NSE Wholesale Debt Market Trades-Nov 23

NSE Wholesale Debt Market Trades-Nov 23

Last Updated: Wed, Nov 23, 2016 18:40 hrs

Nov 23 (Reuters) - Below is a summary of Wednesday's Transactions on the National Stock Exchange of India's wholesale debt market segment: TOTAL WDM TRADES Wednesday's So far this week ---------------- --------- ---------------- --Total traded value in mln rupees : 32,906.5 99,978.5 --Total traded value of repo deals in mln rupees : --- --- --Total number of trades : 80 258 GOVERNMENT SECURITIES Wednesday's So far this week --------------------- --------- ---------------- --Total traded value in mln rupees : 22,198.5 51,618.5 --Total traded value of repo deals in mln rupees : --- --- --Total number of trades : 34 115 NON-GOVERNMENT SECURITIES Wednesday's So far this week ------------------------- --------- ---------------- --Total traded value in mln rupees : 10,708.0 48,360.0 --Total traded value of repo deals in mln rupees : --- --- --Total number of trades : 46 143 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 ---------------------------- 7.80%, 2021 3,250.00 6.24 Treasury Bill ------------- 364-Days (maturing on) ---------------------- Mar 02, 2017 3,000.00 5.86 Jun 08, 2017 5,000.00 5.86 TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES -------------------------------------------------------------------- Security Traded Value Weighted Yield (%) (mln rupees) ---Traded value--- > 1 cr -------------------------------------------------------------------- Banks Bond ---------- 7.60%, ICIC 2023 1,500.00 7.28 Public Sector Unit Taxable Bond ------------------------------- 8.03%, PFC 2026 1,500.00 7.16 Institutions Non-Slr Bond ------------------------- 7.92%, NHB 2019 1,250.00 6.12 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 ---------- 7.60%, AXBK 2023* 2 500.00 101.4364 101.4364 101.4364 101.4364 7.3200 7.95%, HDBK 2026* 2 500.00 104.3791 104.2382 104.3791 104.3087 7.3100 7.60%, ICIC 2023* 4 1500.00 101.7954 101.4231 101.6367 101.6184 7.2833 Total 8 2500.00 Banks Perpetual Bond -------------------- 11.09%, IDBI 1 8.00 102.7463 102.7463 102.7463 102.7463 10.3000 8.39%, SBI* 1 250.00 100.4281 100.4281 100.4281 100.4281 8.2700 Total 2 258.00 Corporate Debentures -------------------- 8.8649%, ABF 2019* 1 250.00 102.4938 102.4938 102.4938 102.4938 7.8200 7.67%, HDFC 2017* 2 500.00 100.5857 100.5322 100.5857 100.5590 7.0700 8.24%, HDFC 2017* 1 250.00 100.3427 100.3427 100.3427 100.3427 6.5000 9.70%, HDFC 2017A* 1 100.00 101.1188 101.1188 101.1188 101.1188 7.2000 8.38%, LICH 2018* 1 500.00 101.8839 101.8839 101.8839 101.8839 7.2500 9.44%, LICH 2019* 2 350.00 104.8260 104.8260 104.8260 104.8260 7.4341 10.25%, RGTI 2021* 1 250.00 108.2279 108.2279 108.2279 108.2279 8.0692 Total 9 2200.00 Central Government Goi Dated Securities --------------------------------------- 6.35%, 2020 1 1000.00 100.5425 100.5425 100.5425 100.5425 6.1525 7.80%, 2021 3 3250.00 105.8900 105.8800 105.8800 105.8808 6.2420 7.35%, 2024 1 500.00 105.9900 