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NSE Wholesale Debt Market Trades-Dec 5
December 5, 2016 / 12:57 PM / 10 months ago

NSE Wholesale Debt Market Trades-Dec 5

Dec 5 (Reuters) - Below is a summary of Monday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                         Monday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       36,200.0           36,200.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             71              71

GOVERNMENT SECURITIES                                    Monday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       29,398.0           29,398.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             49              49

NON-GOVERNMENT SECURITIES                                Monday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        6,802.0            6,802.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             22              22

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                       20,498.00                  6.94
7.59%, 2026                        4,100.00                  6.33

Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Mar 02, 2017                       1,000.00                  5.98

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Deep Discount Debentures
----------------------------------
0.00%, HDFC 2017                   1,100.00                  7.00

Corporate Debentures
--------------------
8.25%, HDFC 2018                   1,000.00                  7.34

Banks Bond
----------
8.40%, CANB 2026A                    850.00                  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
----------
8.40%, CANB 2026A*   1    850.00   106.8245   106.8245   106.8245   106.8245   7.3529
7.95%, HDBK 2026*    2    200.00   104.3632   103.9422   104.3632   104.0475   7.3450
7.60%, ICIC 2023*    2    200.00   101.5183   101.4389   101.5183   101.4786   7.3075
Total                5   1250.00

Corporate Debentures
--------------------
9.25%, DHFL 2023*    1     52.00    99.3734    99.3734    99.3734    99.3734   9.3599
8.25%, HDFC 2018*    1   1000.00   101.5246   101.5246   101.5246   101.5246   7.3350
8.38%, HDFC 2019*    2    750.00   102.1999   102.1999   102.1999   102.1999   7.3900
7.90%, HDFC 2026*    1     50.00   103.3630   103.3630   103.3630   103.3630   7.3900
8.65%, IBHF 2019*    1    250.00    99.7284    99.7284    99.7284    99.7284   8.7400
9.18%, LICH 2017*    1    800.00   100.9267   100.9267   100.9267   100.9267   7.2100
9.69%, LICH 2017A*   1    400.00   100.7642   100.7642   100.7642   100.7642   6.7000
9.0770%, LICH 2018*  1    250.00   101.9640   101.9640   101.9640   101.9640   7.3000
Total                9   3552.00

Corporate Deep Discount Debentures
----------------------------------
0.00%, HDFC 2017*    2   1100.00   157.1684   157.1684   157.1684   157.1684   7.0000
0.00%, LICH 2016C*   2    500.00   108.5527   108.5527   108.5527   108.5527   7.0000
Total                4   1600.00

Central Government Goi Dated Securities
---------------------------------------
8.12%, 2020          2    500.00   106.9700   106.9700   106.9700   106.9700   6.1331
7.80%, 2021          2    850.00   106.1000   106.1000   106.1000   106.1000   6.1753
9.15%, 2024          4    500.00   115.8600   115.8500   115.8500   115.8580   6.5548
6.97%, 2026          1    200.00   105.5100   105.5100   105.5100   105.5100   6.2064
7.59%, 2026          7   4100.00   108.6900   108.5750   108.5900   108.6187   6.3280
8.60%, 2028          1    500.00   115.6500   115.6500   115.6500   115.6500   6.6320
7.59%, 2029          1    250.00   109.6800   109.6800   109.6800   109.6800   6.4364
9.23%, 2043         25  20498.00   128.1104   127.6290   128.0733   127.8389   6.9358
8.17%, 2044          1    200.00   118.2800   118.2800   118.2800   118.2800   6.7132
Total               44  27598.00

Public Sector Unit Taxable Bond
-------------------------------
7.49%, NTPC 2031*    1    100.00   103.7415   103.7415   103.7415   103.7415   7.0700
9.69%, PFC 2019*     1    150.00   105.9241   105.9241   105.9241   105.9241   6.7229
8.15%, PGC 2025*     1     50.00   106.6279   106.6279   106.6279   106.6279   7.0500
8.11%, RECL 2025*    1    100.00   106.7568   106.7568   106.7568   106.7568   7.0500
Total                4    400.00

State Government Development Loan
---------------------------------
9.12%, GUJ 2022*     1    200.00   110.2457   110.2457   110.2457   110.2457   6.8400
9.23%, GUJ 2022*     1     50.00   110.4866   110.4866   110.4866   110.4866   6.8400
8.19%, RAJ 2026*     1    250.00   108.1981   108.1981   108.1981   108.1981   6.9975
8.98%, WB 2024*      1    300.00   111.9300   111.9300   111.9300   111.9300   6.9375
Total                4    800.00

Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Mar 02, 2017*        1   1000.00    98.6106    98.6106    98.6106    98.6106   5.9800
Total                1   1000.00

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

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