December 2, 2016 / 3:02 PM / 8 months ago

NSE Wholesale Debt Market Trades-Dec 2

9 Min Read

Dec 2 (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               :       33,399.0           131,915.6
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             79              358

GOVERNMENT SECURITIES                                    Friday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       22,548.0           82,487.6
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             36              169

NON-GOVERNMENT SECURITIES                                Friday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       10,851.0           49,428.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             43              189

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
----------------------------
9.23%, 2043                        5,498.00                  6.94
8.79%, 2021                        4,500.00                  6.24
7.80%, 2021                        4,250.00                  6.20

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------

Corporate Debentures
--------------------
9.45%, HDFC 2019                   2,000.00                  7.41

Corporate Debentures
--------------------
7.76%, ABF 2018                    1,000.00                  7.75

Corporate Debentures
--------------------
8.34%, LICH 2018                   1,000.00                  7.35

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     50.00   101.5325   101.5325   101.5325   101.5325   7.3000
7.95%, HDBK 2026*    1     50.00   104.2942   104.2942   104.2942   104.2942   7.3100
Total                2    100.00

Banks Perpetual Bond
--------------------
11.09%, IDBI         1      1.00   104.0303   104.0303   104.0303   104.0303   9.9500
Total                1      1.00

Corporate Debentures
--------------------
7.76%, ABF 2018*     3   1000.00   100.0085   100.0085   100.0085   100.0085   7.7500
9.10%, DHFL 2019B*   1    100.00   100.0227   100.0227   100.0227   100.0227   9.0601
8.38%, HDFC 2019*    1    250.00   102.2139   102.2139   102.2139   102.2139   7.3850
9.45%, HDFC 2019*    2   2000.00   104.7798   104.7798   104.7798   104.7798   7.4100
8.75%, HDFC 2020*    3    850.00   103.6580   103.5411   103.5411   103.6314   7.3885
8.34%, LICH 2018*    1   1000.00   101.2725   101.2725   101.2725   101.2725   7.3500
8.47%, LICH 2020*    1    500.00   102.8295   102.8295   102.8295   102.8295   7.4100
7.83%, LICH 2026*    1    250.00   102.2217   102.2217   102.2217   102.2217   7.4914
8.42%, SHF 2018*     2   1000.00   100.7835   100.7835   100.7835   100.7835   7.8500
Total               15   6950.00

Central Government Goi Dated Securities
---------------------------------------
6.25%, 2018          1   1000.00   100.2506   100.2506   100.2506   100.2506   6.0000
7.80%, 2021          6   4250.00   106.0800   105.9681   106.0071   105.9930   6.2036
8.79%, 2021          6   4500.00   110.7300   110.6178   110.7068   110.6599   6.2405
8.08%, 2022          2   1100.00   108.2500   108.2000   108.2500   108.2273   6.3248
7.68%, 2023          1    250.00   107.7450   107.7450   107.7450   107.7450   6.2985
6.97%, 2026          2    750.00   105.3950   105.3000   105.3000   105.3317   6.2305
7.59%, 2029          1    250.00   109.2800   109.2800   109.2800   109.2800   6.4815
7.61%, 2030          2   1000.00   110.2800   110.2300   110.2300   110.2550   6.4556
9.23%, 2043          7   5498.00   128.6693   127.7173   127.7673   127.7948   6.9388
Total               28  18598.00

Institutions Non-Slr Bond
-------------------------
8.11%, EXIM 2031*    1    100.00   109.6544   109.6544   109.6544   109.6544   7.0200
Total                1    100.00

Public Sector Unit Taxable Bond
-------------------------------
8.80%, FCI 2028*     1     50.00   111.0084   111.0084   111.0084   111.0084   7.3200
6.70%, IRFC 2021*    1    300.00   100.0000   100.0000   100.0000   100.0000   6.7000
6.72%, NTPC 2021*    1     50.00   100.0000   100.0000   100.0000   100.0000   6.7200
7.49%, NTPC 2031*    1    100.00   104.4888   104.4888   104.4888   104.4888   6.9900
7.85%, PFC 2019*     1     50.00   102.3319   102.3319   102.3319   102.3319   6.7200
8.52%, PFC 2019*     1     50.00   104.7665   104.7665   104.7665   104.7665   6.7200
9.32%, PFC 2019*     1    700.00   106.3559   106.3559   106.3559   106.3559   6.7200
9.39%, PFC 2019*     2    700.00   106.3971   106.3971   106.3971   106.3971   6.7200
8.53%, PFC 2020*     1    500.00   105.4103   105.4103   105.4103   105.4103   6.7750
8.05%, PFC 2021*     1    250.00   104.3500   104.3500   104.3500   104.3500   6.8500
8.65%, PFC 2024*     1     50.00   108.7204   108.7204   108.7204   108.7204   7.1786
7.63%, PFC 2026*     2    100.00   103.9872   103.8934   103.8934   103.9403   7.0434
8.90%, PGC 2017*     3    150.00   100.4677   100.4308   100.4308   100.4554   6.4500
9.30%, PGC 2019B*    1     50.00   117.9713   117.9713   117.9713   117.9713   7.1000
9.30%, PGC 2029*     1     50.00   118.0549   118.0549   118.0549   118.0549   7.0900
9.85%, RECL 2017*    3    300.00   102.4494   102.3853   102.3853   102.4280   6.6667
8.11%, RECL 2025*    1    100.00   106.5580   106.5580   106.5580   106.5580   7.0800
7.52%, RECL 2026*    1    150.00   103.5790   103.5790   103.5790   103.5790   7.0000
Total               24   3700.00

State Government Development Loan
---------------------------------
6.89%, BIH 2026*     1    200.00   100.4968   100.4968   100.4968   100.4968   6.8200
6.87%, UP 2026*      1    150.00   100.4600   100.4600   100.4600   100.4600   6.8056
8.77%, UP 2031*      2    100.00   114.8264   114.8264   114.8264   114.8264   7.5501
Total                4    450.00


Treasury Bill 
-------------
364-Days (maturing on) 
----------------------
Jun 22, 2017*        4   3500.00    96.8247    96.8247    96.8247    96.8247   6.0150
Total                4   3500.00

(*) 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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