September 25, 2017 / 1:11 PM / in 23 days

NSE Wholesale Debt Market Trades-Sep 25

    Sep 25 (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               :       19,610.1           19,610.1
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             54              54

GOVERNMENT SECURITIES                                    Monday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       16,766.1           16,766.1
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             19              19

NON-GOVERNMENT SECURITIES                                Monday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        2,844.0            2,844.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             35              35

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
----------------------------
8.30%, 2042                        2,000.00                  7.32

Treasury Bill 
------------- 
317-Days (maturing on) 
----------------------
Mar 15, 2018                       4,716.10                  6.20

Treasury Bill 
------------- 
312-Days (maturing on) 
----------------------
Mar 16, 2018                       3,600.00                  6.20

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
7.60%, HDFC 2020                     700.00                  7.40

Corporate Debentures
--------------------
8.50%, HDFC 2020                     600.00                  7.40

Public Sector Unit Taxable Bond
-------------------------------
9.81%, PFC 2018                      500.00                  6.95

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
--------------------
9.05%, DHFL 2019*    2    200.00   101.9088   101.9088   101.9088   101.9088   7.9500
7.60%, HDFC 2020*    1    700.00   100.4133   100.4133   100.4133   100.4133   7.4000
8.50%, HDFC 2020*    1    600.00   102.7805   102.7805   102.7805   102.7805   7.3950
8.60%, LICH 2019*    1    250.00   101.9636   101.9636   101.9636   101.9636   7.3200
6.78%, RIL 2020*     1    250.00    99.5859    99.5859    99.5859    99.5859   6.9300
Total                6   2000.00

Corporate Deep Discount Debentures
----------------------------------
CCFI 2018A (RESET)   1     20.50   121.4400   121.4400   121.4400   121.4400   0.0000
CITI 2018B (RESET)   7     22.50   127.2700   127.2700   127.2700   127.2700   0.0000
CITI 2018C (RESET)  16     51.00   127.6300   127.6300   127.6300   127.6300   0.0000
Total               24     94.00

Central Government Goi Dated Securities
---------------------------------------
6.84%, 2022          1    100.00   100.7950   100.7950   100.7950   100.7950   6.6543
6.79%, 2029          1    500.00    98.8550    98.8550    98.8550    98.8550   6.9284
7.59%, 2029          1    500.00   104.0410   104.0410   104.0410   104.0410   7.0700
7.61%, 2030          1    500.00   104.1929   104.1929   104.1929   104.1929   7.1000
6.68%, 2031          1    500.00    98.9200    98.9200    98.9200    98.9200   6.8004
7.73%, 2034          1    100.00   105.3600   105.3600   105.3600   105.3600   7.1811
8.30%, 2042          1   2000.00   111.2228   111.2228   111.2228   111.2228   7.3175
Total                7   4200.00

Public Sector Unit Taxable Bond
-------------------------------
8.55%, IRFC 2019*    1     50.00   102.2084   102.2084   102.2084   102.2084   6.7763
7.33%, IRFC 2027*    1    100.00    99.5250    99.5250    99.5250    99.5250   7.4050
9.81%, PFC 2018*     1    500.00   102.7621   102.7621   102.7621   102.7621   6.9500
7.60%, PFC 2027*     2    100.00   101.5379   101.5379   101.5379   101.5379   7.5000
Total                5    750.00

State Government Development Loan
---------------------------------
8.21%, HARY 2022*    2    750.00   103.9861   103.9472   103.9861   103.9731   7.1633
8.38%, HARY 2026*    1    600.00   106.3193   106.3193   106.3193   106.3193   7.3500
8.08%, MAH 2026*     1    150.00   104.4903   104.4903   104.4903   104.4903   7.3700
8.36%, MAH 2026*     1    300.00   106.0686   106.0686   106.0686   106.0686   7.3700
8.27%, MP 2025*      1    150.00   105.2320   105.2320   105.2320   105.2320   7.3800
8.30%, MP 2026*      1    600.00   105.8059   105.8059   105.8059   105.8059   7.3500
7.40%, RAJ 2029*     1     50.00    99.9500    99.9500    99.9500    99.9500   7.4058
8.29%, UP 2025*      1    150.00   105.3729   105.3729   105.3729   105.3729   7.3800
Total                9   2750.00

Treasury Bill 
------------- 
312-Days (maturing on) 
----------------------
Mar 16, 2018*        1   3600.00    97.1773    97.1773    97.1773    97.1773   6.2000
Total                1   3600.00

Treasury Bill 
------------- 
317-Days (maturing on) 
----------------------
Mar 15, 2018*        1   4716.12    97.1923    97.1923    97.1923    97.1923   6.2025
Total                1   4716.12

Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Jul 19, 2018*        1   1500.00    95.1834    95.1834    95.1834    95.1834   6.2400
Total                1   1500.00

 (*) 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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