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NSE Wholesale Debt Market Trades-Sep 18
September 18, 2017 / 1:03 PM / 3 months ago

NSE Wholesale Debt Market Trades-Sep 18

    Sep 18 (Reuters) - Below is a summary of Monday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                         Monday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       21,850.0           21,850.0
--Total traded value of repo deals in mln rupees :           ---              ---
--Total number of trades                         :             43              43

GOVERNMENT SECURITIES                                    Monday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       15,900.0           15,900.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             21              21

NON-GOVERNMENT SECURITIES                                Monday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        5,950.0            5,950.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             22              22

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                        6,500.00                  6.60
8.17%, 2044                        1,650.00                  7.25

Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Dec 14, 2017                       2,150.00                  6.09


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
-------------------------------
7.85%, PFC 2019                    1,100.00                  6.96

Institutions Non-Slr Bond
-------------------------
8.18%, NBRD 2020                     750.00                  6.91

Public Sector Unit Taxable Bond
-------------------------------
7.20%, PGC 2027                      550.00                  7.38

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
--------------------
9.20%, HDFC 2017A*   1     50.00   100.1194   100.1194   100.1194   100.1194   6.4500
7.50%, HDFC 2018*    2    500.00   100.3510   100.3510   100.3510   100.3510   7.1300
7.55%, HDFC 2019*    1    500.00   100.5658   100.5658   100.5658   100.5658   7.1500
7.65%, HDFC 2019*    1    500.00   100.5937   100.5937   100.5937   100.5937   7.1700
7.95%, HDFC 2019*    1    500.00   101.3613   101.3613   101.3613   101.3613   7.2000
8.75%, HDFC 2021*    1     50.00   103.8614   103.8614   103.8614   103.8614   7.4100
6.99%, ULCE 2021*    2    450.00    99.2116    99.2116    99.2116    99.2116   7.2000
Total                9   2550.00

Central Government Goi Dated Securities
---------------------------------------
7.68%, 2023*         1   1000.00   104.8800   104.8800   104.8800   104.8800   6.7068
8.15%, 2026*         1   1000.00   107.7353   107.7353   107.7353   107.7353   6.9917
6.79%, 2027*         5   6500.00   101.3400   101.2300   101.2300   101.2977   6.6044
6.79%, 2029*         2    650.00    99.1850    99.1600    99.1600    99.1792   6.8884
7.61%, 2030*         1   1000.00   104.5000   104.5000   104.5000   104.5000   7.0642
7.73%, 2034*         1    250.00   105.5000   105.5000   105.5000   105.5000   7.1677
8.17%, 2044*         4   1650.00   110.8433   110.5700   110.5700   110.8191   7.2519
8.13%, 2045*         1    500.00   110.5676   110.5676   110.5676   110.5676   7.2400
Total               16  12550.00

Institutions Non-Slr Bond
-------------------------
7.95%, NBRD 2019*    1    250.00   101.3043   101.3043   101.3043   101.3043   6.8500
8.18%, NBRD 2020*    2    750.00   102.7176   102.6080   102.7176   102.6445   6.9134
7.25%, SIDB 2020*    1    250.00   100.7381   100.7381   100.7381   100.7381   6.9050
Total                4   1250.00

Public Sector Unit Taxable Bond
-------------------------------
7.85%, PFC 2019*     4   1100.00   101.2303   101.2010   101.2303   101.2170   6.9591
8.82%, PFC 2020*     1    250.00   103.6340   103.6340   103.6340   103.6340   7.1000
7.75%, PFC 2027*     1    250.00   102.9714   102.9714   102.9714   102.9714   6.7569
7.20%, PGC 2027*     3    550.00    98.7807    98.7123    98.7463    98.7340   7.3768
Total                9   2150.00

State Government Development Loan
---------------------------------
7.51%, AP 2037*      1    150.00   100.4800   100.4800   100.4800   100.4800   7.4632
7.42%, MAH 2022*     2   1000.00   101.8446   101.8446   101.8446   101.8446   6.9450
7.42%, PUN 2027*     1     50.00   100.2300   100.2300   100.2300   100.2300   7.3867
Total                4   1200.00


Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Dec 14, 2017*        1   2150.00    98.5854    98.5854    98.5854    98.5854   6.0900
Total                1   2150.00

(*) 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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