December 28, 2017 / 12:47 PM / 6 months ago

NSE Wholesale Debt Market Trades-Dec 28

    Dec 28 (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               :       26,785.5           78,645.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             63              188

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       19,450.5           61,070.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             31              91

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        7,335.0           17,574.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             32              97

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
----------------------------
8.13%, 2045                        4,400.00                  7.69
8.17%, 2044                        4,250.00                  7.70

Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Jun 21, 2018                       1,500.00                  6.30

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------

Institutions Non-Slr Bond
-------------------------
6.98%, NBRD 2020                   1,250.00                  7.60

Corporate Debentures
--------------------
8.65%, ABF 2018D                   1,000.00                  7.93

Corporate Debentures
--------------------
7.09%, LICH 2019                     750.00                  7.87

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
--------------------
8.85%, HDBK *        1     50.00   100.4199   100.4199   100.4199   100.4199   8.7000
8.39%, SBI           1     15.00    99.2699    99.2699    99.2699    99.2699   8.6000
Total                2     65.00

Corporate Debentures
--------------------
8.65%, ABF 2018D*    1   1000.00   100.2935   100.2935   100.2935   100.2935   7.9346
8.20%, CHOI 2019*    1     50.00    99.9539    99.9539    99.9539    99.9539   8.2000
9.65%, HDFC 2019*    1     50.00   101.7313   101.7313   101.7313   101.7313   7.8600
9.65%, HDFC 2019A*   2    500.00   101.7278   101.6847   101.6847   101.7063   7.8800
7.09%, LICH 2019*    2    750.00    99.0551    99.0551    99.0551    99.0551   7.8700
7.79%, LICH 2019*    1    250.00    99.8571    99.8571    99.8571    99.8571   7.8500
8.38%, LICH 2019*    1    250.00   100.5980   100.5980   100.5980   100.5980   7.8503
9.73%, LICH 2019*    1    250.00   101.7588   101.7588   101.7588   101.7588   7.9000
7.85%, LTF 2020B*    1     50.00    99.1491    99.1491    99.1491    99.1491   8.1997
7.95%, PNB 2019*     1    250.00    99.8791    99.8791    99.8791    99.8791   8.0300
7.50%, PNB 2020*     1    250.00    98.6390    98.6390    98.6390    98.6390   8.0500
6.78%, RIL 2020*     1    500.00    97.9431    97.9431    97.9431    97.9431   7.6200
7.00%, RIL 2022*     1    250.00    97.1697    97.1697    97.1697    97.1697   7.7249
7.47%, SUNF 2020*    1    100.00    98.7507    98.7507    98.7507    98.7507   7.9790
Total               16   4500.00

Corporate Deep Discount Debentures
----------------------------------
0.00%, HDFC 2020*    1    200.00   130.2163   130.2163   130.2163   130.2163   7.9000
0.00%, LICH 2018*    2    300.00   149.3342   149.3043   149.3342   149.3292   7.8500
Total                3    500.00

Central Government Goi Dated Securities
---------------------------------------
5.69%, 2018*         1    250.00    99.4701    99.4701    99.4701    99.4701   6.4200
7.28%, 2019*         1    200.00   100.8500   100.8500   100.8500   100.8500   6.6407
6.84%, 2022*         2   1000.00    98.7500    98.7500    98.7500    98.7500   7.1423
8.08%, 2022*         1   1000.00   103.1333   103.1333   103.1333   103.1333   7.2625
8.15%, 2022A*        1   1000.00   103.3843   103.3843   103.3843   103.3843   7.2450
7.35%, 2024*         2    900.00   100.1200    99.9600    99.9600    99.9778   7.3539
7.61%, 2030*         1    500.00    99.9066    99.9066    99.9066    99.9066   7.6200
6.68%, 2031*         1    250.00    93.1650    93.1650    93.1650    93.1650   7.4838
8.30%, 2040*         3   1150.00   106.0350   105.3734   105.3734   105.5172   7.7770
8.30%, 2042*         1    150.00   106.3819   106.3819   106.3819   106.3819   7.3717
8.17%, 2044*         2   4250.00   105.2954   105.2366   105.2366   105.2919   7.7003
8.13%, 2045*         3   4400.00   104.9699   104.7633   104.8813   104.9578   7.6935
6.62%, 2051*         2    700.00    88.0500    87.5826    87.5826    87.7161   7.6377
Total               21  15750.00

Institutions Non-Slr Bond
-------------------------
7.95%, NBRD 2019*    1    250.00   100.4368   100.4368   100.4368   100.4368   7.4900
6.98%, NBRD 2020*    4   1250.00    98.4641    98.4628    98.4641    98.4636   7.6000
7.98%, SIDB 2019A*   1    250.00   100.7282   100.7282   100.7282   100.7282   7.3500
Total                6   1750.00

Public Sector Unit Taxable Bond
-------------------------------
6.70%, IRFC 2021*    1    250.00    96.9201    96.9201    96.9201    96.9201   7.6300
9.38%, RECL 2018*    1    150.00   101.5583   101.5583   101.5583   101.5583   7.3500
7.09%, RECL 2022     1     20.00    97.8365    97.8365    97.8365    97.8365   7.6300
7.95%, RECL 2027*    2    100.00   100.2611   100.2611   100.2611   100.2611   7.8950
Total                5    520.00

State Government Development Loan
---------------------------------
8.82%, BIH 2026*     1    100.00   105.7428   105.7428   105.7428   105.7428   7.8500
7.92%, MP 2024*      2    600.00   100.2236   100.2236   100.2236   100.2236   7.8700
7.69%, MP 2026*      1     50.00    98.8170    98.8170    98.8170    98.8170   7.8850
7.91%, MP 2027*      1     50.00   100.1428   100.1428   100.1428   100.1428   7.8850
8.39%, RAJ 2022*     1    250.00   102.2791   102.2791   102.2791   102.2791   7.7400
7.71%, TEL 2026*     1     50.27    98.9364    98.9364    98.9364    98.9364   7.8850
7.93%, TEL 2027*     1    100.27   100.2721   100.2721   100.2721   100.2721   7.8850
Total                8   1200.54


Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Jun 21, 2018*        1   1500.00    97.0843    97.0843    97.0843    97.0843   6.3000
Total                1   1500.00


Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Jan 17, 2018*        1   1000.00    99.6835    99.6835    99.6835    99.6835   6.1000
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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