December 27, 2017 / 12:56 PM / 6 months ago

NSE Wholesale Debt Market Trades-Dec 27

    Dec 27 (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               :       21,189.5           51,859.5
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             76              125

GOVERNMENT SECURITIES                                 Wednesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       13,820.0           41,620.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             28              60

NON-GOVERNMENT SECURITIES                             Wednesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        7,369.5           10,239.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             48              65

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
----------------------------
6.79%, 2027                        3,050.00                  7.25
8.30%, 2040                        2,000.00                  7.69
8.13%, 2045                        1,700.00                  7.66

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
7.95%, TCFS 2019                   2,500.00                  8.00

Corporate Debentures
--------------------
7.00%, RIL 2022                      950.00                  7.74

Public Sector Unit Taxable Bond
-------------------------------
7.13%, RECL 2020                     600.00                  7.58

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
--------------------
8.45%, BFL 2026*     1     53.00   100.8126   100.8126   100.8126   100.8126   8.3000
7.64%, CANF 2021*    1     50.00    99.4658    99.4658    99.4658    99.4658   7.8500
7.45%, HDFC 2018*    1    250.00    99.8667    99.8667    99.8667    99.8667   7.6000
7.55%, HDFC 2019*    1    400.00    99.5203    99.5203    99.5203    99.5203   7.8600
9.65%, HDFC 2019A*   2    250.00   101.7412   101.7412   101.7412   101.7412   7.8500
6.92%, LICH 2018*    1    500.00    99.3030    99.3030    99.3030    99.3030   7.7000
7.09%, LICH 2019*    1    100.00    99.0774    99.0774    99.0774    99.0774   7.8500
7.07%, RIL 2020*     1    200.00    98.6682    98.6682    98.6682    98.6682   7.5600
7.00%, RIL 2022*     4    950.00    97.1497    97.0738    97.1497    97.1137   7.7395
7.95%, TCFS 2019*    1   2500.00    99.8790    99.8790    99.8790    99.8790   8.0000
Total               14   5253.00

Corporate Deep Discount Debentures
----------------------------------
CCFI 2018 (RESET)    7     18.50   130.9927   130.9927   130.9927   130.9927   0.0000
CCFI 2018B (RESET)  15     45.50   130.3900   130.3900   130.3900   130.3900   0.0000
CCFI 2018F (RESET)   1      2.50   117.5000   117.5000   117.5000   117.5000   0.0000
Total               23     66.50

Central Government Goi Dated Securities
---------------------------------------
5.69%, 2018*         1    500.00    99.5200    99.5200    99.5200    99.5200   6.3472
7.80%, 2020*         1   1000.00   102.1224   102.1224   102.1224   102.1224   6.8000
6.84%, 2022*         2    500.00    99.0800    98.9100    99.0800    98.9950   7.0825
7.16%, 2023*         1     20.00   100.0500   100.0500   100.0500   100.0500   7.1463
6.97%, 2026*         2    750.00    98.6000    98.5500    98.6000    98.5833   7.1898
8.15%, 2026*         2    600.00   104.2250   104.2150   104.2250   104.2200   7.4904
6.79%, 2027*         5   3050.00    96.9800    96.6800    96.9550    96.9259   7.2456
8.24%, 2027*         2    600.00   104.7600   104.7500   104.7600   104.7550   7.5089
6.68%, 2031*         1    250.00    94.0500    94.0500    94.0500    94.0500   7.3751
8.30%, 2040*         2   2000.00   106.4517   106.4517   106.4517   106.4517   7.6925
8.17%, 2044*         1   1000.00   105.6500   105.6500   105.6500   105.6500   7.6700
8.13%, 2045*         2   1700.00   105.3559   105.2500   105.2500   105.3123   7.6637
Total               22  11970.00

Institutions Non-Slr Bond
-------------------------
6.98%, NBRD 2020*    2    450.00    98.6300    98.6300    98.6300    98.6300   7.5300
Total                2    450.00

Public Sector Unit Taxable Bond
-------------------------------
7.33%, IRFC 2027*    1     50.00    96.8915    96.8915    96.8915    96.8915   7.8000
8.56%, NPC 2023A*    1    300.00   104.6380   104.6380   104.6380   104.6380   7.6000
6.99%, RECL 2020*    3    150.00    98.5264    98.5264    98.5264    98.5264   7.5500
7.13%, RECL 2020*    2    600.00    98.9450    98.9450    98.9450    98.9450   7.5773
9.48%, RECL 2021*    1    250.00   105.2956   105.2956   105.2956   105.2956   7.7200
7.45%, RECL 2022*    1    250.00    99.1278    99.1278    99.1278    99.1278   7.6600
Total                9   1600.00

State Government Development Loan
---------------------------------
7.20%, MAH 2027*     1     50.00    96.2500    96.2500    96.2500    96.2500   7.7588
8.21%, RAJ 2018*     1    250.00   100.4021   100.4021   100.4021   100.4021   6.5318
Total                2    300.00

Treasury Bill 
------------- 
323-Days (maturing on) 
----------------------
Mar 13, 2018*        1    900.00    98.7461    98.7461    98.7461    98.7461   6.1800
Total                1    900.00

Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Dec 13, 2018*        1    100.00    94.2732    94.2732    94.2732    94.2732   6.3350
Total                1    100.00

Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Mar 08, 2018*        1    500.00    98.8249    98.8249    98.8249    98.8249   6.2000
Jan 25, 2018*        1     50.00    99.5342    99.5342    99.5342    99.5342   6.1000
Total                2    550.00

(*) 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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