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NSE Wholesale Debt Market Trades-Sep 29
September 29, 2016 / 12:37 PM / a year ago

NSE Wholesale Debt Market Trades-Sep 29

Sep 29 (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               :       32,738.0           157,049.2
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             80              371

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       16,360.0           106,091.2
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             34              191

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       16,378.0           50,958.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             46              180

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
----------------------------
7.61%, 2030                        2,500.00                  6.93
7.88%, 2030                        2,250.00                  7.01
8.24%, 2033                        1,350.00                  7.17

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
9.75%, DHFC 2017                   2,000.00                  8.01

Banks Bond
----------
7.95%, HDBK 2026                   1,600.00                  7.69

Corporate Debentures
--------------------
9.74%, DHFC 2017A                  1,500.00                  8.85

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
----------
7.95%, HDBK 2026*    4   1600.00   102.0764   101.5931   101.8681   101.7629   7.6853
Total                4   1600.00

Banks Perpetual Bond
--------------------
11.50%, BOI          2     10.00   104.3000   103.6000   103.6000   103.9500  10.8200
11.00%, BOIF         2     20.00   102.4923   102.3819   102.3819   102.4371  10.5100
11.09%, IDBI         1      1.00   102.1182   102.1182   102.1182   102.1182  10.5000
11.25%, SYNBB*       1     50.00   103.5334   103.5334   103.5334   103.5334  10.2500
9.50%,  UBI*         1    250.00   101.5357   101.5357   101.5357   101.5357   9.2500
Total                7    331.00

Corporate Debentures
--------------------
9.40%, CAPFC 2016*   1     50.00   100.4101   100.4101   100.4101   100.4101   7.5000
9.74%, DHFC 2017*    1   1200.00   100.5232   100.5232   100.5232   100.5232   8.8500
9.75%, DHFC 2017*    1   2000.00   100.5279   100.5279   100.5279   100.5279   8.0100
9.74%, DHFC 2017A*   1   1500.00   100.4300   100.4300   100.4300   100.4300   8.8500
8.14%, HDFC 2016*    1    250.00   100.2164   100.2164   100.2164   100.2164   6.6500
1.43%, HDFC 2017*    1    250.00    97.2668    97.2668    97.2668    97.2668   7.1700
7.90%, HDFC 2026*    1    150.00   100.5492   100.5492   100.5492   100.5492   7.8100
9.08%, LICH 2018*    1    250.00   101.6921   101.6921   101.6921   101.6921   7.7000
7.90%, LICH 2026*    2    300.00   100.5285   100.5085   100.5085   100.5185   7.8140
7.95%, NIRM 2018*    1    500.00   100.0000   100.0000   100.0000   100.0000   7.9402
8.75%, RIL 2020*     1    250.00   104.4552   104.4552   104.4552   104.4552   7.2700
8.32%, RJIC 2021*    1    250.00   101.6614   101.6614   101.6614   101.6614   7.8700
9.25%, RJIC 2024*    3    400.00   106.8337   106.8337   106.8337   106.8337   8.0100
Total               16   7350.00

Central Government Goi Dated Securities
---------------------------------------
8.07%, 2017A         1    500.00   101.0354   101.0354   101.0354   101.0354   6.6250
7.68%, 2023          3   1010.00   104.4500   104.3625   104.3750   104.3696   6.8977
7.72%, 2025          1    250.00   104.7300   104.7300   104.7300   104.7300   6.9804
7.59%, 2026          2   1000.00   104.4675   104.4550   104.4550   104.4613   6.9280
8.26%, 2027          1    250.00   108.9250   108.9250   108.9250   108.9250   7.0655
8.28%, 2027          1    250.00   109.1500   109.1500   109.1500   109.1500   7.0672
8.60%, 2028          1     50.00   111.2100   111.2100   111.2100   111.2100   7.1644
7.61%, 2030          1   2500.00   105.8925   105.8925   105.8925   105.8925   6.9329
7.88%, 2030          2   2250.00   107.5000   107.4900   107.4900   107.4989   7.0102
8.97%, 2030          1    500.00   115.8500   115.8500   115.8500   115.8500   7.1691
8.24%, 2033          2   1350.00   110.4000   110.4000   110.4000   110.4000   7.1738
7.73%, 2034          1    500.00   106.5000   106.5000   106.5000   106.5000   7.0875
Total               17  10410.00

