December 29, 2016 / 12:59 PM / 8 months ago

NSE Wholesale Debt Market Trades-Dec 29

Dec 29 (Reuters) - Below is a summary of Thursday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                       Thursday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       31,274.0           107,721.2
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :            102              270

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       20,850.0           76,453.7
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             42              144

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       10,424.0           31,267.5
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             60              126

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
----------------------------
9.15%, 2024                        2,500.00                  6.97
9.23%, 2043                        2,450.00                  7.28
7.28%, 2019                        2,000.00                  6.34

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Institutions Non-Slr Bond
-------------------------
7.65%, NBRD 2019C                  2,000.00                  6.80

Corporate Debentures
--------------------
8.35%, LICH 2020                   1,150.00                  7.80

Corporate Debentures
--------------------
8.73%, LICH 2020A                    600.00                  7.80

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    200.00    99.0151    99.0151    99.0151    99.0151   7.7800
8.40%, CANB 2026A*   2    400.00   104.7071   104.4393   104.7071   104.5397   7.6850
7.95%, HDBK 2026*    2    200.00   101.2440   101.2140   101.2440   101.2290   7.7523
7.60%, ICIC 2023*    3    400.00    99.1657    99.0638    99.0638    99.1073   7.7615
10.75%, IDBIF        2     10.00   102.4817   100.9100   102.4817   101.6959  10.4000
Total               10   1210.00

Banks Perpetual Bond
--------------------
11.09%, IDBI         5     24.00   104.6809   102.1309   104.1209   103.1726  10.1575
Total                5     24.00

Corporate Debentures
--------------------
10.05%, CANF 2017A   1     75.00   100.1539   100.1539   100.1539   100.1539   7.1000
9.13%, CHOI 2018C*   1     50.00   101.1904   101.1904   101.1904   101.1904   8.1499
9.45%, HDFC 2021*    1    100.00   105.6072   105.6072   105.6072   105.6072   7.9300
8.35%, HDFC 2026*    1     50.00   102.5345   102.5345   102.5345   102.5345   7.9400
9.55%, HIND 2022*    1    350.00   105.8425   105.8425   105.8425   105.8425   8.1300
8.31%, LICH 2018*    1    250.00   100.5615   100.5615   100.5615   100.5615   7.8100
8.40%, LICH 2018*    1     50.00   100.6485   100.6485   100.6485   100.6485   7.8500
8.35%, LICH 2020*    2   1150.00   101.6953   101.6953   101.6953   101.6953   7.8000
8.73%, LICH 2020A*   5    600.00   102.4390   102.4371   102.4371   102.4384   7.8000
8.37%, LICH 2021*    2    500.00   101.5872   101.5872   101.5872   101.5872   7.9000
8.32%, RJIC 2021*    1     65.00   101.4508   101.4508   101.4508   101.4508   7.9000
7.70%, TPOW 2019*    1    250.00    99.9805    99.9805    99.9805    99.9805   7.5000
Total               18   3490.00

Central Government Goi Dated Securities
---------------------------------------
7.83%, 2018          2   2000.00   101.8149   101.8149   101.8149   101.8149   6.3200
6.90%, 2019          1    100.00   101.2000   101.2000   101.2000   101.2000   6.3785
7.28%, 2019          1   2000.00   102.0641   102.0641   102.0641   102.0641   6.3450
8.12%, 2020          3   1000.00   105.2239   105.2239   105.2239   105.2239   6.5925
8.27%, 2020          1    500.00   105.4200   105.4200   105.4200   105.4200   6.4854
7.80%, 2021          2   1000.00   104.3211   104.3211   104.3211   104.3211   6.6200
8.08%, 2022          2   1500.00   106.1931   106.1692   106.1931   106.1772   6.7333
7.16%, 2023          2    650.00   102.4400   102.1000   102.4400   102.3615   6.6977
7.68%, 2023          3   1150.00   105.6023   105.3300   105.6023   105.4619   6.6846
9.15%, 2024          3   2500.00   113.0236   113.0236   113.0236   113.0236   6.9700
6.97%, 2026          2    500.00   102.9650   102.8800   102.9650   102.9225   6.5557
7.59%, 2026          3    750.00   106.3250   105.9450   106.3250   106.1733   6.6685
7.61%, 2030          2    500.00   105.9300   105.9300   105.9300   105.9300   6.9208
9.20%, 2030          1   1000.00   117.7650   117.7650   117.7650   117.7650   7.1472
6.57%, 2033          2    150.00    96.1100    96.0700    96.1100    96.0833   6.9669
8.83%, 2041          1    100.00   117.1899   117.1899   117.1899   117.1899   7.3200
9.23%, 2043          1   2450.00   122.8650   122.8650   122.8650   122.8650   7.2819
Total               32  17850.00

