NSE Wholesale Debt Market Trades-Nov 25

NSE Wholesale Debt Market Trades-Nov 25

Last Updated: Fri, Nov 25, 2016 19:00 hrs

Nov 25 (Reuters) - Below is a summary of Friday's Transactions on the National Stock Exchange of India's wholesale debt market segment: TOTAL WDM TRADES Friday's So far this week ---------------- --------- ---------------- --Total traded value in mln rupees : 23,002.0 158,439.1 --Total traded value of repo deals in mln rupees : --- --- --Total number of trades : 77 430 GOVERNMENT SECURITIES Friday's So far this week --------------------- --------- ---------------- --Total traded value in mln rupees : 7,050.0 77,806.1 --Total traded value of repo deals in mln rupees : --- --- --Total number of trades : 21 170 NON-GOVERNMENT SECURITIES Friday's So far this week ------------------------- --------- ---------------- --Total traded value in mln rupees : 15,952.0 80,633.0 --Total traded value of repo deals in mln rupees : --- --- --Total number of trades : 56 260 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 ---------------------------- 7.59%, 2026 2,000.00 6.26 8.27%, 2020 1,300.00 6.06 6.97%, 2026 1,000.00 6.18 TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES -------------------------------------------------------------------- Security Traded Value Weighted Yield (%) (mln rupees) ---Traded value--- > 1 cr -------------------------------------------------------------------- Corporate Debentures -------------------- 8.72%, LICH 2019 2,500.00 7.69 Corporate Debentures -------------------- 9%, TCHF 2018B 2,007.00 7.75 Banks Bond ---------- 7.60%, AXBK23 1,750.00 7.19 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* 5 1750.00 102.1819 102.0782 102.1819 102.1284 7.1904 7.95%, HDBK 2026* 6 1400.00 105.4377 104.8684 104.8684 105.1148 7.1954 7.60%, ICIC 2023* 1 250.00 102.0589 102.0589 102.0589 102.0589 7.2000 Total 12 3400.00 Banks Perpetual Bond -------------------- 11.09%, IDBI 3 25.00 103.1132 102.1340 102.1340 102.5735 10.3460 Total 3 25.00 Corporate Debentures -------------------- 9.25%, DHFL 2023* 2 150.00 99.6212 99.6195 99.6195 99.6206 9.3100 7.95%, HDFC 2019* 2 500.00 101.6926 101.6907 101.6926 101.6917 7.2500 8.45%, HDFC 2019* 1 250.00 102.3465 102.3465 102.3465 102.3465 7.2506 8.45%, HDFC 2019A* 1 500.00 102.7615 102.7615 102.7615 102.7615 7.2500 8.95%, IBS 2020A* 1 500.00 106.3470 106.3470 106.3470 106.3470 7.0000 8.69%, LICH 2017* 1 500.00 100.6313 100.6313 100.6313 100.6313 6.2000 9.62%, LICH 2017* 1 100.00 100.5047 100.5047 100.5047 100.5047 6.5000 8.72%, LICH 2019* 1 2500.00 102.6617 102.6617 102.6617 102.6617 7.6928 7.59%, LICH 2021* 3 1050.00 101.3153 101.3118 101.3118 101.3135 7.2500 8.50%, LICH 2025* 2 500.00 106.2113 106.2113 106.2113 106.2113 7.4484 9.00%, TCHF 2018B* 5 2007.00 101.7113 101.6408 101.6408 101.6463 7.7500 9.10%, TMF 2017* 1 350.00 101.4426 101.4426 101.4426 101.4426 7.5079 Total 21 8907.00 Corporate Deep Discount Debentures ---------------------------------- 0.00%, LICH 2019A* 1 500.00 128.1149 128.1149 128.1149 128.1149 7.2500 Total 1 500.00 NBFC Perpetual Bond ----------------------------------- TISCA (RESET) 2 20.00 109.9500 107.9500 109.9500 108.9500 9.2250 Total 2 20.00 Central Government Goi Dated Securities --------------------------------------- 8.27%, 2020 2 1300.00 106.9500 106.8000 106.8000 106.9154 6.0636 7.72%, 2025 1 50.00 108.8900 108.8900 108.8900 108.8900 6.3493 6.97%, 2026 2 1000.00 105.7100 105.7000 105.7100 105.7050 6.1817 7.59%, 2026 5 2000.00 109.3900 108.7150 108.7150 109.1469 6.2570 8.15%, 2026 1 150.00 112.4000 112.4000 112.4000 112.4000 6.4469 7.88%, 2030 1 150.00 112.4500 112.4500 112.4500 112.4500 6.4689 8.28%, 2032 1 100.00 115.3400 115.3400 115.3400 115.3400 6.6591 7.06%, 2046 1 50.00 105.6500 105.6500 105.6500 105.6500 6.6226 Total 14 4800.00 Institutions Non-Slr Bond ------------------------- 8.15%, EXIM 2025* 1 50.00 106.7621 106.7621 106.7621 106.7621 7.0300 8.05%, NBRD 2019* 1 500.00 100.4834 100.4834 100.4834 100.4834 6.0600 8.18%, NBRD 2020* 1 250.00 104.2396 104.2396 104.2396 104.2396 6.6500 Total 3 800.00 Public Sector Unit Taxable Bond ------------------------------- 8.69%, DVC 2028* 1 500.00 110.2785 110.2785 110.2785 110.2785 7.3000 8.83%, IRFC 2023* 2 500.00 109.5462 109.5462 109.5462 109.5462 6.9000 7.49%, NTPC 2031* 1 100.00 104.4495 104.4495 104.4495 104.4495 6.9950 9.68%, PFC 2018* 1 200.00 104.3635 104.3635 104.3635 104.3635 6.5500 9.44%, PFC 2021* 1 250.00 104.6442 104.6442 104.6442 104.6442 6.6200 7.63%, PFC 2026* 1 150.00 105.1092 105.1092 105.1092 105.1092 6.8800 9.30%, PGC 2029* 4 200.00 118.2574 118.2574 118.2574 118.2574 7.0121 8.30%, RECL 2025* 3 400.00 108.2173 108.2136 108.2136 108.2159 6.9680 Total 14 2300.00 State Government Development Loan --------------------------------- 8.21%, HARY 2026* 4 1000.00 109.1101 109.0021 109.0021 109.0561 6.8775 8.67%, MAH 2023* 1 250.00 109.0396 109.0396 109.0396 109.0396 6.8500 Total 5 1250.00 Treasury Bill ------------- 182-Days (maturing on) ---------------------- Mar 23, 2017 1 500.00 98.1932 98.1932 98.1932 98.1932 5.8400 Total 1 500.00 Treasury Bill ------------- 91-Days (maturing on) ---------------------- Dec 29, 2016 1 500.00 99.5224 99.5224 99.5224 99.5224 5.6500 Total 1 500.00 (*) 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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