December 27, 2016 / 1:14 PM / 7 months ago

NSE Wholesale Debt Market Trades-Dec 27

8 Min Read

Dec 27 (Reuters) - Below is a summary of Tuesday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                        Tuesday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       32,380.0           61,506.2
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             55              109

GOVERNMENT SECURITIES                                   Tuesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       26,930.0           46,078.7
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             42              70

NON-GOVERNMENT SECURITIES                               Tuesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        5,450.0           15,427.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             13              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
----------------------------
7.46%, 2017                        5,150.00                  6.33
6.35%, 2020                        2,890.00                  6.49
8.19%, 2020                        2,890.00                  6.50

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Public Sector Unit Taxable Bond
-------------------------------
7.37%, NTPC 2031                   1,050.00                  7.37

Corporate Debentures
--------------------
9.30%, DHFL 2026                   1,000.00                  8.60

Institutions Non-Slr Bond
-------------------------
7.95%, NBRD 2019                   1,000.00                  6.94

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
-------------------------------------------------------------------------------------

Corporate Debentures
--------------------
9.30%, DHFL 2026*    2   1000.00    98.0364    98.0264    98.0364    98.0314   8.6000
1.43%, HDFC 2017*    2    700.00    98.6635    98.6490    98.6635    98.6542   7.1019
7.50%, HDFC 2018*    1    250.00    99.5194    99.5194    99.5194    99.5194   7.7700
8.49%, HDFC 2020*    1    450.00   101.8688   101.8688   101.8688   101.8688   7.8000
8.75%, HDFC 2020*    1    400.00   102.3674   102.3674   102.3674   102.3674   7.8400
Total                7   2800.00

Central Government Goi Dated Securities
---------------------------------------
7.46%, 2017          1   5150.00   100.7135   100.7135   100.7135   100.7135   6.3300
7.83%, 2018          2   2550.00   101.7609   101.7609   101.7609   101.7609   6.3700
8.24%, 2018          1   2600.00   102.3114   102.3114   102.3114   102.3114   6.3700
10.03%, 2019         1    200.00   108.4300   108.4300   108.4300   108.4300   6.4670
6.05%, 2019A         2    500.00    99.3700    99.2775    99.3700    99.3238   6.3964
6.35%, 2020          2   2890.00    99.6215    99.6215    99.6215    99.6215   6.4900
8.19%, 2020          2   2890.00   104.6024   104.6024   104.6024   104.6024   6.5000
8.27%, 2020          1    200.00   105.2400   105.2400   105.2400   105.2400   6.5440
8.20%, 2022          2   1050.00   106.2100   106.1432   106.2100   106.1464   6.7593
8.35%, 2022          1    350.00   106.8825   106.8825   106.8825   106.8825   6.7978
7.68%, 2023          4   1900.00   105.1300   105.0900   105.0900   105.1185   6.7459
6.97%, 2026          1    250.00   102.5200   102.5200   102.5200   102.5200   6.6117
7.59%, 2029          2    500.00   104.6900   104.6500   104.6900   104.6700   7.0130
7.61%, 2030          4   1600.00   105.4250   105.3100   105.4250   105.3803   6.9827
8.17%, 2044          1    100.00   110.5000   110.5000   110.5000   110.5000   7.2844
Total               27  22730.00

Institutions Non-Slr Bond
-------------------------
7.95%, NBRD 2019*    2   1000.00   101.8657   101.8657   101.8657   101.8657   6.9407
8.06%, SIDB 2019*    1    500.00   102.2077   102.2077   102.2077   102.2077   6.9400
Total                3   1500.00

Public Sector Unit Taxable Bond
-------------------------------
9.43%, IRFC 2018*    1    100.00   103.4117   103.4117   103.4117   103.4117   6.9500
7.37%, NTPC 2031*    2   1050.00   100.0000    98.9835    98.9835    99.9516   7.3704
Total                3   1150.00

State Government Development Loan
---------------------------------
8.31%, AP 2025*      1     50.00   107.1393   107.1393   107.1393   107.1393   7.1800
8.84%, ASSM 2024*    1    200.00   108.5468   108.5468   108.5468   108.5468   7.3300
8.60%, KER 2023*     1     50.00   106.3246   106.3246   106.3246   106.3246   7.2900
8.24%, KER 2025B*    1     50.00   106.9290   106.9290   106.9290   106.9290   7.1800
8.69%, KER 2026*     1    450.00   109.2876   109.2876   109.2876   109.2876   7.2800
8.47%, MAH 2026*     1     50.00   107.8844   107.8844   107.8844   107.8844   7.2700
8.27%, RAJ 2022*     1    250.00   104.0909   104.0909   104.0909   104.0909   7.3500
8.39%, RAJ 2022*     1    950.00   104.5070   104.5070   104.5070   104.5070   7.3300
8.39%, RAJ 2023*     1    100.00   104.9942   104.9942   104.9942   104.9942   7.3700
9.47%, TN 2024*      1    150.00   111.8430   111.8430   111.8430   111.8430   7.3300
7.14%, TN 2026*      1     50.00    99.9848    99.9848    99.9848    99.9848   7.1400
8.38%, TN 2026*      1    100.00   107.8953   107.8953   107.8953   107.8953   7.1800
Total               12   2450.00


Treasury Bill 
-------------
21-Days (maturing on) 
----------------------
Jan 17, 2017*        1    250.00    99.6587    99.6587    99.6587    99.6587   6.2500
Total                1    250.00

Treasury Bill 
-------------
91-Days (maturing on) 
----------------------
Mar 09, 2017*        2   1500.00    98.8064    98.8045    98.8045    98.8051   6.2200
Total                2   1500.00

 (*) 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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