December 21, 2017 / 12:51 PM / a month ago

NSE Wholesale Debt Market Trades-Dec 21

    Dec 21 (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               :       30,943.8           100,823.5
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             61              207

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       17,773.8           74,542.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             34              125

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       13,170.0           26,281.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             27              82

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                        2,500.00                  7.47
7.16%, 2023                        2,300.00                  7.13
8.83%, 2023                        2,250.00                  7.25

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
-------------------------------
6.88%, RECL 2018                   7,150.00                  7.31

Public Sector Unit Taxable Bond
-------------------------------
6.90%, PFC 2018                    1,500.00                  7.30

Corporate Deep Discount Debentures
----------------------------------
CCFL 2019O (RESET)                   850.00                  0.00

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*    1    100.00    98.8987    98.8987    98.8987    98.8987   7.8300
8.67%, IDFB 2025*    1    100.00   103.0034   103.0034   103.0034   103.0034   8.0926
Total                2    200.00

Corporate Debentures
--------------------
9.25%, DHFL 2023*    1     50.00   101.8594   101.8594   101.8594   101.8594   8.7993
7.21%, HDFC 2018*    1    500.00    99.5983    99.5983    99.5983    99.5983   7.7501
8.75%, IBHF 2021*    2    600.00   102.1955   102.1335   102.1955   102.1852   8.0288
8.90%, RHFL 2022*    1    250.00    99.8624    99.8624    99.8624    99.8624   8.9400
6.78%, RIL 2020*     2    500.00    98.2161    98.2161    98.2161    98.2161   7.5000
7.07%, RIL 2020*     1    100.00    98.8467    98.8467    98.8467    98.8467   7.4900
7.00%, RIL 2022*     2    350.00    97.4439    97.4439    97.4439    97.4439   7.6500
Total               10   2350.00

Corporate Deep Discount Debentures
----------------------------------
CCFL 2019L (RESET)   1     20.00   111.7200   111.7200   111.7200   111.7200   0.0000
CCFL 2019O (RESET)   1    850.00   107.5100   107.5100   107.5100   107.5100   0.0000
Total                2    870.00

Central Government Goi Dated Securities
---------------------------------------
6.84%, 2022*         4   2150.00    99.1000    99.0600    99.1000    99.0721   7.0636
8.08%, 2022*         1    150.00   103.6561   103.6561   103.6561   103.6561   7.1325
8.13%, 2022*         1    500.00   103.8100   103.8100   103.8100   103.8100   7.1646
7.16%, 2023*         5   2300.00   100.1600   100.0800   100.1600   100.1085   7.1334
8.83%, 2023*         2   2250.00   107.4921   107.4921   107.4921   107.4921   7.2500
7.72%, 2025*         2   2000.00   102.4400   102.3000   102.3000   102.4050   7.2932
8.15%, 2026*         2    300.00   104.4200   104.4000   104.4000   104.4100   7.4627
6.79%, 2027*         2   1500.00    96.9200    96.7200    96.7200    96.8533   7.2562
8.24%, 2027*         3   2500.00   105.1572   105.0220   105.1572   105.0355   7.4680
6.68%, 2031*         4   1100.00    94.6000    94.1900    94.1900    94.3532   7.3377
8.17%, 2044*         2   1750.00   106.0091   106.0091   106.0091   106.0091   7.6400
Total               28  16500.00

Public Sector Unit Taxable Bond
-------------------------------
7.27%, IRFC 2027*    1    150.00    96.5592    96.5592    96.5592    96.5592   7.7900
6.90%, PFC 2018*     3   1500.00    99.6642    99.6642    99.6642    99.6642   7.3000
9.18%, PFC 2021*     2    300.00   104.3905   104.3905   104.3905   104.3905   7.6000
8.84%, PFC 2023*     1     50.00   104.2794   104.2794   104.2794   104.2794   7.7900
9.45%, PFC 2026*     1     50.00   109.6433   109.6433   109.6433   109.6433   7.8600
6.88%, RECL 2018*    3   7150.00    99.6540    99.6540    99.6540    99.6540   7.3058
6.83%, RECL 2020*    1    250.00    98.5304    98.5304    98.5304    98.5304   7.5000
7.45%, RECL 2022*    1    300.00    99.3667    99.3667    99.3667    99.3667   7.6000
Total               13   9750.00

State Government Development Loan
---------------------------------
8.39%, GUJ 2018*     1    750.00   100.4806   100.4806   100.4806   100.4806   6.5000
7.69%, KRN 2027*     1    100.00    99.8616    99.8616    99.8616    99.8616   7.7100
6.94%, MAH 2022*     1     50.00    98.1973    98.1973    98.1973    98.1973   7.4000
9.18%, PUN 2021*     1    127.50   106.2401   106.2401   106.2401   106.2401   7.3000
9.21%, PUN 2021*     1    146.32   104.3988   104.3988   104.3988   104.3988   7.3000
7.65%, TN 2027*      1    100.00    99.6509    99.6509    99.6509    99.6509   7.7000
Total                6   1273.82

 (*) 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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