December 5, 2017 / 12:51 PM / a month ago

NSE Wholesale Debt Market Trades-Dec 5

    Dec 5 (Reuters) - Below is a summary of Tuesday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                        Tuesday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       19,366.4           38,302.9
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             59              92

GOVERNMENT SECURITIES                                   Tuesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       12,870.9           29,621.9
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             39              58

NON-GOVERNMENT SECURITIES                               Tuesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        6,495.5            8,681.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             20              34

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                        6,500.00                  7.06
8.15%, 2022A                         750.00                  6.93

Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Oct 04, 2018                        700.00                  6.23

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
-------------------------------
7.45%, RECL 2022                   1,750.00                  7.44

Corporate Debentures
--------------------
7.45%, HDFC 2018                   1,000.00                  7.29

Public Sector Unit Taxable Bond
-------------------------------
7.33%, IRFC 2027                   1,000.00                  7.69

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   1000.00   100.0120   100.0120   100.0120   100.0120   7.2931
8.40%, LTF 2018*     1    500.00   100.3991   100.3991   100.3991   100.3991   7.6460
8.65%, LTF 2019*     1    150.00   101.2983   101.2983   101.2983   101.2983   7.8000
7.57%, ULCE 2021*    1    500.00   100.6099   100.6099   100.6099   100.6099   7.3500
Total                4   2150.00

Corporate Deep Discount Debentures
----------------------------------
CITI 2017U (RESET)   1     50.50   167.4400   167.4400   167.4400   167.4400   0.0000
0.00%, HDFC 2020*    1    250.00   130.4340   130.4340   130.4340   130.4340   7.5700
0.00%, SHEB 2020B*   1    150.00   104.4790   104.4790   104.4790   104.4790   8.1000
Total                3    450.50

Central Government Goi Dated Securities
---------------------------------------
8.12%, 2020*         1     50.00   103.8000   103.8000   103.8000   103.8000   6.7048
6.84%, 2022*         1    300.00    99.8600    99.8600    99.8600    99.8600   6.8724
8.15%, 2022A*        3    750.00   104.6700   104.6700   104.6700   104.6700   6.9271
7.16%, 2023*         1    250.00   100.8500   100.8500   100.8500   100.8500   6.9689
9.15%, 2024*         3    400.00   110.3243   110.3100   110.3100   110.3225   7.2303
7.72%, 2025*         1    100.00   103.3800   103.3800   103.3800   103.3800   7.1279
8.33%, 2026*         1    500.00   106.5000   106.5000   106.5000   106.5000   7.2966
6.79%, 2027*        11   6500.00    98.2000    98.0600    98.1750    98.1327   7.0635
7.61%, 2030*         1    500.00   101.6000   101.6000   101.6000   101.6000   7.4097
6.68%, 2031*         1    100.00    96.1500    96.1500    96.1500    96.1500   7.1215
8.33%, 2036*         1    250.00   108.1300   108.1300   108.1300   108.1300   7.1238
8.17%, 2044*         1    250.00   106.5500   106.5500   106.5500   106.5500   7.5955
Total               26   9950.00

Institutions Non-Slr Bond
-------------------------
7.22%, EXIM 2027*    1    150.00    96.7860    96.7860    96.7860    96.7860   7.6900
7.08%, SIDB 2020*    1    250.00    99.6446    99.6446    99.6446    99.6446   7.2100
Total                2    400.00

Public Sector Unit Taxable Bond
-------------------------------
7.27%, IRFC 2027*    1    350.00    97.1276    97.1276    97.1276    97.1276   7.7000
7.33%, IRFC 2027*    3   1000.00    97.6037    97.6037    97.6037    97.6037   7.6900
7.49%, IRFC 2027*    2    300.00    98.5656    98.5456    98.5656    98.5556   7.7016
8.49%, NHPC 2024     1     45.00   104.2940   104.2940   104.2940   104.2940   7.6647
8.72%, PFC 2018*     1     50.00   100.3076   100.3076   100.3076   100.3076   6.4800
7.45%, RECL 2022*    3   1750.00   100.0300   100.0000   100.0300   100.0086   7.4426
Total               11   3495.00

State Government Development Loan
---------------------------------
8.89%, GUJ 2022*     1     50.00   106.8122   106.8122   106.8122   106.8122   7.2500
7.68%, HARY 2027*    1    250.00   100.2700   100.2700   100.2700   100.2700   7.6405
8.90%, KRN 2022*     1     50.00   106.8538   106.8538   106.8538   106.8538   7.2500
8.24%, KRN 2024*     1     50.00   103.4094   103.4094   103.4094   103.4094   7.6050
7.65%, KRN 2027*     1    650.00   100.1727   100.1727   100.1727   100.1727   7.6246
8.90%, MAH 2022A*    1    169.57   106.7648   106.7648   106.7648   106.7648   7.2500
8.90%, MAH 2022B*    1     81.32   106.8538   106.8538   106.8538   106.8538   7.2500
8.24%, MAH 2024*     1    150.00   103.4094   103.4094   103.4094   103.4094   7.6050
7.20%, MAH 2027*     1    100.00    97.1000    97.1000    97.1000    97.1000   7.6270
8.39%, RAJ 2021*     1     50.00   103.4433   103.4433   103.4433   103.4433   7.1850
7.67%, UP 2027A*     1    250.00   100.2000   100.2000   100.2000   100.2000   7.6406
Total               11   1850.89

Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Oct 04, 2018*        1    700.00    95.0980    95.0980    95.0980    95.0980   6.2271
Sep 13, 2018*        1    370.00    95.4233    95.4233    95.4233    95.4233   6.2300
Total                2   1070.00

 (*) 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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