September 15, 2017 / 1:38 PM / 2 months ago

NSE Wholesale Debt Market Trades-Sep 15

    Sep 15 (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               :       16,252.5           76,297.9
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             46              204

GOVERNMENT SECURITIES                                    Friday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :        6,950.0           44,388.2
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             20              95

NON-GOVERNMENT SECURITIES                                Friday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        9,302.5           31,909.7
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             26              109

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%, 2029                        1,500.00                  6.86
7.73%, 2034                          750.00                  7.13
8.24%, 2027                          500.00                  7.02

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
-------------------------------
6.88%, RECL 2018                   3,100.00                  6.66

Corporate Debentures
--------------------
7.4%, IBHF 2018                    2,250.00                  7.51

Public Sector Unit Taxable Bond
-------------------------------
7%, IRFC 2018                      1,000.00                  6.70

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
--------------------
8.15%, SBI*          1    100.00    99.3621    99.3621    99.3621    99.3621   8.3004
Total                1    100.00

Corporate Debentures
--------------------
7.50%, HDFC 2018*    1    250.00   100.3824   100.3824   100.3824   100.3824   7.1000
8.00%, HDFC 2018B*   1    500.00   100.8002   100.8002   100.8002   100.8002   7.0500
8.75%, HDFC 2021*    1     50.00   104.0166   104.0166   104.0166   104.0166   7.3600
7.40%, IBHF 2018*    7   2250.00    99.8942    99.8742    99.8812    99.8829   7.5089
8.45%, LICH 2018*    1    500.00   101.2690   101.2690   101.2690   101.2690   7.0500
7.09%, LICH 2019*    1    150.00    99.9484    99.9484    99.9484    99.9484   7.1500
Total               12   3700.00

Corporate Deep Discount Debentures
----------------------------------
CCFI 2018 (RESET)    1      2.50   128.5400   128.5400   128.5400   128.5400   0.0000
Total                1      2.50

Central Government Goi Dated Securities
---------------------------------------
7.83%, 2018*         1    250.00   100.8721   100.8721   100.8721   100.8721   6.2199
7.68%, 2023*         1    450.00   104.9300   104.9300   104.9300   104.9300   6.6975
7.72%, 2025*         1    100.00   105.1100   105.1100   105.1100   105.1100   6.8510
8.20%, 2025*         1    250.00   107.6525   107.6525   107.6525   107.6525   6.9390
8.33%, 2026*         1    250.00   108.7623   108.7623   108.7623   108.7623   6.9790
8.24%, 2027*         1    500.00   108.3000   108.3000   108.3000   108.3000   7.0183
6.79%, 2029*         2   1500.00    99.5050    99.3300    99.3300    99.3883   6.8629
6.68%, 2031*         1    300.00    99.7700    99.7700    99.7700    99.7700   6.7053
8.32%, 2032*         1    500.00   110.5937   110.5937   110.5937   110.5937   7.1500
6.57%, 2033*         1    500.00    96.4000    96.4000    96.4000    96.4000   6.9420
8.24%, 2033*         1    500.00   110.2500   110.2500   110.2500   110.2500   7.1575
7.73%, 2034*         2    750.00   105.8856   105.8500   105.8500   105.8737   7.1312
8.83%, 2041*         1     50.00   117.3153   117.3153   117.3153   117.3153   7.2950
Total               15   5900.00

Institutions Non-Slr Bond
-------------------------
8.87%, EXIM 2022*    1     50.00   107.5803   107.5803   107.5803   107.5803   7.0300
8.88%, EXIM 2022*    1     50.00   107.6436   107.6436   107.6436   107.6436   7.0300
8.37%, NBRD 2020*    1    250.00   103.6263   103.6263   103.6263   103.6263   6.8600
Total                3    350.00

Public Sector Unit Taxable Bond
-------------------------------
7.00%, IRFC 2018*    1   1000.00   100.2937   100.2937   100.2937   100.2937   6.7000
7.33%, IRFC 2027*    3    650.00    99.9966    99.7002    99.7002    99.8764   7.3545
8.65%, PFC 2024*     1    250.00   106.5232   106.5232   106.5232   106.5232   7.4425
7.20%, PGC 2027*     1    150.00    98.9851    98.9851    98.9851    98.9851   7.3400
6.88%, RECL 2018*    3   3100.00   100.1813   100.1813   100.1813   100.1813   6.6560
Total                9   5150.00

State Government Development Loan
---------------------------------
8.23%, GUJ 2019*     1    100.00   102.9504   102.9504   102.9504   102.9504   6.6650
8.30%, MAH 2020*     1    500.00   103.2994   103.2994   103.2994   103.2994   6.7200
7.84%, MAH 2026*     1    100.00   103.1885   103.1885   103.1885   103.1885   7.3400
8.67%, MAH 2026*     1    300.00   108.1797   108.1797   108.1797   108.1797   7.3500
7.18%, TN 2027*      1     50.00    99.0300    99.0300    99.0300    99.0300   7.3180
Total                5   1050.00


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