December 19, 2016 / 12:42 PM / 7 months ago

NSE Wholesale Debt Market Trades-Dec 19

9 Min Read

Dec 19 (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               :       30,778.4           30,778.4
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             73              73

GOVERNMENT SECURITIES                                    Monday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       22,658.4           22,658.4
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             34              34

NON-GOVERNMENT SECURITIES                                Monday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        8,120.0            8,120.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             39              39

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
----------------------------
7.68%, 2023                        7,400.00                  6.61
8.12%, 2020                        7,000.00                  6.53
6.97%, 2026                        1,000.00                  6.50

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
8.34%, HDFC 2019                   2,000.00                  7.67

Institutions Non-Slr Bond
-------------------------
8.06%, SIDB 2019                   1,000.00                  6.90

Corporate Debentures
--------------------
8.24%, HDFC 2017                     800.00                  6.65

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
----------
8.67%, IDFB 2025*    1    150.00   104.3912   104.3912   104.3912   104.3912   6.5267
Total                1    150.00

Corporate Debentures
--------------------
818.30%, ABF 2019*   1    250.00   100.0931   100.0931   100.0931   100.0931   8.1400
1.43%, HDFC 2017*    1    250.00    98.5396    98.5396    98.5396    98.5396   6.9500
7.67%, HDFC 2017*    1    250.00   100.1104   100.1104   100.1104   100.1104   7.5000
8.24%, HDFC 2017*    2    800.00   100.2142   100.2102   100.2102   100.2122   6.6500
8.34%, HDFC 2019*    2   2000.00   101.2805   101.2805   101.2805   101.2805   7.6700
8.00%, TML 2019*     1    400.00   100.5012   100.5012   100.5012   100.5012   7.7500
8.25%, TML 2019*     1    500.00   100.9173   100.9173   100.9173   100.9173   7.7500
Total                9   4450.00

Central Government Goi Dated Securities
---------------------------------------
8.12%, 2020          4   7000.00   105.5174   105.4728   105.5174   105.4843   6.5293
8.20%, 2022          2    150.00   106.7899   106.7899   106.7899   106.7899   6.6200
8.15%, 2022A         2    150.00   106.8816   106.8816   106.8816   106.8816   6.6300
7.68%, 2023          5   7400.00   105.9659   105.8944   105.9659   105.9153   6.6088
8.20%, 2024A         1    600.00   105.8352   105.8352   105.8352   105.8352   7.2000
7.95%, 2025          1     73.45   104.4625   104.4625   104.4625   104.4625   7.2100
6.97%, 2026          2   1000.00   103.3600   103.3200   103.3200   103.3400   6.4990
7.59%, 2026          2    750.00   106.4600   106.4300   106.4300   106.4400   6.6319
8.60%, 2028          1    100.00   112.3700   112.3700   112.3700   112.3700   7.0100
7.61%, 2030          1     59.00   106.7850   106.7850   106.7850   106.7850   6.8274
7.06%, 2046          1    850.00   101.0000   101.0000   101.0000   101.0000   6.9787
Total               22  18132.45

Institutions Non-Slr Bond
-------------------------
7.85%, NBRD 2019*    1     50.00   101.9846   101.9846   101.9846   101.9846   6.9100
8.06%, SIDB 2019*    3   1000.00   102.3083   102.3083   102.3083   102.3083   6.9000
Total                4   1050.00

Public Sector Unit Taxable Bond
-------------------------------
8.14%, NPC 2026*     1     50.00   105.5559   105.5559   105.5559   105.5559   7.4300
8.13%, NPC 2027*     2    100.00   105.8994   105.8983   105.8983   105.8989   7.4300
8.14%, NPC 2027*     1     50.00   105.9672   105.9672   105.9672   105.9672   7.4300
8.13%, NPC 2028*     2    100.00   106.2699   106.2688   106.2688   106.2694   7.4300
8.14%, NPC 2028*     1     50.00   106.3408   106.3408   106.3408   106.3408   7.4300
8.13%, NPC 2029*     3    150.00   106.6217   106.6207   106.6207   106.6214   7.4300
8.14%, NPC 2029*     1     50.00   106.7058   106.7058   106.7058   106.7058   7.4300
8.13%, NPC 2030*     2    100.00   106.9492   106.9492   106.9492   106.9492   7.4300
8.14%, NPC 2030*     1     50.00   107.0295   107.0295   107.0295   107.0295   7.4300
8.13%, NPC 2031*     2    100.00   107.2540   107.2540   107.2540   107.2540   7.4300
7.85%, PFC 2019*     2    500.00   101.6528   101.6528   101.6528   101.6528   7.0256
8.36%, PFC 2020*     1     50.00   103.0115   103.0115   103.0115   103.0115   7.2500
8.36%, PFC 2020A*    1    100.00   103.4235   103.4235   103.4235   103.4235   7.2500
7.50%, PFC 2021*     1    150.00   100.8069   100.8069   100.8069   100.8069   7.2700
8.40%, PGC 2021A*    3    650.00   104.4008   104.4008   104.4008   104.4008   7.2500
8.23%, RECL 2025*    1    220.00   104.8271   104.8271   104.8271   104.8271   7.4049
Total               25   2470.00

State Government Development Loan
---------------------------------
8.21%, HARY 2025*    1    100.00   105.6252   105.6252   105.6252   105.6252   7.2900
7.08%, KRN 2026*     1    145.90    99.9700    99.9700    99.9700    99.9700   7.0840
7.84%, MAH 2026*     1    100.00   104.8548   104.8548   104.8548   104.8548   7.1300
7.96%, MAH 2026*     1    200.00   105.6648   105.6648   105.6648   105.6648   7.1300
8.21%, RAJ 2019*     1   1000.00   102.6799   102.6799   102.6799   102.6799   7.1294
8.15%, RAJ 2021*     2    200.00   104.1848   104.1832   104.1832   104.1840   7.0498
8.27%, RAJ 2023*     1    280.00   104.8998   104.8998   104.8998   104.8998   7.3100
Total                8   2025.90


Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Jun 15, 2017*        1    500.00    97.0583    97.0583    97.0583    97.0583   6.2500
Total                1    500.00


Treasury Bill 
-------------
364-Days (maturing on) 
----------------------
Jun 08, 2017*        2   1000.00    97.1714    97.1714    97.1714    97.1714   6.2500
Total                2   1000.00


Treasury Bill 
-------------
91-Days (maturing on) 
----------------------
Mar 16, 2017*        1   1000.00    98.5562    98.5562    98.5562    98.5562   6.2175
Total                1   1000.00

 (*) 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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