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NSE Wholesale Debt Market Trades-Sep 29
September 29, 2017 / 1:00 PM / 2 months ago

NSE Wholesale Debt Market Trades-Sep 29

  Sep 29 (Reuters) - Below is a summary of Friday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                         Friday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       17,851.5           100,141.6
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             51              269

GOVERNMENT SECURITIES                                    Friday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :        6,201.5           61,137.6
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             15              107

NON-GOVERNMENT SECURITIES                                Friday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       11,650.0           39,004.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             36              162

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
----------------------------
6.68%, 2031                        1,350.00                  6.83
6.79%, 2027                        1,000.00                  6.62
7.88%, 2030                        1,000.00                  7.14

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Banks Bond
----------
7.95%, HDBK 2026                   3,500.00                  7.57

Public Sector Unit Taxable Bond
-------------------------------
6.88%, RECL 2018                   1,150.00                  6.75

Corporate Debentures
--------------------
7.33%, HDFC 2018                   1,000.00                  7.18

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
----------
7.95%, HDBK 2026*   10   3500.00   102.3706   102.3183   102.3706   102.3404   7.5747
Total               10   3500.00

Banks Perpetual Bond
--------------------
8.15%, SBI*          4    650.00    99.1662    99.0705    99.0896    99.1264   8.3604
8.39%, SBI*          1    250.00    99.9952    99.9952    99.9952    99.9952   8.3800
Total                5    900.00

Corporate Debentures
--------------------
7.9612%, CHOI 2019*  1    200.00   100.3657   100.3657   100.3657   100.3657   7.6500
7.33%, HDFC 2018*    1   1000.00   100.1845   100.1845   100.1845   100.1845   7.1800
7.40%, HDFC 2018*    1   1000.00   100.2018   100.2018   100.2018   100.2018   7.1800
7.50%, HDFC 2020*    1    250.00   100.1830   100.1830   100.1830   100.1830   7.4000
9.34%, HDFC 2024*    1     50.00   108.8569   108.8569   108.8569   108.8569   7.6300
8.90%, IBHF 2021*    1     50.00   102.6080   102.6080   102.6080   102.6080   8.1000
7.28%, TML 2020*     2   1000.00    99.6848    99.6848    99.6848    99.6848   7.3850
Total                8   3550.00

Central Government Goi Dated Securities
---------------------------------------
6.79%, 2027          1   1000.00   101.1875   101.1875   101.1875   101.1875   6.6197
6.79%, 2029          1    500.00    99.0450    99.0450    99.0450    99.0450   6.9052
7.88%, 2030          1   1000.00   106.0500   106.0500   106.0500   106.0500   7.1383
6.68%, 2031          3   1350.00    98.7500    98.6100    98.7500    98.6981   6.8255
6.57%, 2033          1     50.00    95.3400    95.3400    95.3400    95.3400   7.0564
7.73%, 2034          1    500.00   105.2000   105.2000   105.2000   105.2000   7.1966
8.83%, 2041          2    500.00   117.1135   116.9860   116.9860   117.0498   7.3150
Total               10   4900.00

Institutions Non-Slr Bond
-------------------------
7.85%, NBRD 2019*    1     50.00   101.4238   101.4238   101.4238   101.4238   6.8800
Total                1     50.00

Public Sector Unit Taxable Bond
-------------------------------
7.33%, IRFC 2027*    1    250.00   100.6630   100.6630   100.6630   100.6630   7.2393
7.46%, PFC 2020*     1    250.00   100.7663   100.7663   100.7663   100.7663   7.1100
8.36%, PFC 2020A*    1     50.00   103.0534   103.0534   103.0534   103.0534   7.1500
7.20%, PGC 2027*     2    350.00    99.6704    98.5729    98.5729    99.3568   7.2852
7.30%, PGC 2027*     1     50.00    99.1734    99.1734    99.1734    99.1734   7.4100
6.88%, RECL 2018*    2   1150.00   100.0847   100.0847   100.0847   100.0847   6.7500
9.04%, RECL 2019*    1   1000.00   103.8150   103.8150   103.8150   103.8150   6.9700
9.02%, RECL 2022A*   2    200.00   107.5290   107.5290   107.5290   107.5290   7.2000
8.30%, RECL 2025*    1    350.00   105.4836   105.4836   105.4836   105.4836   7.3195
Total               12   3650.00

State Government Development Loan
---------------------------------
8.27%, GUJ 2026*     2    350.00   105.3010   105.1694   105.1694   105.1882   7.4170
7.42%, MAH 2022*     2    750.00   101.4000   101.4000   101.4000   101.4000   7.0558
Total                4   1100.00

Treasury Bill 
------------- 
317-Days (maturing on) 
----------------------
Mar 15, 2018*        1    201.50    97.3122    97.3122    97.3122    97.3122   6.1800
Total                1    201.50

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

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