December 23, 2016 / 1:51 PM / 10 months ago

NSE Wholesale Debt Market Trades-Dec 23

Dec 23 (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               :       24,937.0           135,483.8
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             55              340

GOVERNMENT SECURITIES                                    Friday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       21,050.0           94,434.3
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             37              187

NON-GOVERNMENT SECURITIES                                Friday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        3,887.0           41,049.5
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             18              153

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%, 2018                        4,500.00                  6.36
7.59%, 2026                        2,350.00                  6.67

Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Apr 27, 2017                       2,300.00                  6.21

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
TPOW72                             1,000.00                  9.50

Corporate Debentures
--------------------
8.91%, TCFS 2017                     500.00                  7.99

Corporate Debentures
--------------------
8.75%, HDFC2 200                     350.00                  7.73

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    247.00    99.0670    99.0670    99.0670    99.0670   7.7700
7.60%, ICIC 2023*    1     50.00    99.2175    99.2175    99.2175    99.2175   7.7400
Total                2    297.00

Corporate Debentures
--------------------
8.60%, HDFC 2018*    1    100.00   101.2887   101.2887   101.2887   101.2887   7.7500
8.75%, HDFC 2020*    1    350.00   102.6635   102.6635   102.6635   102.6635   7.7300
8.5050%, IIDF 2021   1    150.00   101.2465   101.2465   101.2465   101.2465   8.1497
8.60%, LICH 2018*    1     50.00   101.0273   101.0273   101.0273   101.0273   7.7800
7.59%, LICH 2021*    1    250.00    99.3366    99.3366    99.3366    99.3366   7.7450
8.90%, RJIC 2020B*   1    250.00   103.7766   103.7766   103.7766   103.7766   7.4700
8.91%, TCFS 2017*    1    500.00   100.5253   100.5253   100.5253   100.5253   7.9855
TPOW 2072 (RESET)*   1   1000.00   106.3134   106.3134   106.3134   106.3134   9.5000
Total                8   2650.00

Central Government Goi Dated Securities
---------------------------------------
8.24%, 2018          1   4500.00   102.3338   102.3338   102.3338   102.3338   6.3600
8.27%, 2020          1    500.00   105.5350   105.5350   105.5350   105.5350   6.4529
7.80%, 2021          4   1350.00   104.5600   104.5500   104.5600   104.5537   6.5612
7.68%, 2023          1    100.00   105.5600   105.5600   105.5600   105.5600   6.6689
7.59%, 2026          5   2350.00   106.2200   105.9300   105.9300   106.1906   6.6666
8.24%, 2027          1    650.00   109.4894   109.4894   109.4894   109.4894   6.9200
8.28%, 2027          2    900.00   111.1083   110.1083   110.1083   110.9416   6.8237
8.60%, 2028          3   1800.00   112.3800   112.3141   112.3561   112.3384   7.0121
6.79%, 2029          3   1250.00   100.3500   100.1500   100.2700   100.2540   6.7603
7.61%, 2030          3    800.00   106.2200   106.1100   106.1400   106.1606   6.8958
7.88%, 2030          1    100.00   107.6000   107.6000   107.6000   107.6000   6.9884
8.24%, 2033          1    300.00   110.8000   110.8000   110.8000   110.8000   7.1281
8.17%, 2044          1    100.00   111.7100   111.7100   111.7100   111.7100   7.1912
Total               27  14700.00

Public Sector Unit Taxable Bond
-------------------------------
7.25%, NPC 2027*     1    100.00    99.6193    99.6193    99.6193    99.6193   7.4300
7.50%, PFC 2021*     2    200.00   100.5331   100.5231   100.5231   100.5281   7.3413
7.63%, PFC 2026*     2    190.00   101.1158   101.0481   101.0481   101.0802   7.4553
9.02%, RECL 2019A*   1    100.00   104.4903   104.4903   104.4903   104.4903   6.9500
8.44%, RECL 2021*    1    100.00   104.5555   104.5555   104.5555   104.5555   7.3000
7.52%, RECL 2026*    1    250.00   100.8205   100.8205   100.8205   100.8205   7.3900
Total                8    940.00

State Government Development Loan
---------------------------------
9.20%, AP 2022*      1     50.00   108.5620   108.5620   108.5620   108.5620   7.2200
8.54%, BIH 2026*     1    100.00   108.7653   108.7653   108.7653   108.7653   7.2100
8.18%, HARY 2023*    1     50.00   104.4699   104.4699   104.4699   104.4699   7.3000
8.21%, RAJ 2018*     1    250.00   101.6598   101.6598   101.6598   101.6598   6.8000
8.39%, RAJ 2018*     1    750.00   101.7904   101.7904   101.7904   101.7904   6.8200
8.39%, RAJ 2019*     1    750.00   103.0080   103.0080   103.0080   103.0080   8.9396
8.38%, TN 2026*      1    100.00   107.9674   107.9674   107.9674   107.9674   7.1700
Total                7   2050.00


Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Jun 08, 2017*        1   1000.00    97.2770    97.2770    97.2770    97.2770   6.2299
Apr 27, 2017*        1   2300.00    97.9553    97.9553    97.9553    97.9553   6.2104
Total                2   3300.00


Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Mar 23, 2017*        1   1000.00    98.5437    98.5437    98.5437    98.5437   6.2000
Total                1   1000.00


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

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