December 22, 2016 / 12:58 PM / a year ago

NSE Wholesale Debt Market Trades-Dec 22

Dec 22 (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               :       28,460.0           109,416.8
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             78              280

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       18,510.0           72,654.3
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             35              146

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        9,950.0           36,762.5
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             43              134

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%, 2027                        6,500.00                  6.91
6.97%, 2026                        1,500.00                  6.48


Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Mar 23, 2017                       2,750.00                  6.20


TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Banks Bond
----------
7.60%, AXBK 2023                     850.00                  7.75

Institutions Non-Slr Bond
-------------------------
7.95%, NBRD 2019                     750.00                  6.86

Corporate Debentures
--------------------
7.95%, HDFC 2019                     500.00                  7.69

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*    4    850.00    99.1706    99.1703    99.1703    99.1703   7.7500
7.60%, ICIC 2023*    1    250.00    99.3206    99.3206    99.3206    99.3206   7.7200
8.67%, IDFB 2025*    1    150.00   104.4972   104.4972   104.4972   104.4972   7.8900
Total                6   1250.00

Corporate Debentures
--------------------
7.95%, HDFC 2019*    1    500.00   100.5774   100.5774   100.5774   100.5774   7.6900
8.26%, HDFC 2019*    1    500.00   101.2456   101.2456   101.2456   101.2456   7.6900
9.45%, HDFC 2019*    1    250.00   103.9450   103.9450   103.9450   103.9450   7.7200
9.65%, HDFC 2019*    1    500.00   103.6070   103.6070   103.6070   103.6070   7.6900
8.70%, HDFC 2020*    1    400.00   102.7114   102.7114   102.7114   102.7114   7.7300
8.75%, HDFC 2020*    1    250.00   102.6673   102.6673   102.6673   102.6673   7.7300
9.55%, HIND 2022A*   1    100.00   105.9553   105.9553   105.9553   105.9553   8.1400
8.35%, LICH 2019*    2    500.00   101.3254   101.3254   101.3254   101.3254   7.7900
8.37%, LICH 2019*    1    500.00   101.3904   101.3904   101.3904   101.3904   7.7900
8.61%, LICH 2019*    1    150.00   102.2238   102.2238   102.2238   102.2238   7.7400
10.25%, RGTI 2021*   1     50.00   106.5626   106.5626   106.5626   106.5626   8.4600
8.85%, TCFS 2019*    1    250.00   101.3148   101.3148   101.3148   101.3148   8.2200
Total               13   3950.00

Corporate Deep Discount Debentures
----------------------------------
0.00%, CHOI 2017S*   1    250.00   113.2056   113.2056   113.2056   113.2056   8.0000
0.00%, CHOI 2017U*   1    500.00   113.1348   113.1348   113.1348   113.1348   8.0000
Total                2    750.00

Central Government Goi Dated Securities
---------------------------------------
6.90%, 2019          1    500.00   101.1798   101.1798   101.1798   101.1798   6.3900
7.28%, 2019          1    500.00   102.1150   102.1150   102.1150   102.1150   6.3300
6.35%, 2020          2    150.00    99.7500    99.7500    99.7500    99.7500   6.4414
8.15%, 2022A         1    400.00   106.7071   106.7071   106.7071   106.7071   6.6650
7.68%, 2023          2    650.00   105.8400   105.8164   105.8164   105.8255   6.6234
7.72%, 2025          1    100.00   106.2600   106.2600   106.2600   106.2600   6.7327
6.97%, 2026          3   1500.00   103.5150   103.4900   103.5150   103.5050   6.4760
7.59%, 2026          1   1000.00   106.2950   106.2950   106.2950   106.2950   6.6522
8.24%, 2027          4   6500.00   109.5900   109.5707   109.5900   109.5855   6.9081
8.28%, 2027          1   1450.00   110.2534   110.2534   110.2534   110.2534   6.9100
7.61%, 2030          1    250.00   106.5500   106.5500   106.5500   106.5500   6.8530
9.23%, 2043          3    650.00   124.1596   124.0187   124.0187   124.0512   7.1977
8.13%, 2045          2    600.00   112.0900   111.9550   111.9550   111.9775   7.1407
Total               23  14250.00

Institutions Non-Slr Bond
-------------------------
9.07%, EXIM 2017*    1    300.00   101.5135   101.5135   101.5135   101.5135   6.7000
7.95%, NBRD 2019*    1    750.00   102.0283   102.0283   102.0283   102.0283   6.8600
Total                2   1050.00

Public Sector Unit Taxable Bond
-------------------------------
8.14%, NPC 2026*     2    100.00   105.6188   105.6188   105.6188   105.6188   7.4200
7.25%, NPC 2027*     2    350.00   100.0000    99.7280    99.7280    99.9223   7.2945
7.25%, NPC 2028*     2    350.00   100.0000    99.7052    99.7052    99.9158   7.3900
7.25%, NPC 2029*     2    350.00   100.0000    99.6922    99.6922    99.9121   7.3129
7.25%, NPC 2030*     2    350.00   100.0000    99.6800    99.6800    99.9086   7.3900
7.25%, NPC 2031*     2    350.00   100.0000    99.6687    99.6687    99.9053   7.3900
8.17%, PFC 2018*     1    250.00   101.8636   101.8636   101.8636   101.8636   6.9000
8.53%, PFC 2020*     1    250.00   104.0815   104.0815   104.0815   104.0815   7.1700
9.61%, PFC 2021*     1     50.00   108.2884   108.2884   108.2884   108.2884   7.3600
9.25%, RECL 2017A*   1    150.00   101.5141   101.5141   101.5141   101.5141   6.7000
8.87%, RECL 2020*    2    150.00   104.8542   104.8542   104.8542   104.8542   7.1000
7.52%, RECL 2026*    2    250.00   101.2370   101.2370   101.2370   101.2370   7.3300
Total               20   2950.00

State Government Development Loan
---------------------------------
8.99%, GUJ 2022*     1     50.00   107.8419   107.8419   107.8419   107.8419   7.1600
7.98%, GUJ 2026A*    1    210.00   105.8216   105.8216   105.8216   105.8216   7.1200
8.53%, JHAR 2022*    1    100.00   105.5054   105.5054   105.5054   105.5054   8.2085
8.69%, KRN 2022A*    1     50.00   106.4539   106.4539   106.4539   106.4539   7.1600
8.21%, MAH 2025*     1    100.00   106.9888   106.9888   106.9888   106.9888   7.1400
7.39%, MAH 2026*     1    200.00   102.1645   102.1645   102.1645   102.1645   7.0800
8.53%, PUN 2022*     1    150.00   105.5054   105.5054   105.5054   105.5054   7.2500
8.21%, RAJ 2023*     1    250.00   104.5972   104.5972   104.5972   104.5972   8.0863
8.07%, RAJ 2026*     1    300.00   106.3939   106.3939   106.3939   106.3939   7.1300
8.15%, TN 2025*      1    100.00   106.5511   106.5511   106.5511   106.5511   7.1400
Total               10   1510.00


Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Mar 23, 2017*        2   2750.00    98.4954    98.4943    98.4943    98.4945   6.1991
Total                2   2750.00


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

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