December 7, 2017 / 1:16 PM / 6 months ago

NSE Wholesale Debt Market Trades-Dec 7

    Dec 7 (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               :       24,515.0           84,033.5
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             65              207

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       14,837.0           51,584.5
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             31              107

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        9,678.0           32,449.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             34              100

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                        1,550.00                  7.03
6.68%, 2031                        1,500.00                  7.08

Treasury Bill 
------------- 
317-Days (maturing on) 
----------------------
Mar 15, 2018                       1,900.00                  6.13


TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
7.40%, HDFC 2018                   2,450.00                  7.30

Corporate Debentures
--------------------
7.20%, HDFC 2020                   1,000.00                  7.56

Public Sector Unit Taxable Bond
-------------------------------
7.27%, IRFC 2027                     550.00                  7.66

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
----------
8.43%, IDFB 2018*    1    500.00   100.1515   100.1515   100.1515   100.1515   7.1060
Total                1    500.00

Corporate Debentures
--------------------
7.80%, CHOI 2019*    1    100.00    99.8299    99.8299    99.8299    99.8299   7.8700
9.10%, DHFL 2021A*   1    193.50   101.8919   101.8919   101.8919   101.8919   8.4500
7.40%, HDFC 2018*    4   2450.00   100.0697   100.0682   100.0682   100.0684   7.3009
7.20%, HDFC 2018A*   2    500.00    99.9039    99.9037    99.9037    99.9038   7.1500
8.58%, HDFC 2018B*   1    500.00   100.4335   100.4335   100.4335   100.4335   7.1500
7.20%, HDFC 2020*    2   1000.00    99.0796    99.0796    99.0796    99.0796   7.5600
8.45%, HDFC 2025*    1     50.00   103.4030   103.4030   103.4030   103.4030   7.8000
8.38%, LICH 2019*    2    300.00   101.1831   101.1831   101.1831   101.1831   7.3700
8.02%, LICH 2020*    1    500.00   100.9328   100.9328   100.9328   100.9328   7.5200
7.81%, LICH 2021*    1    250.00   100.5853   100.5853   100.5853   100.5853   7.6136
8.37%, LICH 2021*    1    250.00   102.0928   102.0928   102.0928   102.0928   7.6200
Total               17   6093.50

Corporate Deep Discount Debentures
----------------------------------
CCFI 2018G (RESET)   1      4.50   117.0400   117.0400   117.0400   117.0400   0.0000
CCFL 2018F (RESET)   1     10.00   107.1300   107.1300   107.1300   107.1300   0.0000
CCFL 2019N (RESET)   2     70.00   107.1800   107.1300   107.1300   107.1657   0.0000
Total                4     84.50

Central Government Goi Dated Securities
---------------------------------------
7.80%, 2021*         1    250.00   103.1300   103.1300   103.1300   103.1300   6.7337
6.84%, 2022*         1    500.00    99.9200    99.9200    99.9200    99.9200   6.8583
9.15%, 2024*         2    300.00   110.4604   110.4400   110.4400   110.4536   7.2062
6.79%, 2027*         3   1550.00    98.4400    98.3150    98.3800    98.3610   7.0296
8.28%, 2027*         2    537.05   106.6000   106.6000   106.6000   106.6000   7.3210
6.68%, 2031*         3   1500.00    96.6700    96.4250    96.4250    96.5100   7.0791
6.57%, 2033*         1    150.00    93.3250    93.3250    93.3250    93.3250   7.2833
7.50%, 2034*         1    500.00   101.0300   101.0300   101.0300   101.0300   7.3899
7.73%, 2034*         1    200.00   102.5400   102.5400   102.5400   102.5400   7.4637
8.17%, 2044*         1    400.00   106.8500   106.8500   106.8500   106.8500   7.5705
Total               16   5887.05

Institutions Non-Slr Bond
-------------------------
6.98%, NBRD 2020*    1    250.00    99.3422    99.3422    99.3422    99.3422   7.2300
7.08%, SIDB 2020*    1    250.00    99.6374    99.6374    99.6374    99.6374   7.2125
Total                2    500.00

Public Sector Unit Taxable Bond
-------------------------------
7.27%, IRFC 2027*    2    550.00    97.4518    97.3874    97.3874    97.4167   7.6555
7.83%, IRFC 2027*    2    400.00   100.9885   100.9885   100.9885   100.9885   7.6725
8.28%, PFC 2018*     1    250.00   100.8562   100.8562   100.8562   100.8562   6.9200
9.81%, PFC 2018*     1    500.00   102.1620   102.1620   102.1620   102.1620   6.9500
8.20%, PGC 2025*     1    250.00   103.1454   103.1454   103.1454   103.1454   7.6000
7.20%, PGC 2027*     1     50.00    96.8474    96.8474    96.8474    96.8474   7.6600
7.30%, PGC 2027*     1    250.00    97.4634    97.4634    97.4634    97.4634   7.6700
7.45%, RECL 2022*    1    250.00   100.2000   100.2000   100.2000   100.2000   7.3949
Total               10   2500.00

State Government Development Loan
---------------------------------
8.27%, KRN 2025*     1     50.00   103.9709   103.9709   103.9709   103.9709   7.6000
7.86%, RAJ 2019*     1    250.00   101.4491   101.4491   101.4491   101.4491   6.8500
7.65%, TN 2027*      1    100.00   100.4143   100.4143   100.4143   100.4143   7.5900
Total                3    400.00


Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Jan 11, 2018*        1   1000.00    99.4405    99.4405    99.4405    99.4405   6.0400
Feb 22, 2018*        1   1000.00    98.7458    98.7458    98.7458    98.7458   6.1000
Mar 08, 2018*        2   1000.00    98.5170    98.5170    98.5170    98.5170   8.3225
Total                4   3000.00

Treasury Bill 
------------- 
317-Days (maturing on) 
----------------------
Mar 15, 2018*        3   1900.00    98.3983    98.3919    98.3983    98.3975   6.1283
Total                3   1900.00

Treasury Bill 
------------- 
323-Days (maturing on) 
----------------------
Mar 13, 2018*        1   1000.00    98.4296    98.4296    98.4296    98.4296   6.1300
Total                1   1000.00

Treasury Bill 
------------- 
329-Days (maturing on) 
----------------------
Mar 12, 2018*        1   1000.00    98.4459    98.4459    98.4459    98.4459   6.1300
Total                1   1000.00

Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Mar 01, 2018*        1    400.00    98.6307    98.6307    98.6307    98.6307  10.5000
Jan 04, 2018*        1    250.00    99.5545    99.5545    99.5545    99.5545   6.0500
Mar 08, 2018*        1   1000.00    98.5170    98.5170    98.5170    98.5170   6.1050
Total                3   1650.00

(*) 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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