December 19, 2017 / 1:17 PM / a month ago

NSE Wholesale Debt Market Trades-Dec 19

    Dec 19 (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               :       21,102.5           35,390.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             63              84

GOVERNMENT SECURITIES                                   Tuesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       16,292.5           30,030.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             38              53

NON-GOVERNMENT SECURITIES                               Tuesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        4,810.0            5,360.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             25              31

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
----------------------------
6.68%, 2031                        4,150.00                  7.24
9.23%, 2043                        2,000.00                  7.66
7.50%, 2034                        1,500.00                  7.55

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
7.07%, RIL 2020                    2,000.00                  7.43

Corporate Debentures
--------------------
7.00%, RIL 2022                      400.00                  7.60

Corporate Debentures
--------------------
8.60%, LICH 2021                     300.00                  7.78

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 Perpetual Bond
--------------------
11.15%, ALBK*        1    110.00   103.7007   103.7007   103.7007   103.7007  10.0000
Total                1    110.00

Corporate Debentures
--------------------
9.05%, DHFL 2019*    1     50.00   101.2536   101.2536   101.2536   101.2536   8.1950
6.92%, LICH 2018*    1    250.00    99.5090    99.5090    99.5090    99.5090   7.4500
7.09%, LICH 2019*    1    250.00    99.3575    99.3575    99.3575    99.3575   7.6100
7.20%, LICH 2020*    1    250.00    98.8118    98.8118    98.8118    98.8118   7.7900
8.60%, LICH 2021*    3    300.00   102.1764   102.1764   102.1764   102.1764   7.7800
8.45%, LICH 2026*    3    250.00   103.1800   103.1800   103.1800   103.1800   7.9000
7.07%, RIL 2020*     5   2000.00    99.0021    99.0019    99.0021    99.0020   7.4300
7.00%, RIL 2022*     1    400.00    97.6308    97.6308    97.6308    97.6308   7.6000
Total               16   3750.00

Corporate Deep Discount Debentures
----------------------------------
CFIL 2019I (RESET)   1    300.00   115.5399   115.5399   115.5399   115.5399   7.9000
Total                1    300.00

Central Government Goi Dated Securities
---------------------------------------
8.27%, 2020*         1    500.00   103.5000   103.5000   103.5000   103.5000   6.7068
6.84%, 2022*         1    250.00    99.3028    99.3028    99.3028    99.3028   7.0077
7.16%, 2023*         1    500.00   100.3650   100.3650   100.3650   100.3650   7.0758
6.97%, 2026*         2    500.00    98.7200    98.7200    98.7200    98.7200   7.1677
6.79%, 2027*         1   1000.00    97.4600    97.4600    97.4600    97.4600   7.1645
6.68%, 2031*         9   4150.00    95.1450    95.0600    95.1325    95.1204   7.2448
8.24%, 2033*         1    750.00   106.4065   106.4065   106.4065   106.4065   7.5400
7.50%, 2034*         3   1500.00    99.4900    99.4900    99.4900    99.4900   7.5529
8.30%, 2042*         1    350.00   107.2825   107.2825   107.2825   107.2825   7.6425
9.23%, 2043*         2   2000.00   117.5932   117.5932   117.5932   117.5932   7.6600
8.17%, 2044*         2    800.00   106.1293   106.1102   106.1293   106.1174   7.6310
8.13%, 2045*         2    800.00   105.8772   105.8365   105.8365   105.8619   7.6179
Total               26  13100.00

Institutions Non-Slr Bond
-------------------------
8.18%, EXIM 2025*    1    250.00   102.2683   102.2683   102.2683   102.2683   7.7800
8.25%, EXIM 2025*    1    100.00   102.6381   102.6381   102.6381   102.6381   7.7701
7.25%, SIDB 2020*    1     50.00    99.9058    99.9058    99.9058    99.9058   7.2700
Total                3    400.00

Public Sector Unit Taxable Bond
-------------------------------
8.65%, PFC 2019*     1     50.00   102.1351   102.1351   102.1351   102.1351   7.4200
9.04%, RECL 2019*    1    100.00   102.6916   102.6916   102.6916   102.6916   7.3700
8.82%, RECL 2023*    2    100.00   104.8646   104.8646   104.8646   104.8646   7.6500
Total                4    250.00

State Government Development Loan
---------------------------------
7.76%, KRN 2019A*    1   1200.00   101.1276   101.1276   101.1276   101.1276   7.0000
8.46%, MAH 2019*     1    242.50   101.7772   101.7772   101.7772   101.7772   6.9100
7.20%, MAH 2027*     2    350.00    96.9200    96.8900    96.9200    96.8986   7.6590
8.59%, UP 2025*      1     50.00   104.6721   104.6721   104.6721   104.6721   7.7300
8.14%, UP 2026*      1    100.00   102.4717   102.4717   102.4717   102.4717   7.7350
8.38%, UP 2027*      1    100.00   104.2612   104.2612   104.2612   104.2612   7.7350
8.49%, UP 2028*      1    100.00   105.3373   105.3373   105.3373   105.3373   7.7350
8.35%, UP 2029*      1    100.00   104.5513   104.5513   104.5513   104.5513   7.7425
8.49%, UP 2030*      1    100.00   105.8976   105.8976   105.8976   105.8976   7.7425
8.58%, UP 2031*      1    100.00   106.9158   106.9158   106.9158   106.9158   7.7425
Total               11   2442.50

Treasury Bill 
------------- 
312-Days (maturing on) 
----------------------
Mar 16, 2018*        1    750.00    98.5625    98.5625    98.5625    98.5625   6.1900
Total                1    750.00

 (*) 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
0 : 0
  • narrow-browser-and-phone
  • medium-browser-and-portrait-tablet
  • landscape-tablet
  • medium-wide-browser
  • wide-browser-and-larger
  • medium-browser-and-landscape-tablet
  • medium-wide-browser-and-larger
  • above-phone
  • portrait-tablet-and-above
  • above-portrait-tablet
  • landscape-tablet-and-above
  • landscape-tablet-and-medium-wide-browser
  • portrait-tablet-and-below
  • landscape-tablet-and-below