December 8, 2016 / 12:49 PM / 8 months ago

NSE Wholesale Debt Market Trades-Dec 8

8 Min Read

Dec 8 (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               :       25,520.0           124,885.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             56              310

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       19,400.0           89,497.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             30              164

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        6,120.0           35,388.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             26              146

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
----------------------------
8.15%, 2026                        4,000.00                  6.76

Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Mar 09, 2017                       2,700.00                  6.26
Feb 23, 2017                       2,000.00                  6.18

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
9.08%, LICH 2018                   1,000.00                  7.45

Corporate Debentures
--------------------
7.67%, HDFC 2017                     750.00                  7.50

Banks Bond
----------
8.40%, CANB 2026A                    600.00                  7.62

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*   2    600.00   104.9927   104.8575   104.9927   104.9702   7.6233
7.60%, ICIC 2023*    2    350.00   100.2044    99.9163   100.2044   100.1221   7.5657
10.75%, IDBIF        1     20.00   102.5142   102.5142   102.5142   102.5142  10.2500
Total                5    970.00

Corporate Debentures
--------------------
9.10%, DHFL 2019A*   1     50.00    99.4564    99.4564    99.4564    99.4564   9.3000
9.10%, DHFL 2019B*   1    250.00    99.4579    99.4579    99.4579    99.4579   9.3001
7.67%, HDFC 2017*    1    750.00   100.1292   100.1292   100.1292   100.1292   7.5000
9.70%, HDFC 2017B*   1     50.00   100.5297   100.5297   100.5297   100.5297   7.2000
8.65%, HDFC 2020C*   1    100.00   103.1276   103.1276   103.1276   103.1276   7.6400
9.0770%, LICH 2018*  1   1000.00   101.7739   101.7739   101.7739   101.7739   7.4500
Total                6   2200.00

Central Government Goi Dated Securities
---------------------------------------
7.68%, 2023          1    500.00   106.7050   106.7050   106.7050   106.7050   6.4755
8.40%, 2024          2    200.00   109.8943   109.8943   109.8943   109.8943   6.7200
6.97%, 2026          2   1000.00   103.8950   103.8350   103.8350   103.8650   6.4281
7.59%, 2026          3   1500.00   107.0800   106.8700   107.0800   106.9500   6.5613
8.15%, 2026          3   4000.00   109.9512   109.9512   109.9512   109.9512   6.7600
8.60%, 2028          2   1050.00   113.6300   113.6300   113.6300   113.6300   6.8645
7.59%, 2029          1    500.00   107.3200   107.3200   107.3200   107.3200   6.7040
7.88%, 2030          2    650.00   109.8000   109.8000   109.8000   109.8000   6.7490
7.95%, 2032          2    900.00   110.5226   110.5226   110.5226   110.5226   6.8450
7.73%, 2034          1    900.00   108.9000   108.9000   108.9000   108.9000   6.8618
9.23%, 2043          5   1800.00   126.0000   125.7335   126.0000   125.9551   7.0646
7.06%, 2046          1   1300.00   102.8500   102.8500   102.8500   102.8500   6.8338
Total               25  14300.00

Institutions Non-Slr Bond
-------------------------
7.98%, NBRD 2019*    1    250.00   102.1930   102.1930   102.1930   102.1930   6.8909
Total                1    250.00

Public Sector Unit Taxable Bond
-------------------------------
8.69%, DVC 2028*     2    300.00   108.7770   108.1251   108.7770   108.4511   7.5450
9.70%, PFC 2018*     1     50.00   104.9241   104.9241   104.9241   104.9241   7.0000
7.85%, PFC 2019*     2    500.00   101.5731   101.5731   101.5731   101.5731   7.0700
8.76%, PFC 2019*     1     50.00   104.4732   104.4732   104.4732   104.4732   7.0000
7.40%, PFC 2021*     1    400.00   100.8931   100.8931   100.8931   100.8931   7.1600
7.63%, PFC 2026*     1     50.00   101.9433   101.9433   101.9433   101.9433   7.3300
8.93%, PGC 2019A*    1    200.00   104.8685   104.8685   104.8685   104.8685   6.9800
8.11%, RECL 2025*    3    450.00   104.5694   104.5494   104.5694   104.5538   7.3825
8.27%, RECL 2025*    1    500.00   105.3703   105.3703   105.3703   105.3703   7.3600
7.52%, RECL 2026*    1    200.00   101.7011   101.7011   101.7011   101.7011   7.2650
Total               14   2700.00

State Government Development Loan
---------------------------------
7.37%, KRNTK 2026*   1    100.00   102.6771   102.6771   102.6771   102.6771   6.9900
7.39%, TN 2026*      1    300.00   102.8185   102.8185   102.8185   102.8185   6.9900
Total                2    400.00

Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Mar 09, 2017*        2   2700.00    98.4739    98.4739    98.4739    98.4739   6.2646
Feb 23, 2017*        1   2000.00    98.7296    98.7296    98.7296    98.7296   6.1800
Total                3   4700.00

 (*) 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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