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NSE Wholesale Debt Market Trades-Sep 7
September 7, 2017 / 12:51 PM / 13 days ago

NSE Wholesale Debt Market Trades-Sep 7

    Sep 7 (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               :       13,350.0           89,997.4
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             41              168

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :        9,050.0           67,047.4
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             22              91

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        4,300.0           22,950.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             19              77

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
----------------------------
6.79%, 2027                        1,500.00                  6.52
8.24%, 2033                        1,000.00                  7.14
8.17%, 2044                        1,000.00                  7.21

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
8.26%, HDFC 2019                   1,200.00                  7.14

Public Sector Unit Taxable Bond
-------------------------------
7.50%, PFC 2021                      500.00                  7.13

Public Sector Unit Taxable Bond
-------------------------------
6.72%, NTPC 2021                     350.00                  6.87

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
--------------------
8.70%, ABF 2019A*    1    250.00   101.6344   101.6344   101.6344   101.6344   7.5200
9.10%, DHFL 2026A*   1    250.00   102.8700   102.8700   102.8700   102.8700   8.6200
8.26%, HDFC 2019*    2   1200.00   101.9523   101.9323   101.9523   101.9423   7.1357
11.08%, LICH 2018*   1     50.00   103.4699   103.4699   103.4699   103.4699   7.0566
7.51%, LICH 2018*    1     50.00   100.4940   100.4940   100.4940   100.4940   6.9260
7.65%, LICH 2020*    1    100.00   101.2067   101.2067   101.2067   101.2067   7.2045
7.85%, LTF 2020B*    1    250.00   100.5631   100.5631   100.5631   100.5631   7.5900
Total                8   2150.00

Central Government Goi Dated Securities
---------------------------------------
7.83%, 2018*         1    750.00   100.9065   100.9065   100.9065   100.9065   6.2300
8.12%, 2020*         1    100.00   104.9150   104.9150   104.9150   104.9150   6.4175
8.13%, 2022*         1    500.00   106.4616   106.4616   106.4616   106.4616   6.6000
8.40%, 2024*         1    500.00   108.5900   108.5900   108.5900   108.5900   6.8146
6.79%, 2027*         2   1500.00   101.9450   101.9025   101.9450   101.9167   6.5182
6.79%, 2029*         1    500.00    99.7400    99.7400    99.7400    99.7400   6.8199
8.97%, 2030*         1    500.00   115.6700   115.6700   115.6700   115.6700   7.1205
8.24%, 2033*         2   1000.00   110.5000   110.4500   110.5000   110.4750   7.1362
8.17%, 2044*         2   1000.00   111.3618   111.2972   111.2972   111.3295   7.2125
8.13%, 2045*         2   1000.00   111.1875   111.1225   111.1225   111.1550   7.1950
Total               14   7350.00

Public Sector Unit Taxable Bond
-------------------------------
6.70%, IRFC 2021*    1    300.00    99.2750    99.2750    99.2750    99.2750   6.9000
7.83%, IRFC 2027*    1     50.00   103.4135   103.4135   103.4135   103.4135   7.3202
8.85%, NHPC 2021*    1     50.00   105.6883   105.6883   105.6883   105.6883   6.9000
6.72%, NTPC 2021*    1    350.00    99.4140    99.4140    99.4140    99.4140   6.8700
6.90%, PFC 2018*     1    250.00   100.1061   100.1061   100.1061   100.1061   6.7000
7.05%, PFC 2020*     1    300.00   100.1045   100.1045   100.1045   100.1045   6.9950
7.50%, PFC 2021*     1    500.00   101.2007   101.2007   101.2007   101.2007   7.1300
7.93%, PGC 2020*     1     50.00   102.6050   102.6050   102.6050   102.6050   6.8100
8.20%, PGC 2022*     1    100.00   104.3075   104.3075   104.3075   104.3075   7.0000
8.40%, PGC 2022*     1    100.00   105.2665   105.2665   105.2665   105.2665   7.0300
7.20%, PGC 2027*     1    100.00    99.4689    99.4689    99.4689    99.4689   7.2700
Total               11   2150.00

State Government Development Loan
---------------------------------
7.40%, AP 2032*      1    100.00   100.4000   100.4000   100.4000   100.4000   7.3549
7.25%, GUJ 2027A*    2    300.00   100.3150   100.3150   100.3150   100.3150   7.2044
8.39%, RAJ 2021*     1    250.00   104.3624   104.3624   104.3624   104.3624   6.9700
8.21%, RAJ 2023*     1    700.00   104.7818   104.7818   104.7818   104.7818   7.1500
Total                5   1350.00


Treasury Bill 
------------- 
312-Days (maturing on) 
----------------------
Mar 16, 2018*        1     50.00    96.9016    96.9016    96.9016    96.9016   6.1750
Total                1     50.00

Treasury Bill 
-------------
317-Days (maturing on) 
----------------------
Mar 15, 2018*        1     50.00    96.9199    96.9199    96.9199    96.9199   6.1700
Total                1     50.00

Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Nov 02, 2017*        1    250.00    99.0936    99.0936    99.0936    99.0936   6.0700
Total                1    250.00

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