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NSE Wholesale Debt Market Trades-Sep 21
September 21, 2017 / 12:59 PM / 3 months ago

NSE Wholesale Debt Market Trades-Sep 21

    Sep 21 (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               :       12,023.6           92,241.1
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             36              155

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       10,308.1           73,408.1
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             24              87

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        1,715.5           18,833.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             12              68

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
----------------------------
7.18%, TN27                        1,500.00                  7.32

Treasury Bill
------------- 
182-Days (maturing on) 
----------------------
Nov 30, 2017                       1,500.00                  6.08

Treasury Bill
------------- 
312-Days (maturing on) 
----------------------
Mar 16, 2018                       1,250.00                  6.19

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
Public Sector Unit Taxable Bond
-------------------------------
9.30%, PGC 2019B                     500.00                  6.95

Corporate Debentures
--------------------
8.60%, LICH 2020A                    250.00                  7.40


Banks Perpetual Bond
--------------------
8.75%, AXBKB                         250.00                  8.85

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
--------------------
8.75%, AKBKB*        1    250.00    99.5381    99.5381    99.5381    99.5381   8.8500
Total                1    250.00

Corporate Debentures
--------------------
8.60%, LICH 2020A*   1    250.00   102.9090   102.9090   102.9090   102.9090   7.4000
8.65%, LICH 2020A*   1    100.00   103.2641   103.2641   103.2641   103.2641   7.4000
8.60%, LICH 2020B*   1     50.00   102.9284   102.9284   102.9284   102.9284   7.4000
Total                3    400.00

Corporate Deep Discount Debentures
----------------------------------
CITI 2018C (RESET)   3     15.50   127.5300   127.5300   127.5300   127.5300   0.0000
Total                3     15.50

Central Government Goi Dated Securities
---------------------------------------
7.83%, 2018*         1    150.00   100.8398   100.8398   100.8398   100.8398   6.2501
6.97%, 2026*         1    250.00   100.4300   100.4300   100.4300   100.4300   6.9041
8.33%, 2026*         1    500.00   108.5500   108.5500   108.5500   108.5500   7.0088
6.79%, 2027*         1   1000.00   101.1600   101.1600   101.1600   101.1600   6.6237
8.28%, 2027*         1    250.00   108.5200   108.5200   108.5200   108.5200   7.0766
6.79%, 2029*         1    500.00    99.1250    99.1250    99.1250    99.1250   6.8951
6.57%, 2033*         1    350.00    95.9000    95.9000    95.9000    95.9000   6.9955
7.73%, 2034*         1     50.00   105.4500   105.4500   105.4500   105.4500   7.1724
7.06%, 2046*         1    100.00    97.6400    97.6400    97.6400    97.6400   7.2555
6.62%, 2051*         1    250.00    92.1000    92.1000    92.1000    92.1000   7.2464
Total               10   3400.00

Public Sector Unit Taxable Bond
-------------------------------
7.33%, IRFC 2027*    1    100.00    99.8357    99.8357    99.8357    99.8357   7.3600
7.49%, IRFC 2027*    2    200.00   100.2224   100.2022   100.2224   100.2123   7.4515
9.30%, PGC 2019B*    1    500.00   104.1454   104.1454   104.1454   104.1454   6.9500
7.95%, RECL 2027*    1    250.00   103.3395   103.3395   103.3395   103.3395   7.4300
Total                5   1050.00

State Government Development Loan
---------------------------------
7.03%, GUJ 2021*     2    900.00   100.4300   100.4300   100.4300   100.4300   6.9050
7.52%, GUJ 2027*     1    100.00   100.9405   100.9405   100.9405   100.9405   7.3800
8.36%, HARY 2021*    1    750.00   104.3256   104.3256   104.3256   104.3256   6.9600
7.42%, MAH 2022*     2    250.00   101.5453   101.5453   101.5453   101.5453   7.0200
8.12%, MAH 2025*     1    318.11   104.4230   104.4230   104.4230   104.4230   7.3850
7.35%, MP 2027*      1    240.00   100.0667   100.0667   100.0667   100.0667   7.3400
7.18%, TN 2027*      3   1500.00    99.0000    98.9900    98.9900    98.9950   7.3231
7.37%, UP 2027*      1    100.00   100.2100   100.2100   100.2100   100.2100   7.3395
Total               12   4158.11

Treasury Bill
------------- 
182-Days (maturing on) 
----------------------
Nov 30, 2017*        1   1500.00    98.8637    98.8637    98.8637    98.8637   6.0800
Total                1   1500.00

Treasury Bill 
------------- 
312-Days (maturing on) 
----------------------
Mar 16, 2018*        1   1250.00    97.1177    97.1177    97.1177    97.1177   6.1900
Total                1   1250.00

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