December 15, 2016 / 12:41 PM / 8 months ago

NSE Wholesale Debt Market Trades-Dec 15

Dec 15 (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               :       33,441.8           33,441.8
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             92              92

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       27,451.8           27,451.8
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             60              60

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        5,990.0            5,990.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             32              32

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
----------------------------
6.97%, 2026                        5,000.00                  6.45
9.23%, 2043                        3,650.00                  7.18
6.25%, 2018                        3,500.00                  6.30

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
8.72%, HDFC 2019                     750.00                  7.69

Corporate Debentures
--------------------
8.35%, LICH 2020                     500.00                  7.74

Institutions Non-Slr Bond
-------------------------
7.90%, NBRD 2018                     500.00                  6.76

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%, ICIC 2023*    2    200.00    99.5280    99.5280    99.5280    99.5280   7.6800
Total                2    200.00

Banks Perpetual Bond
--------------------
8.75%, SBI*          1    250.00   100.8713   100.8713   100.8713   100.8713   8.5000
Total                1    250.00

Corporate Debentures
--------------------
8.72%, HDFC 2019*    1    750.00   102.0877   102.0877   102.0877   102.0877   7.6900
8.65%, HDFC 2020C*   1    150.00   102.8938   102.8938   102.8938   102.8938   7.7100
8.35%, HDFC 2026*    1    150.00   103.2330   103.2330   103.2330   103.2330   7.8350
8.65%, IBHF 2019*    1    150.00    99.1082    99.1082    99.1082    99.1082   9.0000
8.61%, LICH 2019*    1    250.00   102.2687   102.2687   102.2687   102.2687   7.7300
8.35%, LICH 2020*    1    500.00   101.9132   101.9132   101.9132   101.9132   7.7400
8.34%, LICH 2025*    1     50.00   103.4673   103.4673   103.4673   103.4673   7.7700
8.75%, RIL 2020*     3    400.00   104.7327   104.7327   104.7327   104.7327   7.1000
Total               10   2400.00

Corporate Deep Discount Debentures
----------------------------------
CFIL 2018 (RESET)    1     40.00   108.3300   108.3300   108.3300   108.3300   0.0000
Total                1     40.00

Central Government Goi Dated Securities
---------------------------------------
8.07%, 2017A         1    400.00   100.9055   100.9055   100.9055   100.9055   6.3500
6.25%, 2018          1   3500.00    99.9463    99.9463    99.9463    99.9463   6.3000
8.24%, 2018          1    750.00   102.4342   102.4342   102.4342   102.4342   6.3200
8.19%, 2020          1    450.00   104.8400   104.8400   104.8400   104.8400   6.4312
8.27%, 2020          2    550.00   105.7300   105.7300   105.7300   105.7300   6.4023
7.80%, 2021          1    300.00   104.9500   104.9500   104.9500   104.9500   6.4644
7.68%, 2023          1    750.00   106.1000   106.1000   106.1000   106.1000   6.5782
8.40%, 2024          1    100.00   109.8100   109.8100   109.8100   109.8100   6.7306
7.72%, 2025          1    500.00   106.3200   106.3200   106.3200   106.3200   6.7256
6.97%, 2026         10   5000.00   103.7250   103.5600   103.5600   103.6688   6.4542
7.59%, 2026          5   1550.00   106.7500   106.3850   106.3850   106.5398   6.6181
7.59%, 2029          1    500.00   106.6200   106.6200   106.6200   106.6200   6.7842
7.61%, 2030          3   1250.00   107.4300   107.0350   107.0350   107.3070   6.7706
7.73%, 2034          1   2000.00   107.4067   107.4067   107.4067   107.4067   6.6473
8.30%, 2040          3   1000.00   113.5622   113.5622   113.5622   113.5622   7.1050
8.83%, 2041          1    500.00   119.6674   119.6674   119.6674   119.6674   7.1325
8.30%, 2042          3   1300.00   113.8220   113.7568   113.8220   113.7718   7.1288
9.23%, 2043          7   3650.00   124.3743   124.0918   124.1000   124.3358   7.1777
8.17%, 2044          5    925.00   113.7914   113.4500   113.4500   113.7729   7.0364
8.13%, 2045          2    800.00   112.7889   112.6547   112.7889   112.7050   7.0863
Total               51  25775.00

Institutions Non-Slr Bond
-------------------------
8.27%, EXIM 2018*    1    250.00   101.8935   101.8935   101.8935   101.8935   6.7500
7.90%, NBRD 2018*    2    500.00   102.0275   101.9703   102.0275   101.9989   6.7650
Total                3    750.00

Public Sector Unit Taxable Bond
-------------------------------
8.00%, PFC 2018*     1    500.00   101.8498   101.8498   101.8498   101.8498   6.8800
8.28%, PFC 2018*     1     50.00   102.1915   102.1915   102.1915   102.1915   6.8500
7.63%, PFC 2026*     4    450.00   101.3248   101.3248   101.3248   101.3248   7.4200
8.80%, PGC 2018*     1    200.00   103.3020   103.3020   103.3020   103.3020   6.7500
8.80%, PGC 2023A*    1    250.00   107.3302   107.3302   107.3302   107.3302   7.2800
8.93%, PGC 2024*     1     50.00   108.9680   108.9680   108.9680   108.9680   7.3700
8.15%, PGC 2025*     3    500.00   104.2964   104.2964   104.2964   104.2964   7.4201
9.38%, RECL 2018*    1     50.00   104.4071   104.4071   104.4071   104.4071   6.8000
8.23%, RECL 2025*    2    300.00   104.8018   104.8018   104.8018   104.8018   7.4100
Total               15   2350.00

State Government Development Loan
---------------------------------
8.21%, HARY 2026*    4    800.00   106.3207   106.3207   106.3207   106.3207   7.2600
7.39%, MAH 2026*     1     50.00   102.2400   102.2400   102.2400   102.2400   7.0700
8.19%, RAJ 2026*     1    100.00   106.2368   106.2368   106.2368   106.2368   7.2700
7.14%, TN 2026*      1    200.00   100.4300   100.4300   100.4300   100.4300   7.0765
8.30%, UP 2026*      1    276.80   106.8379   106.8379   106.8379   106.8379   7.8699
Total                8   1426.80


Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Jun 15, 2017*        1    250.00    96.9904    96.9904    96.9904    96.9904   6.2500
Total                1    250.00

(*) 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

0 : 0
  • narrow-browser-and-phone
  • medium-browser-and-portrait-tablet
  • landscape-tablet
  • medium-wide-browser
  • wide-browser-and-larger
  • medium-browser-and-landscape-tablet
  • medium-wide-browser-and-larger
  • above-phone
  • portrait-tablet-and-above
  • above-portrait-tablet
  • landscape-tablet-and-above
  • landscape-tablet-and-medium-wide-browser
  • portrait-tablet-and-below
  • landscape-tablet-and-below