December 16, 2016 / 1:35 PM / 8 months ago

NSE Wholesale Debt Market Trades-Dec 16

Dec 16 (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               :       34,793.0           115,498.8
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             64              300

GOVERNMENT SECURITIES                                    Friday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       30,000.0           89,051.8
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             47              177

NON-GOVERNMENT SECURITIES                                Friday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        4,793.0           26,447.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             17              123

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
----------------------------
8.24%, 2027                        4,500.00                  6.86
8.26%, 2027                        4,500.00                  6.87
7.80%, 2021                        3,200.00                  6.54

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
8.75%, HDFC 2020                   1,050.00                  7.72

Public Sector Unit Taxable Bond
-------------------------------
8.05%, RECL 2018                   1,050.00                  6.80

Corporate Debentures
--------------------
8.50%, HDFC 2020                     500.00                  7.72

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
----------
10.75%, IDBIF        2      2.00   103.8500   101.4500   103.8500   102.6500  10.2247
9.05%, OBC 2026*     1    100.00   104.2091   104.2091   104.2091   104.2091   7.8800
Total                3    102.00

Corporate Debentures
--------------------
9.05%, CFL 2019C*    2    250.00   101.3655   101.3655   101.3655   101.3655   8.4000
8.50%, HDFC 2020*    1    500.00   102.3447   102.3447   102.3447   102.3447   7.7200
8.75%, HDFC 2020*    1   1050.00   102.6981   102.6981   102.6981   102.6981   7.7200
8.65%, HDFC 2020C*   1    100.00   102.8868   102.8868   102.8868   102.8868   7.7100
8.68%, LICH 2017*    1    250.00   101.0623   101.0623   101.0623   101.0623   7.5000
Total                6   2150.00

Central Government Goi Dated Securities
---------------------------------------
6.25%, 2018          1   2000.00    99.9547    99.9547    99.9547    99.9547   6.2925
7.83%, 2018          2   1000.00   101.9267   101.9267   101.9267   101.9267   6.2650
7.28%, 2019          3   3000.00   102.2842   102.2386   102.2386   102.2538   6.2733
6.05%, 2019A         1    150.00    99.4733    99.4733    99.4733    99.4733   6.3150
6.35%, 2020          2    200.00    99.7800    99.7700    99.7800    99.7750   6.4316
8.27%, 2020          2    600.00   105.6100   105.6100   105.6100   105.6100   6.4387
7.80%, 2021          7   3200.00   104.7000   104.6500   104.7000   104.6539   6.5398
6.84%, 2022          1    500.00   101.6400   101.6400   101.6400   101.6400   6.1373
7.68%, 2023          2    500.00   106.1700   106.0700   106.1700   106.1200   6.5735
7.35%, 2024          1    500.00   104.1800   104.1800   104.1800   104.1800   6.6340
9.15%, 2024          3    900.00   113.5848   113.5848   113.5848   113.5848   6.8900
6.97%, 2026          4   1750.00   103.3900   103.2800   103.3600   103.3229   6.5013
7.59%, 2026          1   2500.00   106.5000   106.5000   106.5000   106.5000   6.6235
8.24%, 2027          1   4500.00   109.9418   109.9418   109.9418   109.9418   6.8625
8.26%, 2027          1   4500.00   110.3452   110.3452   110.3452   110.3452   6.8700
7.59%, 2029          1    500.00   106.0900   106.0900   106.0900   106.0900   6.8458
7.61%, 2030          3    850.00   107.0100   106.7100   106.7100   106.9218   6.8124
7.88%, 2030          1    250.00   108.2900   108.2900   108.2900   108.2900   6.9127
8.13%, 2045          1    100.00   112.6000   112.6000   112.6000   112.6000   7.0941
Total               38  27500.00

Public Sector Unit Taxable Bond
-------------------------------
7.50%, PFC 2021*     1    250.00   100.6524   100.6524   100.6524   100.6524   7.3100
8.05%, RECL 2018*    2   1050.00   102.2539   102.2539   102.2539   102.2539   6.8001
9.38%, RECL 2018*    1    500.00   104.3870   104.3870   104.3870   104.3870   6.8000
7.14%, RECL 2021*    3    500.00    99.6484    99.5674    99.6484    99.6079   7.2300
8.30%, RECL 2025*    1    241.00   104.8800   104.8800   104.8800   104.8800   7.4900
Total                8   2541.00

State Government Development Loan
---------------------------------
8.21%, HARY 2025*    1    150.00   105.7500   105.7500   105.7500   105.7500   7.2706
8.62%, JK 2030*      1    200.00   110.9048   110.9048   110.9048   110.9048   7.3200
8.72%, JK 2031*      1    200.00   112.2556   112.2556   112.2556   112.2556   7.3200
7.37%, MAH 2026*     1    400.00   101.5150   101.5150   101.5150   101.5150   7.1490
7.39%, MAH 2026*     2   1000.00   101.6750   101.6750   101.6750   101.6750   7.1493
7.84%, MAH 2026*     1    150.00   104.7144   104.7144   104.7144   104.7144   7.1500
7.39%, TN 2026*      1     50.00   101.8470   101.8470   101.8470   101.8470   7.1250
8.01%, TN 2026A*     1    350.00   105.8050   105.8050   105.8050   105.8050   7.1492
Total                9   2500.00

(*) 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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