October 5, 2016 / 12:42 PM / 10 months ago

NSE Wholesale Debt Market Trades-Oct 5

11 Min Read

Oct 5 (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               :       40,802.0           95,730.4
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             93              225

GOVERNMENT SECURITIES                                 Wednesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       21,400.0           59,635.4
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             42              118

NON-GOVERNMENT SECURITIES                             Wednesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       19,402.0           36,095.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             51              107

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
----------------------------
6.35%, 2020                        4,000.00                  6.60
7.83%, 2018                        4,000.00                  6.53
6.97%, 2026                        2,000.00                  6.67

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Institutions Non-Slr Bond
-------------------------
8.22%, NBRD 2020                   5,000.00                  7.16

Public Sector Unit Taxable Bond
-------------------------------
8.36%, PFC 2020                    2,050.00                  7.20

Public Sector Unit Taxable Bond
-------------------------------
8.52%, PFC 2019                    1,250.00                  7.21

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*    3    350.00   102.7602   102.6917   102.6917   102.7113   7.5471
Total                3    350.00

Banks Perpetual Bond
--------------------
11.09%, IDBI*        2      2.00   103.0500   103.0500   103.0500   103.0500  10.2500
Total                2      2.00

Corporate Debentures
--------------------
8.75%, HDFC 2021*    3    900.00   104.1932   104.0808   104.0808   104.1432   7.5833
9.55%, HIND 2022*    1    100.00   105.7671   105.7671   105.7671   105.7671   8.1900
9.55%, HIND 2022A*   1    150.00   105.9302   105.9302   105.9302   105.9302   8.1900
9.60%, IBHF 2016*    2   1000.00   100.5339   100.5339   100.5339   100.5339   6.8000
9.30%, IBHF 2016E*   1    750.00   100.4996   100.4996   100.4996   100.4996   6.7000
8.69%, LICH 2017*    1    500.00   100.6727   100.6727   100.6727   100.6727   6.8000
8.97%, LICH 2019*    1    500.00   103.7647   103.7647   103.7647   103.7647   7.5400
8.25%, LICH 2025*    1    750.00   103.3024   103.3024   103.3024   103.3024   7.7224
8.47%, LICH 2026*    1    250.00   105.0232   105.0232   105.0232   105.0232   7.7000
8.43%, LICH 2026A*   1    500.00   104.7989   104.7989   104.7989   104.7989   7.7000
8.75%, RIL 2020*     1    250.00   104.7898   104.7898   104.7898   104.7898   7.1600
8.55%, RJIC 2018*    1    500.00   101.8460   101.8460   101.8460   101.8460   7.4000
8.10%, RJIC 2019*    1    250.00   101.3493   101.3493   101.3493   101.3493   7.4700
8.85%, TCFS 2019*    1    250.00   101.9658   101.9658   101.9658   101.9658   7.9600
9.15%, TISC 2021*    1     50.00   103.8455   103.8455   103.8455   103.8455   8.0300
Total               18   6700.00

Central Government Goi Dated Securities
---------------------------------------
7.83%, 2018          1   4000.00   101.8473   101.8473   101.8473   101.8473   6.5275
6.35%, 2020          1   4000.00    99.2615    99.2615    99.2615    99.2615   6.6025
8.12%, 2020          1    750.00   105.2300   105.2300   105.2300   105.2300   6.6610
7.68%, 2023          2   1000.00   105.2100   105.2100   105.2100   105.2100   6.7509
8.40%, 2024          1    500.00   108.8600   108.8600   108.8600   108.8600   6.9103
9.15%, 2024          1    500.00   113.1162   113.1162   113.1162   113.1162   7.0000
7.72%, 2025          1    250.00   105.5200   105.5200   105.5200   105.5200   6.8603
6.97%, 2026          2   2000.00   102.2100   102.0400   102.2100   102.1250   6.6725
7.59%, 2026          3    750.00   105.2925   105.2325   105.2925   105.2583   6.8129
7.59%, 2029          2    550.00   105.5650   105.5100   105.5100   105.5600   6.9162
7.61%, 2030          3   1000.00   106.3600   106.3150   106.3600   106.3388   6.8834
7.88%, 2030          2    750.00   108.1300   108.0508   108.1300   108.0772   6.9457
8.97%, 2030          1    100.00   116.5165   116.5165   116.5165   116.5165   7.1000
9.20%, 2030          1    250.00   118.3500   118.3500   118.3500   118.3500   7.1076
7.50%, 2034          1    500.00   104.4600   104.4600   104.4600   104.4600   7.0553
7.73%, 2034          1    500.00   106.8000   106.8000   106.8000   106.8000   7.0591
8.13%, 2045          1     50.00   112.4800   112.4800   112.4800   112.4800   7.1039
Total               25  17450.00

