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NSE Wholesale Debt Market Trades-Dec 4
December 4, 2017 / 1:14 PM / in 14 days

NSE Wholesale Debt Market Trades-Dec 4

   Dec 4 (Reuters) - Below is a summary of Monday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                         Monday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       19,186.5           19,186.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             34              34

GOVERNMENT SECURITIES                                    Monday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       17,001.0           17,001.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             20              20

NON-GOVERNMENT SECURITIES                                Monday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        2,185.5            2,185.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             14              14

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
----------------------------
6.35%, 2020                       10,000.00                  6.60
7.80%, 2020                        1,250.00                  6.68
8.27%, 2020                        1,000.00                  6.68

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
7.51%, LICH 2018                     500.00                  7.28

Corporate Debentures
--------------------
8.85%, IBHF 2026                     300.00                  8.24

Corporate Debentures
--------------------
7.95%, HDFC 2019                     250.00                  7.53

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
--------------------
7.45%, HDFC 2018*    1    150.00   100.0180   100.0180   100.0180   100.0180   7.1600
7.95%, HDFC 2019*    1    250.00   100.6443   100.6443   100.6443   100.6443   7.5300
8.75%, HDFC 2021*    1    100.00   103.1791   103.1791   103.1791   103.1791   7.5800
8.85%, IBHF 2026*    1    300.00   103.5997   103.5997   103.5997   103.5997   8.2450
7.51%, LICH 2018*    2    500.00   100.0938   100.0938   100.0938   100.0938   7.2795
2.00%, TISC 2022*    1    150.00   139.2138   139.2138   139.2138   139.2138   7.9900
6.99%, ULCE 2021*    1    250.00    98.6086    98.6086    98.6086    98.6086   7.4000
Total                8   1700.00

Corporate Deep Discount Debentures
----------------------------------
CCFI 2018A (RESET)   1      5.50   123.1300   123.1300   123.1300   123.1300   0.0000
Total                1      5.50

Central Government Goi Dated Securities
---------------------------------------
6.35%, 2020*         4  10000.00    99.5250    99.5064    99.5064    99.5083   6.6040
7.80%, 2020*         4   1250.00   102.4400   102.4400   102.4400   102.4400   6.6833
8.12%, 2020*         2   1000.00   103.7800   103.7800   103.7800   103.7800   6.7131
8.27%, 2020*         2   1000.00   103.6300   103.6000   103.6300   103.6150   6.6818
7.35%, 2024*         2    500.00   101.3900   101.3750   101.3750   101.3825   7.0814
6.97%, 2026*         1    250.00    98.5600    98.5600    98.5600    98.5600   7.1921
6.79%, 2027*         1   1000.00    97.9000    97.9000    97.9000    97.9000   7.0981
8.83%, 2041*         1    251.00   113.0004   113.0004   113.0004   113.0004   7.6400
8.17%, 2044*         1   1000.00   106.4200   106.4200   106.4200   106.4200   7.6064
Total               18  16251.00

Institutions Non-Slr Bond
-------------------------
9.15%, EXIM 2021*    1     50.00   105.4440   105.4440   105.4440   105.4440   7.2000
Total                1     50.00

Public Sector Unit Taxable Bond
-------------------------------
8.78%, NHPC 2021*    1     80.00   104.2971   104.2971   104.2971   104.2971   7.2000
8.33%, NTPC 2021*    1    150.00   103.2245   103.2245   103.2245   103.2245   7.1500
9.70%, PFC 2021A*    1    100.00   106.4171   106.4171   106.4171   106.4171   7.3250
8.32%, PGC 2020*     1    100.00   102.8885   102.8885   102.8885   102.8885   7.2200
Total                4    430.00

State Government Development Loan
---------------------------------
7.68%, CHTIS 2027*   1    500.00   100.1000   100.1000   100.1000   100.1000   7.6651
7.65%, KRN 2027*     1    250.00   100.0200   100.0200   100.0200   100.0200   7.6468
Total                2    750.00

 (*) 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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