Institutions Non-Slr Bond
-------------------------
7.8250%, EXIM 2018*  1    500.00   100.1867   100.1867   100.1867   100.1867   6.5000
8.20%, EXIM 2019*    1    500.00   100.1614   100.1614   100.1614   100.1614   6.5500
7.65%, NBRD 2019C*   4   2000.00   100.7856   100.7856   100.7856   100.7856   6.8000
8.06%, SIDB 2019*    1    100.00   102.2444   102.2444   102.2444   102.2444   6.9200
8.28%, SIDB 2019A*   1    250.00   102.5826   102.5826   102.5826   102.5826   6.9300
Total                8   3350.00

Public Sector Unit Taxable Bond
-------------------------------
7.37%, NTPC 2031*    3    400.00    99.2896    99.2455    99.2896    99.2620   7.4481
9.32%, PFC 2019*     1     50.00   104.9497   104.9497   104.9497   104.9497   7.2200
9.69%, PFC 2019*     1     50.00   104.7547   104.7547   104.7547   104.7547   7.2200
8.50%, PFC 2019A*    1    250.00   103.0329   103.0329   103.0329   103.0329   7.1000
8.82%, PFC 2020*     1    250.00   104.3747   104.3747   104.3747   104.3747   7.2000
8.93%, PGC 2025*     5    500.00   111.3373   108.8344   110.7758   110.1322   7.5100
8.93%, PGC 2026*     1    100.00   109.5322   109.5322   109.5322   109.5322   7.5100
8.93%, PGC 2027*     1    100.00   110.1813   110.1813   110.1813   110.1813   7.5100
8.93%, PGC 2028*     1    100.00   110.7758   110.7758   110.7758   110.7758   7.5100
8.93%, PGC 2029*     1    100.00   111.3373   111.3373   111.3373   111.3373   7.5100
8.32%, PGC 2030*     1    250.00   107.0891   107.0891   107.0891   107.0891   7.4800
9.02%, RECL 2019*    1    100.00   104.9598   104.9598   104.9598   104.9598   7.0500
8.87%, RECL 2020*    1    100.00   104.7486   104.7486   104.7486   104.7486   7.1300
Total               19   2350.00

State Government Development Loan
---------------------------------
8.19%, RAJ 2026*     1    100.00   105.5880   105.5880   105.5880   105.5880   7.3600
8.32%, UP 2020*      1    400.00   103.4732   103.4732   103.4732   103.4732   7.0900
8.25%, UP 2023A*     1    150.00   104.5846   104.5846   104.5846   104.5846   7.3400
8.35%, UP 2024*      2    300.00   105.7063   105.6917   105.7063   105.7039   7.3379
7.29%, WB 2026*      1     50.00   100.6100   100.6100   100.6100   100.6100   7.2032
Total                6   1000.00

Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Mar 30, 2017*        1    250.00    98.4871    98.4871    98.4871    98.4871   6.2300
Total                1    250.00

Treasury Bill
------------- 
182-Days (maturing on) 
----------------------
Mar 09, 2017*        1    250.00    98.8388    98.8388    98.8388    98.8388   6.2150
Jun 29, 2017*        1    250.00    96.9635    96.9635    96.9635    96.9635   6.3150
Total                2    500.00

Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Mar 30, 2017*        1   1250.00    98.4990    98.4990    98.4990    98.4990   6.1800
Total                1   1250.00

 (*) 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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