December 21, 2016 / 12:49 PM / 9 months ago

NSE Wholesale Debt Market Trades-Dec 21

Dec 21 (Reuters) - Below is a summary of Wednesday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                      Wednesday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       25,180.2           81,206.8
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             68              203

GOVERNMENT SECURITIES                                 Wednesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       14,490.7           54,394.3
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             40              112

NON-GOVERNMENT SECURITIES                             Wednesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       10,689.5           26,812.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             28              91

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                        2,350.00                  6.60
8.35%, 2022                        2,092.10                  6.64
7.61%, 2030                        1,750.00                  6.82

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 Tax-Free Bond
--------------------------------
7.18%, IRFC 2023                   2,500.00                  6.15

Banks Bond
----------
8.40%, CANB 2026A                  2,050.00                  7.69

Corporate Debentures
--------------------
9.45%, IBHF 2017                   1,400.00                  7.20

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*   5   2050.00   104.5449   104.5255   104.5449   104.5378   7.6861
Total                5   2050.00

Corporate Debentures
--------------------
818.30%, ABF 2019*   1    250.00   100.1181   100.1181   100.1181   100.1181   8.1300
8.25%, HDFC 2018*    1    250.00   100.9525   100.9525   100.9525   100.9525   7.6500
9.45%, IBHF 2017*    1   1400.00   100.4871   100.4871   100.4871   100.4871   7.2000
8.45%, LICH 2026*    4   1250.00   104.0695   104.0495   104.0695   104.0575   7.8088
8.81%, SUNF 2017*    1   1250.00   100.3887   100.3887   100.3887   100.3887   6.8000
Total                8   4400.00

Corporate Deep Discount Debentures
----------------------------------
CFIL 2018A (RESET)   1    100.00   108.3700   108.3700   108.3700   108.3700   0.0000
CITF 2018B (RESET)   1      2.50   134.9600   134.9600   134.9600   134.9600   0.0000
Total                2    102.50

Central Government Goi Dated Securities
---------------------------------------
8.35%, 2022          2   2092.09   107.6603   107.6603   107.6603   107.6603   6.6350
7.16%, 2023          1    500.00   102.7800   102.7800   102.7800   102.7800   6.6192
7.68%, 2023          3   2350.00   105.9902   105.9550   105.9550   105.9865   6.5956
7.72%, 2025          1    750.00   106.3450   106.3450   106.3450   106.3450   6.7201
6.97%, 2026          3   1500.00   103.6250   103.5600   103.6250   103.5883   6.4646
7.59%, 2026          2    500.00   106.4800   106.4600   106.4600   106.4700   6.6273
8.15%, 2026          3   1000.00   109.1600   109.1500   109.1600   109.1550   6.8615
8.24%, 2027          1    300.00   109.5724   109.5724   109.5724   109.5724   6.9100
8.26%, 2027          1   1000.00   110.0231   110.0231   110.0231   110.0231   6.9100
8.28%, 2027          1    300.00   110.2352   110.2352   110.2352   110.2352   6.9125
7.59%, 2029          1    250.00   106.0200   106.0200   106.0200   106.0200   6.8537
7.61%, 2030          3   1750.00   106.8600   106.8200   106.8200   106.8371   6.8214
7.88%, 2030          1     18.60   108.4200   108.4200   108.4200   108.4200   6.8980
8.24%, 2033          1    350.00   111.5500   111.5500   111.5500   111.5500   7.0573
9.23%, 2043          2    250.00   124.3012   124.0190   124.3012   124.1883   6.8704
8.13%, 2045          3    350.00   112.2539   111.9880   112.2100   112.1654   7.1267
Total               29  13260.69

Institutions Non-Slr Bond
-------------------------
8.25%, NBRD 2018*    1    750.00   102.2889   102.2889   102.2889   102.2889   6.7500
7.98%, SIDB 2019A*   1    100.00   102.2710   102.2710   102.2710   102.2710   6.8507
Total                2    850.00

Public Sector Unit Tax-Free Bond
--------------------------------
7.18%, IRFC 2023*    4   2500.00   105.1705   105.1405   105.1705   105.1435   6.1494
Total                4   2500.00

Public Sector Unit Taxable Bond
-------------------------------
7.85%, PFC 2019*     3    550.00   101.7427   101.7427   101.7427   101.7427   6.9800
7.63%, PFC 2026*     1     97.00   101.5251   101.5251   101.5251   101.5251   7.3900
8.70%, RECL 2018     2     50.00   102.0464   102.0464   102.0464   102.0464   6.7000
8.82%, RECL 2023*    1     90.00   106.7674   106.7674   106.7674   106.7674   7.4200
Total                7    787.00

State Government Development Loan
---------------------------------
7.98%, GOA 2026A*    1     80.00   105.7997   105.7997   105.7997   105.7997   7.1300
8.21%, HARY 2023*    1    250.00   104.5988   104.5988   104.5988   104.5988   7.2645
7.98%, KER 2026A*    1     50.00   105.7326   105.7326   105.7326   105.7326   7.1300
7.39%, MAH 2026*     1    100.00   102.0939   102.0939   102.0939   102.0939   7.0900
8.21%, RAJ 2023*     2    500.00   104.5988   104.5988   104.5988   104.5988   7.2645
7.99%, RAJ 2025*     1     60.00   105.5586   105.5586   105.5586   105.5586   7.1300
7.97%, TEL 2026*     1     50.00   105.7314   105.7314   105.7314   105.7314   7.1300
8.38%, TN 2026*      1     50.00   108.1121   108.1121   108.1121   108.1121   7.1500
7.98%, UP 2025*      1     50.00   105.4746   105.4746   105.4746   105.4746   7.1300
7.99%, UP 2026       1     40.00   105.8679   105.8679   105.8679   105.8679   7.1300
Total               11   1230.00


 (*) Indicates at least one deal in above securities is of Rs. 5 crore or above.

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