Market Trades-Sep 14
September 14, 2017 / 12:55 PM / 2 months ago

NSE Wholesale Debt Market Trades-Sep 14

    Sep 14 (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               :       16,275.8           59,745.4
--Total traded value of repo deals in mln rupees :           ---               ---
--Total number of trades                         :             42              157

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       10,668.2           37,438.2
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             19              75

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        5,607.5           22,307.2
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             23              82

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                        2,500.00                  6.59
6.79%, 2029                        2,500.00                  6.86
7.35%, 2024                        1,000.00                  6.76

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
-------------------------------
9.81%, PFC 2018                    1,000.00                  6.80

Public Sector Unit Taxable Bond
-------------------------------
7.40%, PFC 2021                      750.00                  7.20

Public Sector Unit Taxable Bond
-------------------------------
7.33%, IRFC 2027                     550.00                  7.34

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
--------------------
9.10%, DHFL 2019A*   1    100.00   102.1227   102.1227   102.1227   102.1227   7.8500
7.78%, HDFC 2020*    2    350.00   101.0519   101.0293   101.0519   101.0454   7.2729
8.65%, HDFC 2020C*   1    100.00   103.4678   103.4678   103.4678   103.4678   7.3200
8.75%, IBHF 2021*    1    300.00   102.5920   102.5920   102.5920   102.5920   7.9700
8.45%, LICH 2018*    1    450.00   101.2690   101.2690   101.2690   101.2690   7.0500
8.48%, LICH 2026A*   1    300.00   105.8665   105.8665   105.8665   105.8665   7.5300
7.30%, PFC 2027*     2    500.00    99.1802    99.1602    99.1802    99.1702   7.4135
Total                9   2100.00

Corporate Deep Discount Debentures
----------------------------------
CCFI 2019K (RESET)   1      2.50   107.7100   107.7100   107.7100   107.7100   0.0000
CCFI 2019L (RESET)   1      2.50   132.1500   132.1500   132.1500   132.1500   0.0000
CITI 2018C (RESET)   1      2.50   127.3500   127.3500   127.3500   127.3500   0.0000
Total                3      7.50

Central Government Goi Dated Securities
---------------------------------------
5.69%, 2018*         1    500.00    99.5400    99.5400    99.5400    99.5400   6.1564
6.25%, 2018*         1    100.00    99.9741    99.9741    99.9741    99.9741   6.2991
8.20%, 2022*         1    250.00   106.1700   106.1700   106.1700   106.1700   6.5656
7.35%, 2024*         1   1000.00   103.1700   103.1700   103.1700   103.1700   6.7559
6.79%, 2027*         3   2500.00   101.4400   101.4200   101.4200   101.4300   6.5859
6.79%, 2029*         2   2500.00    99.4250    99.3700    99.4250    99.4140   6.8596
6.57%, 2033*         1    500.00    96.3700    96.3700    96.3700    96.3700   6.9451
Total               10   7350.00

Institutions Non-Slr Bond
-------------------------
7.25%, SIDB 2020*    1    250.00   100.8471   100.8471   100.8471   100.8471   6.8600
Total                1    250.00

Public Sector Unit Taxable Bond
-------------------------------
7.20%, IRFC 2020*    1    250.00   100.8506   100.8506   100.8506   100.8506   6.8600
7.33%, IRFC 2027*    2    550.00    99.9966    99.9766    99.9966    99.9875   7.3384
9.81%, PFC 2018*     2   1000.00   102.9808   102.9603   102.9808   102.9706   6.8000
6.83%, PFC 2020*     1    100.00    99.4690    99.4690    99.4690    99.4690   7.0300
7.27%, PFC 2021*     1    100.00   100.2906   100.2906   100.2906   100.2906   7.1700
7.40%, PFC 2021*     2    750.00   100.6705   100.6705   100.6705   100.6705   7.1950
7.20%, PGC 2027*     1    500.00    98.9695    98.9695    98.9695    98.9695   7.3425
Total               10   3250.00

State Government Development Loan
---------------------------------
8.12%, KER 2019*     1    500.00   102.7769   102.7769   102.7769   102.7769   6.6900
8.13%, KER 2019*     1    500.00   102.6791   102.6791   102.6791   102.6791   6.6900
7.83%, MAH 2019*     1    500.00   101.6579   101.6579   101.6579   101.6579   6.6200
8.27%, MAH 2019*     1     50.00   102.9882   102.9882   102.9882   102.9882   6.6900
7.42%, MAH 2022*     1   1000.00   101.8288   101.8288   101.8288   101.8288   6.9500
8.25%, MAH 2025*     1    250.00   105.3045   105.3045   105.3045   105.3045   7.3300
8.51%, MAH 2026*     1    168.25   107.3549   107.3549   107.3549   107.3549   7.3300
7.33%, MAH 2027*     1    100.00   100.3400   100.3400   100.3400   100.3400   7.2814
7.52%, TEL 2037*     1    250.00   100.6000   100.6000   100.6000   100.6000   7.4617
Total                9   3318.25

(*) Indicates at least one deal in above securities is of Rs. 5 crore or above.
Contact Mumbai Rate Reporting Unit:
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