Institutions Non-Slr Bond
-------------------------
7.62%, EXIM 2026*    1   1000.00   101.1151   101.1151   101.1151   101.1151   7.4500
8.40%, SIDB 2018*    1    500.00   100.5233   100.5233   100.5233   100.5233   6.9600
Total                2   1500.00

Public Sector Unit Taxable Bond
-------------------------------
8.69%, DVC 2028*     2   1050.00   108.6156   108.6156   108.6156   108.6156   7.6300
7.65%, IRFC 2019*    1    150.00   101.0303   101.0303   101.0303   101.0303   7.2500
8.90%, PFC 2017*     2    550.00   101.5583   101.5352   101.5583   101.5373   7.3182
7.85%, PFC 2019*     1   1400.00   100.9782   100.9782   100.9782   100.9782   7.3825
8.36%, PFC 2020      1     47.00   102.8415   102.8415   102.8415   102.8415   7.3600
8.38%, PFC 2020*     2    200.00   102.9865   102.9730   102.9865   102.9764   7.3788
8.53%, PFC 2020*     1    200.00   103.6479   103.6479   103.6479   103.6479   7.3800
8.13%, PGC 2021*     2    100.00   102.8857   102.8857   102.8857   102.8857   7.3403
8.40%, PGC 2025*     1    150.00   105.0351   105.0351   105.0351   105.0351   7.5700
8.28%, RECL 2017*    1   1000.00   100.4214   100.4214   100.4214   100.4214   6.9300
9.38%, RECL 2018*    1    250.00   103.9466   103.9466   103.9466   103.9466   7.2700
9.75%, RECL 2021*    1    250.00   109.6598   109.6598   109.6598   109.6598   7.4000
8.11%, RECL 2025*    1    250.00   103.7644   103.7644   103.7644   103.7644   7.5100
Total               17   5597.00

State Government Development Loan
---------------------------------
8.60%, BIH 2026*     1    350.00   108.5378   108.5378   108.5378   108.5378   7.3300
8.31%, KER 2025A*    1    100.00   106.1486   106.1486   106.1486   106.1486   7.3550
8.14%, KRN 2025*     1    200.00   105.2378   105.2378   105.2378   105.2378   7.3400
8.16%, KRN 2025*     1    250.00   105.3817   105.3817   105.3817   105.3817   7.3400
8.62%, MAH 2023A*    1    550.00   106.6727   106.6727   106.6727   106.6727   7.3000
8.26%, MAH 2025*     1    200.00   106.1723   106.1723   106.1723   106.1723   7.3000
8.29%, MAH 2025*     2    740.00   106.1201   106.0531   106.1201   106.0884   7.3447
8.27%, RAJ 2022*     1    500.00   103.5151   103.5151   103.5151   103.5151   7.5000
8.33%, RAJ 2025*     1    200.00   105.4249   105.4249   105.4249   105.4249   7.4700
8.19%, RAJ 2026*     1    250.00   104.8279   104.8279   104.8279   104.8279   7.4800
8.17%, TN 2025*      2    250.00   105.4475   105.4475   105.4475   105.4475   7.3400
8.27%, TN 2026*      2    250.00   106.0955   106.0955   106.0955   106.0955   7.3500
8.25%, UP 2023A*     1   1110.00   103.8643   103.8643   103.8643   103.8643   7.5000
Total               16   4950.00

Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Mar 09, 2017*        1   1000.00    97.2130    97.2130    97.2130    97.2130   6.5700
Total                1   1000.00

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

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