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NSE Wholesale Debt Market Trades-Sep 28
September 28, 2017 / 1:08 PM / 2 months ago

NSE Wholesale Debt Market Trades-Sep 28

  Sep 28 (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               :       14,232.0           82,290.1
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             58              218

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :        6,430.0           54,936.1
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             26              92

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        7,802.0           27,354.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             32              126

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
State Government Development Loan
---------------------------------
7.69%, MP 2026                       750.00                  7.80
8.03%, MP 2025                       700.00                  7.86

Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Nov 21, 2017                       1,000.00                  6.06

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
7.48%, HDFC 2019                     750.00                  7.38

Institutions Non-Slr Bond
-------------------------
7.85%, NBRD 2019                     750.00                  6.88

Public Sector Unit Taxable Bond
-------------------------------
9.95%, FCI 2022                      750.00                  7.20

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
----------
8.85%, AXBK 2024*    1     92.00   106.4248   106.4248   106.4248   106.4248   7.6400
Total                1     92.00

Corporate Debentures
--------------------
7.48%, HDFC 2019*    1    750.00   100.1951   100.1951   100.1951   100.1951   7.3800
8.72%, LICH 2019*    1     50.00   102.5330   102.5330   102.5330   102.5330   7.3900
8.75%, LICH 2021A*   1    500.00   103.4697   103.4697   103.4697   103.4697   7.5202
6.78%, RIL 2020*     1    250.00    99.5204    99.5204    99.5204    99.5204   6.9550
8.60%, SUNF 2019*    1    250.00   101.3212   101.3212   101.3212   101.3212   7.6000
7.87%, TCFSL 2020*   1    250.00   100.4860   100.4860   100.4860   100.4860   7.6300
Total                6   2050.00

Corporate Deep Discount Debentures
----------------------------------
CCFI 2018A (RESET)   1      6.50   121.5100   121.5100   121.5100   121.5100   0.0000
CITI 2018F (RESET)   1      3.50   137.7500   137.7500   137.7500   137.7500   0.0000
Total                2     10.00

Central Government Goi Dated Securities
---------------------------------------
7.80%, 2020          3    200.00   103.0800   103.0800   103.0800   103.0800   6.4870
8.28%, 2027          1    100.00   108.4000   108.4000   108.4000   108.4000   7.0908
8.97%, 2030          1    100.00   114.7600   114.7600   114.7600   114.7600   7.2140
6.68%, 2031          1    500.00    98.2800    98.2800    98.2800    98.2800   6.8729
8.83%, 2041          1    150.00   116.6075   116.6075   116.6075   116.6075   7.3500
8.17%, 2044          2    500.00   109.8226   109.7595   109.7595   109.7911   7.3325
7.06%, 2046          2    200.00    97.5000    97.4800    97.4800    97.4900   7.2684
6.62%, 2051          2    650.00    91.9427    91.9200    91.9427    91.9287   7.2612
Total               13   2400.00

Institutions Non-Slr Bond
-------------------------
7.81%, EXIM 2018*    1    150.00   100.9541   100.9541   100.9541   100.9541   6.8600
7.22%, EXIM 2027*    1    100.00    98.5396    98.5396    98.5396    98.5396   7.4250
7.85%, NBRD 2019*    1    750.00   101.4238   101.4238   101.4238   101.4238   6.8800
6.98%, NBRD 2020*    2    500.00    99.9704    99.9704    99.9704    99.9704   6.9825
7.69%, NBRD 2032*    1    100.00   101.7028   101.7028   101.7028   101.7028   7.4800
Total                6   1600.00

Public Sector Unit Taxable Bond
-------------------------------
9.95%, FCI 2022*     2    750.00   110.0373   110.0320   110.0320   110.0355   7.2000
7.33%, IRFC 2027*    1    250.00   100.6580   100.6580   100.6580   100.6580   7.2400
9.18%, NPC 2026*     1     50.00   111.1261   111.1261   111.1261   111.1261   7.3550
9.18%, NPC 2027*     1     50.00   112.0711   112.0711   112.0711   112.0711   7.3555
8.17%, PFC 2018*     1    250.00   101.0959   101.0959   101.0959   101.0959   6.8000
8.28%, PFC 2018*     1    250.00   101.2676   101.2676   101.2676   101.2676   6.8000
7.50%, PFC 2020*     3    750.00   100.9311   100.9103   100.9311   100.9200   7.1342
7.40%, PFC 2021*     1    250.00   100.5951   100.5951   100.5951   100.5951   7.2200
8.84%, PFC 2023*     1    100.00   106.2935   106.2935   106.2935   106.2935   7.3700
8.32%, PGC 2025*     1    300.00   104.9445   104.9445   104.9445   104.9445   7.4800
7.20%, PGC 2027*     1    250.00    99.6654    99.6654    99.6654    99.6654   7.2400
7.89%, PGC 2027*     1    200.00   102.8750   102.8750   102.8750   102.8750   7.4400
8.37%, RECL 2020*    1    250.00   103.3004   103.3004   103.3004   103.3004   7.0600
8.30%, RECL 2025*    1    350.00   105.4786   105.4786   105.4786   105.4786   7.3200
Total               17   4050.00

State Government Development Loan
---------------------------------
7.51%, AP 2037*      1    250.00   100.2000   100.2000   100.2000   100.2000   7.4900
8.27%, GUJ 2026*     1     50.00   105.3010   105.3010   105.3010   105.3010   7.4000
7.76%, KRN 2019A*    1    500.00   101.6943   101.6943   101.6943   101.6943   6.7550
8.16%, MAH 2025      1     30.00   104.5794   104.5794   104.5794   104.5794   7.3900
7.20%, MAH 2027*     2    100.00    99.0300    99.0300    99.0300    99.0300   7.3381
8.03%, MP 2025*      1    700.00   103.1627   103.1627   103.1627   103.1627   7.8582
7.69%, MP 2026*      1    750.00   101.3613   101.3613   101.3613   101.3613   7.8002
7.91%, MP 2027*      1    250.00   102.9487   102.9487   102.9487   102.9487   7.7490
7.93%, TEL 2027*     1    200.00   103.0829   103.0829   103.0829   103.0829   7.4701
8.72%, TN 2022*      1    150.00   105.6119   105.6119   105.6119   105.6119   7.1700
7.18%, TN 2027*      1     50.00    98.8104    98.8104    98.8104    98.8104   7.3500
Total               12   3030.00

Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Nov 02, 2017*        1   1000.00    99.4387    99.4387    99.4387    99.4387   6.0600
Total                1   1000.00

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

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