December 29, 2017 / 12:54 PM / 6 months ago

NSE Wholesale Debt Market Trades-Dec 29

    Dec 29 (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               :       15,450.6           94,095.6
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             48              236

GOVERNMENT SECURITIES                                    Friday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       12,800.6           73,871.1
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             26              117

NON-GOVERNMENT SECURITIES                                Friday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        2,650.0           20,224.5
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             22              119

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                        2,300.00                  7.37


Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Feb 22, 2018                       3,200.00                  6.12

Treasury Bill 
------------- 
312-Days (maturing on) 
----------------------
Mar 16, 2018                       1,500.00                  6.15


TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
7.85%, LTF2 200G                     500.00                  8.26

Public Sector Unit Taxable Bond
-------------------------------
8.2%, PGC3 200                       400.00                  7.90

Banks Bond
----------
7.47%, ICIC27                        250.00                  7.98

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
----------
7.47%, ICIC 2027*    1    250.00    96.5930    96.5930    96.5930    96.5930   7.9800
Total                1    250.00

Corporate Debentures
--------------------
9.25%, HDFC 2018*    1     50.00   100.3420   100.3420   100.3420   100.3420   6.7852
8.45%, HDFC 2026*    1     50.00   102.2614   102.2614   102.2614   102.2614   8.0500
9.25%, LICH 2022*    1     50.00   104.8266   104.8266   104.8266   104.8266   8.0000
9.25%, LICH 2023*    1    250.00   104.9760   104.9760   104.9760   104.9760   8.0014
7.85%, LTF 2020G*    3    500.00    98.9297    98.9097    98.9297    98.9197   8.2640
8.10%, RJIC 2019*    1     50.00   100.3986   100.3986   100.3986   100.3986   7.7195
Total                8    950.00

Corporate Deep Discount Debentures
----------------------------------
0.00%, LICH 2018*    2    250.00   149.4871   149.4871   149.4871   149.4871   7.8000
Total                2    250.00

Central Government Goi Dated Securities
---------------------------------------
6.84%, 2022*         4   1396.60    98.7000    98.4539    98.7000    98.4796   7.2087
8.08%, 2022*         1    600.00   103.1012   103.1012   103.1012   103.1012   7.2700
7.16%, 2023*         1    750.00    99.5495    99.5495    99.5495    99.5495   7.2600
6.79%, 2027*         6   2300.00    96.1450    96.0550    96.0900    96.0905   7.3733
6.68%, 2031*         1    250.00    93.0200    93.0200    93.0200    93.0200   7.5019
8.30%, 2040*         1    450.00   105.4836   105.4836   105.4836   105.4836   7.4136
8.17%, 2044*         4   1000.00   104.3596   104.3596   104.3596   104.3596   7.7800
Total               18   6746.60

Institutions Non-Slr Bond
-------------------------
6.98%, NBRD 2020*    1    250.00    98.4641    98.4641    98.4641    98.4641   7.6000
7.69%, NBRD 2032*    1     50.00    97.9720    97.9720    97.9720    97.9720   7.9200
Total                2    300.00

Public Sector Unit Taxable Bond
-------------------------------
8.40%, NPC 2025*     1     50.00   103.8085   103.8085   103.8085   103.8085   7.8900
8.40%, NPC 2026*     1     50.00   104.1501   104.1501   104.1501   104.1501   7.7414
8.13%, NPC 2027*     1     50.00   102.4251   102.4251   102.4251   102.4251   7.9000
8.84%, PGC 2018A*    1     50.00   101.1250   101.1250   101.1250   101.1250   7.2500
9.30%, PGC 2024*     1    100.00   106.9406   106.9406   106.9406   106.9406   7.8700
8.70%, PGC 2028*     1     50.00   105.6727   105.6727   105.6727   105.6727   7.8700
8.20%, PGC 2030*     1    400.00   102.2192   102.2192   102.2192   102.2192   7.9000
7.45%, RECL 2022*    1    100.00    98.8509    98.8509    98.8509    98.8509   7.7300
8.57%, RECL 2024*    1     50.00   103.5265   103.5265   103.5265   103.5265   7.8816
Total                9    900.00

State Government Development Loan
---------------------------------
7.74%, HP 2024*      1    100.00    99.2631    99.2631    99.2631    99.2631   7.8900
7.92%, MP 2024*      1     50.00   100.1264   100.1264   100.1264   100.1264   7.8900
8.29%, RAJ 2024*     1    104.00   101.9953   101.9953   101.9953   101.9953   7.8900
7.94%, TEL 2024*     1     50.00   100.2232   100.2232   100.2232   100.2232   7.8900
Total                4    304.00


Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Feb 22, 2018*        1   3200.00    99.1356    99.1356    99.1356    99.1356   6.1200
Jan 25, 2018*        1   1050.00    99.6005    99.6005    99.6005    99.6005   6.1000
Total                2   4250.00


Treasury Bill 
------------- 
312-Days (maturing on) 
----------------------
Mar 16, 2018*        2   1500.00    98.7685    98.7685    98.7685    98.7685   6.1500
Total                2   1500.00

(*) 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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