December 9, 2016 / 12:48 PM / 8 months ago

NSE Wholesale Debt Market Trades-Dec 9

Dec 9 (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               :       29,771.0           161,156.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             60              375

GOVERNMENT SECURITIES                                    Friday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       17,496.0           113,493.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             34              203

NON-GOVERNMENT SECURITIES                                Friday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       12,275.0           47,663.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             26              172

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
----------------------------
7.50%, 2034                        5,246.00                  6.90
8.27%, 2020                        2,500.00                  6.34
8.07%, 2017A                       2,000.00                  6.29

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Public Sector Unit Taxable Bond
-------------------------------
9.95%, FCI 2022                    6,200.00                  7.45

Banks Bond
----------
8.40%, CANB 2026A                  1,875.00                  7.64

Banks Bond
----------
7.60%, ICIC 2023                     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
----------
7.60%, AXBK 2023*    1    450.00    99.7672    99.7672    99.7672    99.7672   7.6350
8.40%, CANB 2026A*   4   1875.00   104.8543   104.8543   104.8543   104.8543   7.6400
7.60%, ICIC 2023*    3    600.00    99.9159    99.7870    99.7870    99.8300   7.6217
Total                8   2925.00

Corporate Debentures
--------------------
8.00%, HDFC 2017*    1     50.00   100.1001   100.1001   100.1001   100.1001   7.2000
8.65%, HDFC 2020C*   1    100.00   103.0927   103.0927   103.0927   103.0927   7.6555
9.0770%, LICH 2018*  1    500.00   101.7033   101.7033   101.7033   101.7033   7.5000
7.8130%, LICH 2020*  1    600.00   100.2410   100.2410   100.2410   100.2410   7.7300
Total                4   1250.00

Corporate Deep Discount Debentures
----------------------------------
0.00%, HDFC 2017C*   1     50.00   157.1187   157.1187   157.1187   157.1187   7.2000
Total                1     50.00

Central Government Goi Dated Securities
---------------------------------------
8.07%, 2017A         1   2000.00   100.9509   100.9509   100.9509   100.9509   6.2900
7.83%, 2018          1   1000.00   101.9906   101.9906   101.9906   101.9906   6.2339
7.28%, 2019          2   1000.00   102.3600   102.3600   102.3600   102.3600   6.2339
8.27%, 2020          2   2500.00   105.9500   105.9400   105.9400   105.9480   6.3420
7.80%, 2021          1   1000.00   105.1200   105.1200   105.1200   105.1200   6.4224
6.84%, 2022          2    500.00   102.1750   102.1750   102.1750   102.1750   6.3986
7.68%, 2023          1    500.00   106.4000   106.4000   106.4000   106.4000   6.5270
6.97%, 2026          2   1000.00   104.0000   103.9650   104.0000   103.9825   6.4116
7.59%, 2029          2    750.00   107.0650   107.0500   107.0650   107.0550   6.7341
8.24%, 2033          2    200.00   113.1200   113.1200   113.1200   113.1200   6.9113
7.50%, 2034         11   5246.00   106.0572   106.0572   106.0572   106.0572   6.9000
7.73%, 2034          2    200.00   108.4300   108.4300   108.4300   108.4300   6.9049
8.30%, 2042          1    750.00   114.7412   114.7412   114.7412   114.7412   7.0550
9.23%, 2043          3    750.00   125.7500   125.5500   125.5500   125.6833   7.0833
Total               33  17396.00

Institutions Non-Slr Bond
-------------------------
8.24%, NHB 2019*     1    250.00   100.3111   100.3111   100.3111   100.3111   6.5500
8.04%, SIDB 2019*    1    250.00   102.3162   102.3162   102.3162   102.3162   6.8700
Total                2    500.00

Public Sector Unit Taxable Bond
-------------------------------
9.95%, FCI 2022*     4   6200.00   110.4468   110.4308   110.4308   110.4463   7.4500
8.91%, PFC 2017*     1    200.00   101.6285   101.6285   101.6285   101.6285   6.7600
7.47%, PFC 2021*     1    500.00   101.0723   101.0723   101.0723   101.0723   7.1800
8.32%, PGC 2020*     1     50.00   104.4895   104.4895   104.4895   104.4895   7.0000
7.93%, PGC 2022*     1    100.00   102.9713   102.9713   102.9713   102.9713   7.2300
8.87%, RECL 2020*    1    250.00   105.2366   105.2366   105.2366   105.2366   6.9800
7.52%, RECL 2026*    2    250.00   101.6625   101.6625   101.6625   101.6625   7.2700
Total               11   7550.00

State Government Development Loan
---------------------------------
8.69%, KER 2026*     1    100.00   110.7837   110.7837   110.7837   110.7837   7.0725
Total                1    100.00

 (*) 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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