Institutions Non-Slr Bond
-------------------------
8.22%, NBRD 2020*    2   5000.00   103.0025   102.9955   102.9955   102.9997   7.1609
Total                2   5000.00

Public Sector Unit Taxable Bond
-------------------------------
9.95%, FCI 2022*     1    100.00   111.0822   111.0822   111.0822   111.0822   7.3700
7.89%, NTPC 2019*    1     50.00   101.6895   101.6895   101.6895   101.6895   7.1300
7.85%, PFC 2019*     2    350.00   101.5194   101.4967   101.5194   101.5032   7.1471
8.52%, PFC 2019*     2   1250.00   103.6410   103.5302   103.6410   103.5524   7.2120
8.36%, PFC 2020*     4   2050.00   103.3959   103.2184   103.3062   103.3158   7.1971
8.53%, PFC 2020*     1    250.00   103.9947   103.9947   103.9947   103.9947   7.2700
7.47%, PFC 2021*     1    250.00   100.6964   100.6964   100.6964   100.6964   7.2900
7.63%, PFC 2026*     1    250.00   101.8076   101.8076   101.8076   101.8076   7.3570
8.94%, PFC 2028*     1     50.00   111.9206   111.9206   111.9206   111.9206   7.3500
7.93%, PGC 2021*     1    200.00   102.6651   102.6651   102.6651   102.6651   7.2100
8.40%, PGC 2021*     1    250.00   104.4711   104.4711   104.4711   104.4711   7.2100
8.40%, PGC 2021A*    1    250.00   104.7736   104.7736   104.7736   104.7736   7.2100
9.30%, PGC 2029*     1     50.00   116.0268   116.0268   116.0268   116.0268   7.3300
8.20%, PGC 2030*     2    300.00   106.5227   106.5027   106.5227   106.5127   7.4012
9.04%, RECL 2019*    1    500.00   105.0587   105.0587   105.0587   105.0587   7.1200
8.82%, RECL 2023*    2    750.00   107.5702   107.5172   107.5702   107.5525   7.3033
8.11%, RECL 2025*    1    250.00   104.9250   104.9250   104.9250   104.9250   7.3369
8.27%, RECL 2025*    2    200.00   105.7107   105.3325   105.3325   105.4271   7.3650
Total               26   7350.00

State Government Development Loan
---------------------------------
8.39%, AP 2026*      1    150.00   107.6800   107.6800   107.6800   107.6800   7.2390
8.15%, GUJ 2025A*    1    500.00   106.0955   106.0955   106.0955   106.0955   7.2250
7.83%, GUJ 2026*     2    600.00   104.4912   104.4912   104.4912   104.4912   7.1800
8.05%, GUJ 2026*     3    750.00   105.8229   105.8229   105.8229   105.8229   7.2025
8.38%, KRN 2026*     1    200.00   107.7467   107.7467   107.7467   107.7467   7.2200
8.72%, MAH 2022*     1    150.00   106.6337   106.6337   106.6337   106.6337   7.1800
8.72%, MAH 2024*     1    150.00   108.9200   108.9200   108.9200   108.9200   7.2390
8.16%, MAH 2025*     1    100.00   106.0867   106.0867   106.0867   106.0867   7.2250
8.25%, MAH 2025*     1    350.00   106.4709   106.4709   106.4709   106.4709   7.2250
8.25%, MAH 2025A*    1     50.00   106.4100   106.4100   106.4100   106.4100   7.2396
7.96%, MAH 2026*     1    100.00   105.1000   105.1000   105.1000   105.1000   7.2188
8.08%, MAH 2026*     1    350.00   105.9759   105.9759   105.9759   105.9759   7.2100
8.25%, UP 2023A*     1    250.00   104.8690   104.8690   104.8690   104.8690   7.3100
Total               16   3700.00


Treasury Bill
------------- 
182-Days (maturing on) 
----------------------
Apr 06, 2017*        1    250.00    96.8981    96.8981    96.8981    96.8981   6.3500
Total                1    250.00


(*) 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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