September 26, 2017 / 12:58 PM / in 24 days

NSE Wholesale Debt Market Trades-Sep 26

   Sep 26 (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               :       18,370.5           37,980.6
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             46              100

GOVERNMENT SECURITIES                                   Tuesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       10,300.0           27,066.1
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             19              38

NON-GOVERNMENT SECURITIES                               Tuesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        8,070.5           10,914.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             27              62

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                        1,950.00                  7.32
6.79%, 2027                        1,500.00                  6.65

Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Nov 23, 2017                       2,000.00                  6.07

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Institutions Non-Slr Bond
-------------------------
7.69%, NBRD 2032                   1,600.00                  7.51

Public Sector Unit Taxable Bond
-------------------------------
7.33%, IRFC 2027                   1,250.00                  7.43

Institutions Non-Slr Bond
-------------------------
7.95%, NBRD 2019                   1,000.00                  6.90

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 Bond
----------
7.60%, AXBK 2023*    1    850.00    99.9461    99.9461    99.9461    99.9461   7.6043
Total                1    850.00

Corporate Debentures
--------------------
HDFC 2020C (RESET)   1    250.00   103.7321   103.7321   103.7321   103.7321   7.4500
7.40%, IBHF 2018*    1    250.00    99.8725    99.8725    99.8725    99.8725   7.5000
8.46%, LICH 2018*    2    650.00   100.5661   100.5661   100.5661   100.5661   6.8333
8.37%, LICH 2023*    1    650.00   103.5727   103.5727   103.5727   103.5727   7.5500
8.55%, LICH 2025A*   1     50.00   105.1830   105.1830   105.1830   105.1830   7.6398
Total                6   1850.00

Corporate Deep Discount Debentures
----------------------------------
CITI 2018B (RESET)   2      6.00   127.2900   127.2900   127.2900   127.2900   0.0000
CITI 2018C (RESET)   5     14.50   127.6600   127.6600   127.6600   127.6600   0.0000
Total                7     20.50

Central Government Goi Dated Securities
---------------------------------------
7.83%, 2018          1    250.00   100.7966   100.7966   100.7966   100.7966   6.2950
7.28%, 2019          1    100.00   101.4800   101.4800   101.4800   101.4800   6.3309
8.15%, 2026          1    500.00   107.3000   107.3000   107.3000   107.3000   7.0522
6.79%, 2027          2   1500.00   101.0550   100.8650   100.8650   100.9917   6.6474
6.79%, 2029          1    500.00    98.8300    98.8300    98.8300    98.8300   6.9315
6.68%, 2031          1    250.00    98.7700    98.7700    98.7700    98.7700   6.8174
8.30%, 2042          2   1950.00   111.1290   111.1290   111.1290   111.1290   7.3250
8.17%, 2044          1   1500.00   110.0445   110.0445   110.0445   110.0445   7.3125
7.06%, 2046          2    150.00    97.5000    97.5000    97.5000    97.5000   7.2675
Total               12   6700.00

Institutions Non-Slr Bond
-------------------------
7.95%, NBRD 2019*    2   1000.00   101.2228   101.2228   101.2228   101.2228   6.9000
6.98%, NBRD 2020*    3    750.00   100.0569   100.0565   100.0565   100.0566   6.9500
7.69%, NBRD 2032*    2   1600.00   101.4399   101.4399   101.4399   101.4399   7.5100
8.28%, SIDB 2019A*   1    500.00   101.7637   101.7637   101.7637   101.7637   6.8800
Total                8   3850.00

Public Sector Unit Taxable Bond
-------------------------------
7.33%, IRFC 2027*    4   1250.00    99.3541    99.3541    99.3541    99.3541   7.4300
7.36%, PGC 2026*     1    250.00    99.1867    99.1867    99.1867    99.1867   7.4800
Total                5   1500.00

State Government Development Loan
---------------------------------
8.55%, RAJ 2026*     1    350.00   106.9292   106.9292   106.9292   106.9292   7.4300
8.44%, TN 2024*      2    500.00   106.5606   106.5606   106.5606   106.5606   7.2425
8.83%, TN 2024*      1    500.00   108.2557   108.2557   108.2557   108.2557   7.2500
Total                4   1350.00

Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Apr 12, 2018*        1    250.00    96.7368    96.7368    96.7368    96.7368   6.2500
Total                1    250.00

Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Nov 23, 2017*        2   2000.00    99.0610    99.0610    99.0610    99.0610   6.0700
Total                2   2000.00

 (*) Indicates at least one deal in above securities is of Rs. 5 crore or above.

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