October 15, 2015 / 1:40 PM / 2 years ago

NSE Wholesale Debt Market Trades-Oct 15

Oct 15 (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               :       45,876.0           143,609.7
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             86              320

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       35,550.0           116,158.7
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             42              171

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       10,326.0           27,451.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             44              149

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
----------------------------
8.07%, 2017A                       5,100.00                  7.43
8.27%, 2020                        4,050.00                  7.63
8.12%, 2020                        4,000.00                  7.69

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
-------------------------------
8.20%, PGC 2022                    1,350.00                  8.09

Corporate Debentures
--------------------
8.32%, NABH 2018                   1,250.00                  8.30

Public Sector Unit Taxable Bond
-------------------------------
8.37%, RECL 2020                   1,200.00                  8.15

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
--------------------
9.25%, HDFC 2016*    1    100.00   100.9611   100.9611   100.9611   100.9611   8.2500
9.50%, HDFC 2016*    1    100.00   101.2807   101.2807   101.2807   101.2807   8.2500
9.90%, HDFC 2016*    1    250.00   100.7564   100.7564   100.7564   100.7564   8.2000
9.75%, HDFC 2016A*   1    250.00   101.5263   101.5263   101.5263   101.5263   8.2300
8.50%, HDFC 2018*    1    100.00   100.3524   100.3524   100.3524   100.3524   8.2956
9.45%, HDFC 2019*    1    650.00   103.5921   103.5921   103.5921   103.5921   8.3000
9.24%, HDFC 2024*    1     50.00   105.5384   105.5384   105.5384   105.5384   8.3000
9.56%, LICH 2017*    1     50.00   101.3559   101.3559   101.3559   101.3559   8.3000
8.67%, LICH 2020A*   2    500.00   101.1612   101.1612   101.1612   101.1612   8.3490
8.40%, LICH 2025*    1     50.00   100.3859   100.3859   100.3859   100.3859   8.3200
8.55%, LICH 2025A*   1    100.00   101.5445   101.5445   101.5445   101.5445   8.2994
8.32%, NABH 2018*    2   1250.00   100.0000   100.0000   100.0000   100.0000   8.2962
8.90%, RJIC 2020B*   1    300.00   101.0098   101.0098   101.0098   101.0098   8.5800
9.15%, SPJU 2027     1     10.00   102.3323   102.3323   102.3323   102.3323   9.0128
9.15%, SPJU 2029A*   1    226.00   102.5917   102.5917   102.5917   102.5917   9.0126
Total               17   3986.00

Corporate Deep Discount Debentures
----------------------------------
0.00%, HDFC 2016*    1    390.00   152.0689   152.0689   152.0689   152.0689   8.1500
Total                1    390.00

Central Government Goi Dated Securities
---------------------------------------
7.49%, 2017          2   3800.00   100.0767   100.0697   100.0767   100.0721   7.4383
8.07%, 2017          1   1300.00   100.7426   100.7426   100.7426   100.7426   7.4200
8.07%, 2017A         4   5100.00   101.0143   100.9864   101.0143   100.9944   7.4300
8.12%, 2020          1   4000.00   101.7900   101.7900   101.7900   101.7900   7.6887
8.27%, 2020          2   4050.00   102.4650   102.4550   102.4550   102.4649   7.6259
8.79%, 2021          2    550.00   105.0600   105.0600   105.0600   105.0600   7.7269
8.83%, 2023          1     50.00   106.1400   106.1400   106.1400   106.1400   7.7919
7.72%, 2025          5   3200.00   101.2150   101.1450   101.1650   101.1509   7.5476
8.15%, 2026          1    200.00   102.5700   102.5700   102.5700   102.5700   7.7981
8.26%, 2027          1    250.00   103.3502   103.3502   103.3502   103.3502   7.8175
8.28%, 2027          1    250.00   103.5370   103.5370   103.5370   103.5370   7.8175
7.88%, 2030          4   2500.00   101.4000   101.3500   101.4000   101.3710   7.7197
8.24%, 2033          1    500.00   104.0700   104.0700   104.0700   104.0700   7.8148
7.73%, 2034          3    800.00   100.5900   100.3800   100.5900   100.4494   7.6864
8.83%, 2041          2   1000.00   110.4000   110.4000   110.4000   110.4000   7.8834
8.30%, 2042          1    250.00   105.0500   105.0500   105.0500   105.0500   7.8463
8.13%, 2045          1    500.00   103.7700   103.7700   103.7700   103.7700   7.8005
Total               33  28300.00

Institutions Non-Slr Bond
-------------------------
9.18%, NBRD 2017*    1    150.00   101.6276   101.6276   101.6276   101.6276   7.7500
Total                1    150.00

Public Sector Unit Taxable Bond
-------------------------------
9.81%, PFC 2018*     1     50.00   104.3360   104.3360   104.3360   104.3360   8.1000
8.36%, PFC 2020*     3    500.00   100.4701   100.4701   100.4701   100.4701   8.2000
8.38%, PFC 2020*     1    250.00   100.5316   100.5316   100.5316   100.5316   8.2100
8.53%, PFC 2020*     1    250.00   101.1301   101.1301   101.1301   101.1301   8.2100
8.98%, PFC 2024*     1    300.00   104.4425   104.4425   104.4425   104.4425   8.2500
8.20%, PGC 2022*     2   1350.00   100.4256   100.4100   100.4256   100.4187   8.0900
8.93%, PGC 2028*     1    150.00   106.3003   106.3003   106.3003   106.3003   8.1202
9.25%, RECL 2017A*   1    250.00   102.2756   102.2756   102.2756   102.2756   7.8500
9.38%, RECL 2018*    1    100.00   103.7101   103.7101   103.7101   103.7101   7.9500
9.04%, RECL 2019*    1     50.00   102.9071   102.9071   102.9071   102.9071   8.1500
8.37%, RECL 2020*    6   1200.00   100.9150   100.8940   100.8940   100.8984   8.1489
8.87%, RECL 2020*    2    500.00   102.3375   102.3365   102.3365   102.3370   8.1850
8.11%, RECL 2025*    1    250.00   100.1000   100.1000   100.1000   100.1000   8.0848
8.27%, RECL 2025*    3    600.00   100.9198   100.1000   100.1000   100.7832   8.1059
Total               25   5800.00

State Government Development Loan
---------------------------------
8.94%, GUJ 2022      1    100.00   104.6750   104.6750   104.6750   104.6750   7.9888
Total                1    100.00

Treasury Bill
------------- 
91-Days (maturing on) 
----------------------
Jan 14, 2016         1    500.00    98.2925    98.2925    98.2925    98.2925   7.0400
Dec 18, 2015         3   3250.00    98.8079    98.8079    98.8079    98.8079   6.9623
Total                4   3750.00

Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Sep 01, 2016         1    150.00    94.1053    94.1053    94.1053    94.1053   7.1225
Dec 10, 2015         3   3250.00    98.9577    98.9577    98.9577    98.9577   6.9899
Total                4   3400.00

(*) Indicates at least one deal in above securities is of Rs. 5 crore or above.

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