December 20, 2017 / 12:49 PM / 6 months ago

NSE Wholesale Debt Market Trades-Dec 20

    Dec 20 (Reuters) - Below is a summary of Wednesday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                      Wednesday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       34,889.2           69,879.7
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             63              146

GOVERNMENT SECURITIES                                 Wednesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       26,737.7           56,768.2
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             38              91

NON-GOVERNMENT SECURITIES                             Wednesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        8,151.5           13,111.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             25              55

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                        5,500.00                  7.27
8.83%, 2023                        4,100.00                  7.22
8.19%, 2020                        3,000.00                  6.68

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Public Sector Unit Taxable Bond
-------------------------------
7.00%, IRFC 2018                   2,000.00                  7.15

Public Sector Unit Taxable Bond
-------------------------------
7.50%, PFC 2020                    1,250.00                  7.56

Corporate Debentures
--------------------
8.35%, HDFC 2018                     850.00                  7.64

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
--------------------
8.55%, ICIC*         1    250.00    98.6755    98.6755    98.6755    98.6755   8.8804
Total                1    250.00

Corporate Debentures
--------------------
7.21%, HDFC 2018*    1    250.00    99.7037    99.7037    99.7037    99.7037   7.5999
7.50%, HDFC 2018*    1    250.00    99.8418    99.8418    99.8418    99.8418   7.6000
8.35%, HDFC 2018*    1    850.00   100.6097   100.6097   100.6097   100.6097   7.6364
7.35%, PFC 2022*     1    200.00    98.8096    98.8096    98.8096    98.8096   7.6400
7.30%, PFC 2027*     1    250.00    96.6061    96.6061    96.6061    96.6061   7.8000
7.07%, RIL 2020*     1    250.00    99.0221    99.0221    99.0221    99.0221   7.4224
Total                6   2050.00

Corporate Deep Discount Debentures
----------------------------------
CCFI 2018B (RESET)   1      5.50   130.2100   130.2100   130.2100   130.2100   0.0000
0.00%, SHF 2018*     1    150.00   155.9466   155.9466   155.9466   155.9466   0.0000
Total                2    155.50

Central Government Goi Dated Securities
---------------------------------------
6.35%, 2020*         1   1950.00    99.4358    99.4358    99.4358    99.4358   6.6500
7.80%, 2020*         2    650.00   102.3436   102.3147   102.3147   102.3280   6.7139
8.19%, 2020*         1   3000.00   102.8659   102.8659   102.8659   102.8659   6.6800
7.80%, 2021*         1    300.00   102.7325   102.7325   102.7325   102.7325   6.8568
7.16%, 2023*         1    500.00   100.2800   100.2800   100.2800   100.2800   7.0948
7.68%, 2023*         1    550.00   102.6400   102.6400   102.6400   102.6400   7.1298
8.83%, 2023*         4   4100.00   107.7100   107.6320   107.6320   107.6449   7.2199
7.72%, 2025*         2   3000.00   102.6898   102.6690   102.6690   102.6794   7.2457
6.79%, 2027*         2   1500.00    97.2300    97.1450    97.1450    97.1733   7.2077
8.24%, 2027*         2    350.00   105.3275   105.2950   105.2950   105.3043   7.4284
8.26%, 2027*         1    450.00   105.4423   105.4423   105.4423   105.4423   7.4550
6.68%, 2031*         8   5500.00    94.9175    94.8600    94.8950    94.8811   7.2738
7.50%, 2034*         2   1050.00    99.4235    99.4000    99.4000    99.4224   7.5601
7.73%, 2034*         1    250.00   101.5700   101.5700   101.5700   101.5700   7.5643
Total               29  23150.00

Public Sector Unit Taxable Bond
-------------------------------
7.00%, IRFC 2018*    2   2000.00    99.8355    99.8355    99.8355    99.8355   7.1500
8.52%, PFC 2019*     1    500.00   101.8238   101.8238   101.8238   101.8238   7.4833
7.50%, PFC 2020*     2   1250.00    99.8445    99.8445    99.8445    99.8445   7.5600
8.36%, PFC 2020A*    1    450.00   101.7878   101.7878   101.7878   101.7878   7.5782
7.63%, PFC 2026*     2    250.00    98.8331    98.8331    98.8331    98.8331   7.8050
8.94%, PFC 2028      1     46.00   107.4517   107.4517   107.4517   107.4517   7.8400
8.13%, PGC 2021*     1     50.00   102.1270   102.1270   102.1270   102.1270   7.3600
6.87%, RECL 2020*    1    250.00    98.5379    98.5379    98.5379    98.5379   7.4500
7.14%, RECL 2021*    2    500.00    98.8055    98.8055    98.8055    98.8055   7.5000
7.03%, RECL 2022*    1    100.00    97.6271    97.6271    97.6271    97.6271   7.6300
8.11%, RECL 2025*    2    300.00   101.8767   101.8767   101.8767   101.8767   7.7700
Total               16   5696.00

State Government Development Loan
---------------------------------
8.35%, GUJ 2020*     1    500.00   102.8949   102.8949   102.8949   102.8949   7.1800
8.25%, KRN 2019*     1    250.00   101.8912   101.8912   101.8912   101.8912   7.0500
8.30%, MAH 2019A*    1    500.00   101.9706   101.9706   101.9706   101.9706   7.0500
8.29%, RAJ 2024*     1    100.00   102.7949   102.7949   102.7949   102.7949   7.7350
8.28%, TN 2019*      1    437.68   101.9389   101.9389   101.9389   101.9389   7.0500
8.53%, TN 2020*      2    650.00   103.4085   103.4085   103.4085   103.4085   7.1800
8.68%, TN 2021*      2   1150.00   104.2662   104.2662   104.2662   104.2662   7.2500
Total                9   3587.68

(*) 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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