December 17, 2015 / 2:10 PM / 2 years ago

NSE Wholesale Debt Market Trades-Dec 17

Dec 17 (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               :       30,461.5           95,294.6
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             93              295

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       21,681.5           65,873.6
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             52              162

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        8,780.0           29,421.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             41              133

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
----------------------------
8.27%, 2020                        6,000.00                  7.70
8.12%, 2020                        2,700.00                  7.75
7.80%, 2021                        2,000.00                  7.79

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
8.75%, HDFC 2020                   2,500.00                  8.58

Corporate Debentures
--------------------
9.75%, HDFC 2016B                    650.00                  8.58

Public Sector Unit Taxable Bond
-------------------------------
8.11%, RECL 2025                     550.00                  8.31

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     50.00   102.8830   102.8830   102.8830   102.8830   8.3699
8.64%, IDFB 2020*    1     50.00   100.4579   100.4579   100.4579   100.4579   8.4800
8.67%, IDFB 2025*    1    350.00   100.6482   100.6482   100.6482   100.6482   8.5551
Total                3    450.00

Corporate Debentures
--------------------
9.899, CHOI 2016   2    550.00   100.1464   100.1464   100.1464   100.1464   9.4299
9.9011,CHOI 2016   1    250.00   100.1400   100.1400   100.1400   100.1400   9.4299
9.75%, HDFC 2016A*   1    500.00   101.0038   101.0038   101.0038   101.0038   8.5800
9.75%, HDFC 2016B*   1    650.00   100.7497   100.7497   100.7497   100.7497   8.5800
8.24%, HDFC 2017*    1    250.00    99.7047    99.7047    99.7047    99.7047   8.5250
8.75%, HDFC 2020*    5   2500.00   100.5175   100.5075   100.5075   100.5145   8.5809
9.57%, LICH 2017*    1    100.00   101.4131   101.4131   101.4131   101.4131   8.5853
8.60%, LICH 2020B*   2    250.00   100.0330   100.0327   100.0327   100.0329   8.5600
9.36%, LTFN 2016*    1    100.00   100.1603   100.1603   100.1603   100.1603   8.9395
8.61%, LTFN 2017   1    500.00    99.5347    99.5347    99.5347    99.5347   8.8800
8.61%, LTFN 2017A*   1    350.00    99.5382    99.5382    99.5382    99.5382   8.8800
Total               17   6000.00

NBFC Perpetual Bond
-----------------------------------
DHFCA (RESET)*       2    150.00   106.1856   106.1856   106.1856   106.1856  11.1989
Total                2    150.00

Central Government Goi Dated Securities
---------------------------------------
7.28%, 2019          1    500.00    98.9800    98.9800    98.9800    98.9800   7.6193
6.05%, 2019A         1    500.00    95.6991    95.6991    95.6991    95.6991   7.6200
6.35%, 2020          1   1000.00    95.2852    95.2852    95.2852    95.2852   7.7300
8.12%, 2020          4   2700.00   101.5100   101.5011   101.5011   101.5034   7.7492
8.27%, 2020          8   6000.00   102.1725   102.0750   102.1725   102.1058   7.7038
7.80%, 2021          2   2000.00   100.0469   100.0469   100.0469   100.0469   7.7850
8.79%, 2021          2   1400.00   104.2555   104.2200   104.2200   104.2530   7.8705
8.13%, 2022          1     50.00   101.0632   101.0632   101.0632   101.0632   7.9200
7.16%, 2023          2    200.00    95.8500    95.7500    95.8500    95.8000   7.9175
7.35%, 2024          2    750.00    97.6800    97.6800    97.6800    97.6800   7.7268
7.72%, 2025          3   1050.00    99.9600    99.9500    99.9600    99.9552   7.7255
8.15%, 2026          1     50.00   101.3050   101.3050   101.3050   101.3050   7.9677
7.88%, 2030          3    700.00    99.8100    99.7600    99.7650    99.7793   7.9038
7.95%, 2032          2    500.00    99.7800    99.7800    99.7800    99.7800   7.9720
8.32%, 2032          3    600.00   102.3500   102.2740   102.3500   102.2867   8.0661
8.83%, 2041          1    100.00   108.0447   108.0447   108.0447   108.0447   8.0843
8.30%, 2042          1    650.00   102.7327   102.7327   102.7327   102.7327   8.0500
9.23%, 2043          1    650.00   112.5003   112.5003   112.5003   112.5003   8.0950
8.17%, 2044          1    250.00   101.5500   101.5500   101.5500   101.5500   8.0307
8.13%, 2045          1    250.00   101.3400   101.3400   101.3400   101.3400   8.0108
Total               41  19900.00

Institutions Non-Slr Bond
-------------------------
9.15%, EXIM 2022*    1     50.00   104.5000   104.5000   104.5000   104.5000   8.2286
8.18%, EXIM 2025*    2     80.00    99.8100    99.8100    99.8100    99.8100   8.2000
8.20%, NBRD 2020*    1     50.00   100.0000   100.0000   100.0000   100.0000   8.1701
Total                4    180.00

Public Sector Unit Taxable Bond
-------------------------------
8.65%, PFC 2024*     1    100.00   101.6886   101.6886   101.6886   101.6886   8.3718
9.40%, RECL 2017*    1    100.00   101.6033   101.6033   101.6033   101.6033   8.2100
9.38%, RECL 2018*    1    200.00   102.9714   102.9714   102.9714   102.9714   8.1600
8.37%, RECL 2020*    2    350.00   100.3150   100.2777   100.3150   100.2884   8.2980
8.44%, RECL 2021*    2    300.00   100.3991   100.3076   100.3991   100.3839   8.3408
8.11%, RECL 2025*    6    550.00    98.6814    98.4546    98.6814    98.5783   8.3124
8.30%, RECL 2025*    2    400.00    99.8562    99.8554    99.8554    99.8559   8.3201
Total               15   2000.00

State Government Development Loan
---------------------------------
8.64%, AP 2023       1    100.00   102.2312   102.2312   102.2312   102.2312   8.2200
7.99%, KER 2025      1     50.00    98.9139    98.9139    98.9139    98.9139   8.1500
9.41%, KRN 2024      1    250.00   106.8703   106.8703   106.8703   106.8703   8.2300
8.15%, MAH 2025      2    198.30    99.9241    99.8905    99.9241    99.8990   8.1637
8.16%, MAH 2025      1    100.00    99.8801    99.8801    99.8801    99.8801   8.1750
8.23%, MAH 2025      2    244.30   100.3437   100.3105   100.3437   100.3301   8.1770
8.29%, MAH 2025      1    240.30   100.7068   100.7068   100.7068   100.7068   8.1800
Total                9   1182.90


Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Mar 17, 2016         1    198.60    98.2556    98.2556    98.2556    98.2556   7.2000
Total                1    198.60


Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Dec 08, 2016         1    400.00    93.4383    93.4383    93.4383    93.4383   7.2000
Total                1    400.00

(*) 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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