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NSE Wholesale Debt Market Trades-Sep 20
September 20, 2017 / 12:41 PM / 3 months ago

NSE Wholesale Debt Market Trades-Sep 20

    Sep 20 (Reuters) - Below is a summary of Wednesday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                      Wednesday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       41,195.0           80,217.5
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             39              119

GOVERNMENT SECURITIES                                 Wednesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       32,850.0           63,100.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             21              63

NON-GOVERNMENT SECURITIES                             Wednesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        8,345.0           17,117.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             18              56

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
----------------------------
6.35%, 2020                       14,500.00                  6.36
7.80%, 2020                       10,000.00                  6.41
7.28%, 2019                        4,000.00                  6.28

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
-------------------------------
8.00%, PFC 2018                    1,600.00                  6.86

Public Sector Unit Taxable Bond
-------------------------------
9.04%, RECL 2019                   1,050.00                  6.90

Corporate Debentures
--------------------
7.33%, HDFC 2018                   1,000.00                  7.13

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
--------------------
7.33%, HDFC 2018*    1   1000.00   100.2480   100.2480   100.2480   100.2480   7.1300
8.70%, LICH 2019*    1    250.00   102.7588   102.7588   102.7588   102.7588   7.2600
7.00%, RIL 2022*     2    500.00    99.7276    99.6871    99.6871    99.7074   7.0650
8.20%, TCHF 2018*    1    750.00   100.7605   100.7605   100.7605   100.7605   7.2747
Total                5   2500.00

Central Government Goi Dated Securities
---------------------------------------
7.28%, 2019*         1   4000.00   101.5700   101.5700   101.5700   101.5700   6.2833
6.35%, 2020*         5  14500.00    99.9600    99.9564    99.9600    99.9575   6.3645
7.80%, 2020*         3  10000.00   103.2891   103.2891   103.2891   103.2891   6.4100
8.24%, 2027*         1    350.00   108.3600   108.3600   108.3600   108.3600   7.0091
8.26%, 2027*         1    350.00   108.7500   108.7500   108.7500   108.7500   7.0141
6.79%, 2029*         1    250.00    99.2700    99.2700    99.2700    99.2700   6.8773
6.57%, 2033*         2    500.00    96.0000    95.9750    96.0000    95.9875   6.9861
Total               14  29950.00

Institutions Non-Slr Bond
-------------------------
7.85%, NBRD 2019*    2   1000.00   101.4914   101.4914   101.4914   101.4914   6.8500
8.37%, NBRD 2020*    1    250.00   103.5325   103.5325   103.5325   103.5325   6.8900
Total                3   1250.00

Public Sector Unit Taxable Bond
-------------------------------
7.33%, IRFC 2027*    3    345.00    99.8357    99.8357    99.8357    99.8357   7.3600
8.00%, PFC 2018*     2   1600.00   101.1333   101.1333   101.1333   101.1333   6.8608
9.30%, PGC 2019B*    2   1000.00   104.2369   104.2369   104.2369   104.2369   6.9000
8.56%, RECL 2019*    1    600.00   103.1732   103.1732   103.1732   103.1732   6.9000
9.04%, RECL 2019*    2   1050.00   103.9620   103.9576   103.9620   103.9597   6.9012
Total               10   4595.00

State Government Development Loan
---------------------------------
9.14%, KRN 2024*     1    250.00   109.3592   109.3592   109.3592   109.3592   7.3400
8.90%, TN 2024*      1     50.00   108.4281   108.4281   108.4281   108.4281   7.3400
8.99%, TN 2024*      1    100.00   108.8730   108.8730   108.8730   108.8730   7.3400
Total                3    400.00

Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Dec 28, 2017*        2   1250.00    98.3834    98.3834    98.3834    98.3834   6.1200
Total                2   1250.00

Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Dec 21, 2017*        2   1250.00    98.5044    98.5044    98.5044    98.5044   6.0900
Total                2   1250.00

(*) 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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