December 17, 2018 / 1:00 PM / a month ago

NSE Wholesale Debt Market Trades-Dec 17

  Dec 17 (Reuters) - Below is a summary of Monday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                         Monday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       19,000.6           19,000.6
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             42              42

GOVERNMENT SECURITIES                                    Monday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       15,060.6           15,060.6
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             24              24

NON-GOVERNMENT SECURITIES                                Monday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        3,940.0            3,940.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             18              18

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
----------------------------
7.37%, 2023                        2,000.00                  7.31


State Government Development Loan
---------------------------------
8.40%, MP 2019                     2,000.00                  6.88
8.46%, RAJ 2019                    2,500.00                  6.88



TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
HDFC 2020C (RESET)                 1,500.00                  8.95

Banks Bond
----------
7.60%, AXBK 2023                   1,140.00                  8.65

Corporate Debentures
--------------------
7.97%, FICC 2019                     250.00                  7.60

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   1140.00    95.9239    95.9239    95.9239    95.9239   8.6500
Total                4   1140.00

Corporate Debentures
--------------------
7.97%, FICC 2019*    1    250.00   100.0859   100.0859   100.0859   100.0859   7.6000
HDFC 2020C (RESET)   4   1500.00   101.9272   101.9272   101.9272   101.9272   8.9500
HDFC 2020F (RESET)   1    150.00   103.3545   103.3545   103.3545   103.3545   8.9200
9.00%, HDFC 2028*    2    250.00   101.2243   101.2243   101.2243   101.2243   8.8000
8.95%, RIL 2028*     1    100.00   101.2707   101.2707   101.2707   101.2707   8.7400
Total                9   2250.00

Corporate Deep Discount Debentures
----------------------------------
CFIL 2019A (RESET)   1     50.00   126.0353   126.0353   126.0353   126.0353   0.0000
Total                1     50.00

Central Government Goi Dated Securities
---------------------------------------
7.37%, 2023*         4   2000.00   100.2200   100.1400   100.1400   100.2000   7.3112
8.40%, 2024*         1    500.00   104.4000   104.4000   104.4000   104.4000   7.4240
7.17%, 2028*         2   1000.00    98.2100    98.2050    98.2100    98.2075   7.4446
7.40%, 2035*         3   1300.00    97.5000    97.4800    97.4800    97.4892   7.6671
8.13%, 2045*         3    550.00   104.7418   104.7127   104.7127   104.7259   7.7089
7.06%, 2046*         2    500.00    92.7966    92.7966    92.7966    92.7966   7.6900
Total               15   5850.00

Public Sector Unit Taxable Bond
-------------------------------
9.95%, FCI 2022*     2    100.00   104.3532   104.3532   104.3532   104.3532   8.3200
7.65%, IRFC 2019*    1    250.00    99.7915    99.7915    99.7915    99.7915   8.0000
7.95%, PFC 2019*     1    150.00    99.5888    99.5888    99.5888    99.5888   8.6000
Total                4    500.00

State Government Development Loan
---------------------------------
8.59%, AP 2019*      1    100.00   100.3978   100.3978   100.3978   100.3978   6.8833
8.43%, HP 2019*      1    750.00   100.3591   100.3591   100.3591   100.3591   6.8835
8.45%, KER 2019*     1    860.57   100.3639   100.3639   100.3639   100.3639   6.8836
8.49%, KRN 2019*     2   1500.00   100.3736   100.3662   100.3736   100.3711   6.8934
8.40%, MP 2019*      1   2000.00   100.3519   100.3519   100.3519   100.3519   6.8833
8.46%, RAJ 2019*     1   2500.00   100.3664   100.3664   100.3664   100.3664   6.8833
8.15%, TN 2028*      1    650.00    99.8350    99.8350    99.8350    99.8350   8.1734
8.59%, UP 2019*      1    850.00   100.3978   100.3978   100.3978   100.3978   6.8833
Total                9   9210.57


 (*) 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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