December 30, 2016 / 1:18 PM / 7 months ago

NSE Wholesale Debt Market Trades-Dec 30

7 Min Read

Dec 30 (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               :       15,254.0           122,975.2
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             52              322

GOVERNMENT SECURITIES                                    Friday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       10,450.0           86,903.7
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             26              170

NON-GOVERNMENT SECURITIES                                Friday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        4,804.0           36,071.5
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             26              152

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
----------------------------
7.59%, 2026                        1,250.00                  6.63
6.79%, 2029                        1,250.00                  6.71


Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Mar 30, 2017                       1,500.00                  6.18


TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Banks Bond
----------
7.6%, ICIC23                         800.00                  7.71

Corporate Debentures
--------------------
8.75%, HDFC2 201                     800.00                  7.77

Corporate Debentures
--------------------
9.1%, DHFL 2019B                     500.00                  9.35

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*   1    100.00   104.7071   104.7071   104.7071   104.7071   7.6600
7.95%, HDBK 2026*    1    250.00   101.7164   101.7164   101.7164   101.7164   7.6800
7.60%, ICIC 2023*    4    800.00    99.3900    99.3693    99.3900    99.3762   7.7088
10.75%, False        3      4.00   102.4103   100.9073   102.4103   101.6588  10.4050
Total                9   1154.00

Corporate Debentures
--------------------
9.10%, DHFL 2019A*   2    150.00    99.3457    99.3457    99.3457    99.3457   9.3500
9.10%, DHFL 2019B*   1    500.00    99.3417    99.3417    99.3417    99.3417   9.3500
7.50%, HDFC 2018*    1    250.00    99.6646    99.6646    99.6646    99.6646   7.6800
8.75%, HDFC 2021*    2    800.00   103.3857   103.3189   103.3857   103.3314   7.7663
8.44%, HDFC 2026A*   1    250.00   103.9839   103.9839   103.9839   103.9839   7.8100
9.28%, IBHF 2017*    1    250.00   100.1802   100.1802   100.1802   100.1802   8.4500
9.28%, IBHF 2017A*   1    250.00   100.1882   100.1882   100.1882   100.1882   8.4500
8.35%, LICH 2020*    1     50.00   101.7909   101.7909   101.7909   101.7909   7.7700
8.32%, RJIC 2021*    1    150.00   101.9365   101.9365   101.9365   101.9365   7.7700
9.25%, RJIC 2024*    1     50.00   106.7066   106.7066   106.7066   106.7066   8.0000
8.13%, TML 2018*     1    250.00   100.6699   100.6699   100.6699   100.6699   7.6000
Total               13   2950.00

Central Government Goi Dated Securities
---------------------------------------
8.79%, 2021          1    750.00   108.8600   108.8600   108.8600   108.8600   6.6207
7.16%, 2023          2   1000.00   102.5600   102.5600   102.5600   102.5600   6.6591
7.68%, 2023          2   1000.00   105.7300   105.7300   105.7300   105.7300   6.6368
6.97%, 2026          1    250.00   103.3150   103.3150   103.3150   103.3150   6.5013
7.59%, 2026          5   1250.00   106.5500   106.3700   106.3900   106.4340   6.6308
6.79%, 2029          2   1250.00   100.6800   100.6200   100.6200   100.6680   6.7119
8.24%, 2033          1   1050.00   110.4086   110.4086   110.4086   110.4086   7.1650
8.30%, 2042          7   1000.00   112.3300   112.3300   112.3300   112.3300   7.2404
9.23%, 2043          2    250.00   123.2372   123.2372   123.2372   123.2372   7.2550
8.17%, 2044          1   1050.00   111.3958   111.3958   111.3958   111.3958   7.2150
Total               24   8850.00

Institutions Non-Slr Bond
-------------------------
7.95%, NBRD 2019*    1    250.00   102.1216   102.1216   102.1216   102.1216   6.8000
Total                1    250.00

Public Sector Unit Taxable Bond
-------------------------------
7.63%, PFC 2026*     1    150.00   100.3270   100.3270   100.3270   100.3270   7.5670
8.36%, RECL 2020*    1     50.00   103.7842   103.7842   103.7842   103.7842   7.1700
9.75%, RECL 2021*    1    250.00   109.9234   109.9234   109.9234   109.9234   7.2400
Total                3    450.00

State Government Development Loan
---------------------------------
8.35%, UP 2024*      1    100.00   105.8341   105.8341   105.8341   105.8341   7.3150
Total                1    100.00


Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Mar 30, 2017*        1   1500.00    98.5495    98.5495    98.5495    98.5495   6.1750
Total                1   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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