October 4, 2016 / 12:42 PM / a year ago

NSE Wholesale Debt Market Trades-Oct 4

Oct 4 (Reuters) - Below is a summary of Tuesday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                        Tuesday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       21,408.5           54,928.4
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             64              132

GOVERNMENT SECURITIES                                   Tuesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       13,008.5           38,235.4
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             33              76

NON-GOVERNMENT SECURITIES                               Tuesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        8,400.0           16,693.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             31              56

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
----------------------------
6.97%, 2026                        2,050.00                  6.76
8.26%, UP22                        2,000.00                  7.42
8.27%, 2020                        1,300.00                  6.65

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
8.61%, LTFN 2017B                  1,100.00                  7.76

Public Sector Unit Taxable Bond
-------------------------------
7.85%, PFC 2019                      850.00                  7.26

Banks Bond
----------
7.95%, HDBK 2026                     800.00                  7.62

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
----------
8.40%, CANB 2026A*   1    250.00   104.5102   104.5102   104.5102   104.5102   7.7000
7.95%, HDBK 2026*    4    800.00   102.2780   102.2075   102.2075   102.2163   7.6188
Total                5   1050.00

Corporate Debentures
--------------------
7.67%, HDFC 2017*    1    750.00   100.2077   100.2077   100.2077   100.2077   7.5000
8.35%, HDFC 2018*    1    250.00   101.3965   101.3965   101.3965   101.3965   7.6000
8.38%, HDFC 2018*    2    150.00   101.0498   101.0488   101.0498   101.0491   7.6200
8.60%, HDFC 2019*    1    500.00   102.0626   102.0626   102.0626   102.0626   7.6000
9.00%, IBHF 2019G*   1     50.00   100.5837   100.5837   100.5837   100.5837   8.7200
8.05%, LICH 2018*    2    500.00   100.6140   100.5940   100.6140   100.6040   7.5718
935.32%, LICH 2019   1    500.00   104.0304   104.0304   104.0304   104.0304   7.7200
8.58%, LICH 2024*    1    100.00   104.0307   104.0307   104.0307   104.0307   7.8200
8.48%, LICH 2026*    1    100.00   104.5656   104.5656   104.5656   104.5656   7.7800
8.47%, LICH 2026A*   1    100.00   104.5500   104.5500   104.5500   104.5500   7.7700
8.61%, LTFN 2017B*   2   1100.00   100.7783   100.7783   100.7783   100.7783   7.7600
8.32%, NABH 2018*    2    500.00   101.3412   101.3212   101.3212   101.3312   7.4940
8.90%, RJIC 2020B*   1    200.00   103.3924   103.3924   103.3924   103.3924   7.6700
Total               17   4800.00

Central Government Goi Dated Securities
---------------------------------------
8.07%, 2017A         1   1000.00   101.0455   101.0455   101.0455   101.0455   6.5851
8.27%, 2020          3   1300.00   105.2500   104.9625   105.2500   105.1839   6.6529
7.80%, 2021          2   1000.00   103.9000   103.8700   103.8700   103.8850   6.7864
8.20%, 2022          1    250.00   105.6000   105.6000   105.6000   105.6000   6.9285
7.35%, 2024          1    250.00   102.5250   102.5250   102.5250   102.5250   6.9195
7.72%, 2025          2    650.00   105.1050   105.1050   105.1050   105.1050   6.9228
6.97%, 2026          3   2050.00   101.5000   101.4600   101.4600   101.4610   6.7644
7.61%, 2030          3   1150.00   105.7925   105.7600   105.7600   105.7741   6.9456
7.88%, 2030          1    250.00   107.5600   107.5600   107.5600   107.5600   7.0027
8.97%, 2030          1     50.00   115.9792   115.9792   115.9792   115.9792   7.1550
7.73%, 2034          1    250.00   106.5000   106.5000   106.5000   106.5000   7.0873
8.33%, 2036          1     50.00   112.4500   112.4500   112.4500   112.4500   7.1407
6.83%, 2039          1    300.00    98.8000    98.8000    98.8000    98.8000   6.9353
8.13%, 2045          1     50.00   112.0000   112.0000   112.0000   112.0000   7.1399
7.72%, 2055          1     50.00   107.6000   107.6000   107.6000   107.6000   7.1394
Total               23   8650.00

Public Sector Unit Taxable Bond
-------------------------------
8.12%, PFC 2017*     1    500.00   100.5765   100.5765   100.5765   100.5765   6.9300
7.85%, PFC 2019*     3    850.00   101.2487   101.2103   101.2487   101.2374   7.2637
8.36%, PFC 2020*     1    100.00   103.0112   103.0112   103.0112   103.0112   7.3000
8.56%, RECL 2019*    1    500.00   103.5019   103.5019   103.5019   103.5019   7.2425
9.04%, RECL 2019*    1    250.00   104.9275   104.9275   104.9275   104.9275   7.1700
8.82%, RECL 2023*    1    250.00   107.0438   107.0438   107.0438   107.0438   7.4000
8.11%, RECL 2025*    1    100.00   104.4417   104.4417   104.4417   104.4417   7.4100
Total                9   2550.00

State Government Development Loan
---------------------------------
8.21%, HARY 2024*    1     50.00   104.3721   104.3721   104.3721   104.3721   7.4130
8.26%, UP 2022*      4   2000.00   103.8133   103.8033   103.8133   103.8083   7.4200
7.99%, UP 2025*      2    558.53   104.5090   104.5090   104.5090   104.5090   7.3000
Total                7   2608.53


Treasury Bill
-------------
364-Days (maturing on) 
----------------------
Sep 28, 2017*        2    750.00    94.0501    94.0501    94.0501    94.0501   6.4567
Total                2    750.00


Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Dec 08, 2016*        1   1000.00    98.9074    98.9074    98.9074    98.9074   6.4300
Total                1   1000.00

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

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