December 22, 2017 / 1:02 PM / a month ago

NSE Wholesale Debt Market Trades-Dec 22

   Dec 22 (Reuters) - Below is a summary of Friday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                         Friday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       25,651.5           126,875.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             48              256

GOVERNMENT SECURITIES                                    Friday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       16,400.0           90,942.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             23              148

NON-GOVERNMENT SECURITIES                                Friday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        9,251.5           35,933.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             25              108

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
----------------------------
7.80%, 2020                        2,400.00                  6.80
7.80%, 2021                        2,400.00                  6.91
8.13%, 2045                        2,300.00                  7.65

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
-------------------------------
6.9%, PFC 2018                     3,000.00                  7.30

Public Sector Unit Taxable Bond
-------------------------------
7.05%, PFC 2020                    1,800.00                  7.65

Public Sector Unit Taxable Bond
-------------------------------
6.83%, PFC 2020                      950.00                  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
-------------------------------------------------------------------------------------

Corporate Debentures
--------------------
9.25%, DHFL 2023*    1    100.00   101.8325   101.8325   101.8325   101.8325   8.8050
7.21%, HDFC 2018*    1    500.00    99.6038    99.6038    99.6038    99.6038   7.7500
9.65%, HDFC 2019A*   1    100.00   101.8295   101.8295   101.8295   101.8295   7.7800
8.50%, LICH 2021*    1     50.00   101.8259   101.8259   101.8259   101.8259   7.8000
9.00%, MMFS 2026*    1    100.00   104.0089   104.0089   104.0089   104.0089   8.3000
9.25%, RJIC 2024*    2    150.00   104.4880   104.4880   104.4880   104.4880   8.2999
9.77%, TML 2024*     1    450.00   107.2793   107.2793   107.2793   107.2793   8.2900
Total                8   1450.00

Central Government Floating Rate Bond
-------------------------------------
6.30%, 2024*         1    600.00    96.9000    96.9000    96.9000    96.9000   6.8752
Total                1    600.00

Central Government Goi Dated Securities
---------------------------------------
7.83%, 2018*         1   1000.00   100.3934   100.3934   100.3934   100.3934   6.3945
8.24%, 2018*         1   2000.00   100.5684   100.5684   100.5684   100.5684   6.3826
7.28%, 2019*         1    500.00   101.0604   101.0604   101.0604   101.0604   6.4900
7.80%, 2020*         1   2400.00   102.1273   102.1273   102.1273   102.1273   6.8000
7.80%, 2021*         1   2400.00   102.5647   102.5647   102.5647   102.5647   6.9100
8.83%, 2023*         1    100.00   107.4100   107.4100   107.4100   107.4100   7.2640
7.35%, 2024*         1    100.00   100.6000   100.6000   100.6000   100.6000   7.2322
8.15%, 2026*         1    250.00   104.5000   104.5000   104.5000   104.5000   7.4483
6.79%, 2027*         3   1500.00    97.1600    96.7600    96.7600    97.0267   7.2303
8.28%, 2027*         1    100.00   105.4000   105.4000   105.4000   105.4000   7.4862
6.68%, 2031*         1    500.00    94.4000    94.4000    94.4000    94.4000   7.3323
7.50%, 2034*         3    900.00    99.2500    99.2100    99.2100    99.2144   7.5825
8.17%, 2044*         1    550.00   105.7694   105.7694   105.7694   105.7694   7.6600
8.13%, 2045*         3   2300.00   105.5357   105.4761   105.5357   105.5150   7.6467
Total               20  14600.00

Institutions Non-Slr Bond
-------------------------
7.95%, NBRD 2019*    1    250.00   100.6323   100.6323   100.6323   100.6323   7.3000
Total                1    250.00

Public Sector Unit Taxable Bond
-------------------------------
7.27%, IRFC 2027*    1    200.00    96.3707    96.3707    96.3707    96.3707   7.8200
7.49%, IRFC 2027*    1    100.00    97.9280    97.9280    97.9280    97.9280   7.8000
7.83%, IRFC 2027*    2    100.00   100.0898   100.0877   100.0877   100.0888   7.8100
6.90%, PFC 2018*     2   3000.00    99.6642    99.6642    99.6642    99.6642   7.3000
6.83%, PFC 2020*     1    950.00    98.3572    98.3572    98.3572    98.3572   7.6000
7.05%, PFC 2020*     1   1800.00    98.7322    98.7322    98.7322    98.7322   7.6500
7.50%, PFC 2020*     2    500.00    99.6331    99.6301    99.6331    99.6316   7.6500
7.28%, PFC 2022*     1    200.00    98.7446    98.7446    98.7446    98.7446   7.6000
7.20%, PGC 2027*     1    200.00    95.8198    95.8198    95.8198    95.8198   7.8200
9.38%, RECL 2018*    1    250.00   101.5957   101.5957   101.5957   101.5957   7.3500
7.03%, RECL 2022*    1    150.00    97.9720    97.9720    97.9720    97.9720   7.5400
7.45%, RECL 2022*    1    100.00    99.2885    99.2885    99.2885    99.2885   7.6200
7.95%, RECL 2027     1      1.50   100.7413   100.7413   100.7413   100.7413   7.8200
Total               16   7551.50

State Government Development Loan
---------------------------------
7.51%, AP 2037*      1    200.00    97.7746    97.7746    97.7746    97.7746   7.7300
Total                1    200.00

Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Dec 13, 2018*        1   1000.00    94.1996    94.1996    94.1996    94.1996   6.3850
Total                1   1000.00

 (*) 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
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