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NSE Wholesale Debt Market Trades-Sep 19
September 19, 2017 / 12:56 PM / in 3 months

NSE Wholesale Debt Market Trades-Sep 19

    Sep 19 (Reuters) - Below is a summary of Tuesday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                        Tuesday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       17,172.5           39,022.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             37              80

GOVERNMENT SECURITIES                                   Tuesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       14,350.0           30,250.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             21              42

NON-GOVERNMENT SECURITIES                               Tuesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        2,822.5            8,772.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             16              38

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                        5,250.00                  6.60
6.79%, 2029                        2,000.00                  6.90


Treasury Bill 
-------------
182-Days (maturing on) 
----------------------
Dec 14, 2017                       3,000.00                  6.08


TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
7.66%, LICH 2021                   1,000.00                  7.42

Corporate Debentures
--------------------
7.50%, HDFC 2018                     500.00                  7.10

Corporate Debentures
--------------------
7.40%, IBHF 2018                     250.00                  7.52

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%, CAPF 2021*    1     50.00   102.5212   102.5212   102.5212   102.5212   8.2766
7.50%, HDFC 2018*    1    500.00   100.3809   100.3809   100.3809   100.3809   7.1000
7.40%, IBHF 2018*    1    250.00    99.8792    99.8792    99.8792    99.8792   7.5203
8.75%, LICH 2020     2     50.00   102.7390   102.7390   102.7390   102.7390   7.3895
8.65%, LICH 2020A*   1    100.00   103.2980   103.2980   103.2980   103.2980   7.3900
7.66%, LICH 2021*    4   1000.00   100.9536   100.7471   100.7471   100.7678   7.4240
7.50%, PNB 2020*     1    250.00   100.0212   100.0212   100.0212   100.0212   7.4800
7.63%, PNB 2020A*    1    150.00   100.3343   100.3343   100.3343   100.3343   7.4700
Total               12   2350.00

Corporate Deep Discount Debentures
----------------------------------
CITI 2018B (RESET)   1      2.50   127.1200   127.1200   127.1200   127.1200   0.0000
Total                1      2.50

Central Government Goi Dated Securities
---------------------------------------
8.08%, 2022*         1     50.00   105.9300   105.9300   105.9300   105.9300   6.6313
8.83%, 2023*         1    350.00   110.1500   110.1500   110.1500   110.1500   6.7885
6.79%, 2027*         6   5250.00   101.3300   101.2600   101.3200   101.3007   6.6040
8.60%, 2028*         1   1000.00   111.1000   111.1000   111.1000   111.1000   7.0993
6.79%, 2029*         2   2000.00    99.0750    99.0500    99.0500    99.0625   6.9028
6.68%, 2031*         1     50.00    99.5000    99.5000    99.5000    99.5000   6.7354
6.57%, 2033*         3    750.00    95.9100    95.8800    95.8800    95.9000   6.9955
Total               15   9450.00

Public Sector Unit Taxable Bond
-------------------------------
7.40%, PFC 2021*     1    220.00   100.6731   100.6731   100.6731   100.6731   7.2000
8.48%, PFC 2024*     2    250.00   105.3438   105.3438   105.3438   105.3438   7.4800
Total                3    470.00

State Government Development Loan
---------------------------------
7.03%, GUJ 2021*     2    650.00   100.4200   100.4200   100.4200   100.4200   6.9079
7.96%, MAH 2026*     1    550.00   104.1800   104.1800   104.1800   104.1800   7.3035
8.67%, MAH 2026*     1    200.00   107.9960   107.9960   107.9960   107.9960   7.3775
8.39%, RAJ 2018*     1    500.00   100.9214   100.9214   100.9214   100.9214   6.4307
Total                5   1900.00


Treasury Bill 
-------------
182-Days (maturing on) 
----------------------
Dec 14, 2017*        1   3000.00    98.6027    98.6027    98.6027    98.6027   6.0850
Total                1   3000.00

(*) 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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