NSE Wholesale Debt Market Trades-Dec 7

Last Updated: Thu, Dec 07, 2017 19:00 hrs

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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