105.9900 105.9900 105.9900 6.3410 6.97%, 2026 4 1100.00 104.9950 104.8500 104.9900 104.9166 6.2877 7.59%, 2026 3 1500.00 108.4800 108.2500 108.4800 108.3283 6.3712 7.59%, 2029 1 500.00 109.6400 109.6400 109.6400 109.6400 6.4429 7.61%, 2030 1 1000.00 110.5500 110.5500 110.5500 110.5500 6.4265 7.88%, 2030 1 500.00 112.1600 112.1600 112.1600 112.1600 6.5000 7.73%, 2034 1 100.00 110.6000 110.6000 110.6000 110.6000 6.7083 9.23%, 2043 2 500.00 129.1267 129.1267 129.1267 129.1267 6.8500 Total 18 9950.00 Institutions Non-Slr Bond ------------------------- 8.33%, EXIM 2019* 1 100.00 100.5710 100.5710 100.5710 100.5710 6.1500 9.75%, EXIM 2020* 1 100.00 110.0121 110.0121 110.0121 110.0121 6.7047 7.92%, NHB 2019* 1 1250.00 100.4705 100.4705 100.4705 100.4705 6.1200 Total 3 1450.00 Public Sector Unit Tax-Free Bond -------------------------------- 7.35%, NHAI 2031* 1 100.00 112.5553 112.5553 112.5553 112.5553 6.0000 Total 1 100.00 Public Sector Unit Taxable Bond ------------------------------- 9.81%, PFC 2018* 1 250.00 105.3079 105.3079 105.3079 105.3079 6.6737 8.36%, PFC 2020* 1 300.00 104.5749 104.5749 104.5749 104.5749 6.7300 8.38%, PFC 2020* 1 50.00 104.7772 104.7772 104.7772 104.7772 6.7496 8.70%, PFC 2020* 1 300.00 105.3796 105.3796 105.3796 105.3796 6.7300 8.95%, PFC 2020* 1 250.00 106.3763 106.3763 106.3763 106.3763 6.7300 8.98%, PFC 2024A* 1 50.00 110.4220 110.4220 110.4220 110.4220 7.1900 8.20%, PFC 2025* 1 100.00 106.3900 106.3900 106.3900 106.3900 7.1379 7.63%, PFC 2026* 1 100.00 103.8703 103.8703 103.8703 103.8703 7.0550 8.03%, PFC 2026* 6 1500.00 105.7258 105.7258 105.7258 105.7258 7.1600 8.36%, RECL 2020* 1 100.00 105.3886 105.3886 105.3886 105.3886 6.7200 7.24%, RECL 2021* 1 250.00 101.9557 101.9557 101.9557 101.9557 6.7500 8.11%, RECL 2025* 4 650.00 106.8501 106.7828 106.8501 106.8192 7.0446 7.52%, RECL 2026* 3 300.00 103.7012 103.6653 103.6653 103.6777 6.9883 Total 23 4200.00 State Government Development Loan --------------------------------- 6.89%, BIH 2026* 1 150.00 101.0000 101.0000 101.0000 101.0000 6.7508 8.69%, GUJ 2022* 1 100.00 108.3575 108.3575 108.3575 108.3575 6.7550 9.12%, GUJ 2022* 1 100.00 110.5424 110.5424 110.5424 110.5424 6.7900 9.50%, GUJ 2023* 1 50.00 113.6972 113.6972 113.6972 113.6972 6.9350 8.21%, HARY 2022* 3 1763.56 105.4447 105.3538 105.3538 105.3796 6.9843 8.21%, HARY 2026* 2 750.00 107.8306 107.8306 107.8306 107.8306 7.0500 8.62%, MAH 2023A* 1 400.00 109.0045 109.0045 109.0045 109.0045 6.8300 8.43%, PUN 2027* 1 150.00 109.6181 109.6181 109.6181 109.6181 7.1000 8.21%, RAJ 2022* 1 534.90 105.4447 105.4447 105.4447 105.4447 6.9700 Total 12 3998.46 Treasury Bill ------------- 364-Days (maturing on) ---------------------- Mar 02, 2017 2 5000.00 98.4510 98.4510 98.4510 98.4510 5.8600 Jun 08, 2017 1 3000.00 96.9493 96.9493 96.9493 96.9493 5.8600 Nov 23, 2017 1 250.00 94.4253 94.4253 94.4253 94.4253 5.9200 Total 4 8250.00 (*) 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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