October 6, 2016 / 12:47 PM / 10 months ago

NSE Wholesale Debt Market Trades-Oct 6

9 Min Read

Oct 6 (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               :       32,267.4           127,497.7
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             68              292

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       15,337.4           74,972.7
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             35              153

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       16,930.0           52,525.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             33              139

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                        4,000.00                  6.81
7.83%, 2018                        1,000.00                  6.56

Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Jan 12, 2017                       2,000.00                  6.33

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Deep Discount Debentures
----------------------------------
0.00%, LICH 2019A                  3,500.00                  7.54

Institutions Non-Slr Bond
-------------------------
8.22%, NBRD 2020                   2,000.00                  7.16

Corporate Debentures
--------------------
10.25%, BMW 2017                   1,200.00                  7.63

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*    2    250.00   103.0392   103.0392   103.0392   103.0392   7.5000
Total                2    250.00

Corporate Debentures
--------------------
8.70%, ABF 2019B*    1    250.00   102.0255   102.0255   102.0255   102.0255   7.8500
10.25%, BMW 2017*    1   1200.00   101.9186   101.9186   101.9186   101.9186   7.6300
9.20%, CHOI 2019C*   1    400.00   102.0300   102.0300   102.0300   102.0300   8.2811
8.14%, HDFC 2016*    1    750.00   100.1980   100.1980   100.1980   100.1980   6.6200
9.70%, HDFC 2017B*   1    250.00   101.0987   101.0987   101.0987   101.0987   6.8000
8.00%, HDFC 2018*    1    500.00   100.7330   100.7330   100.7330   100.7330   7.4000
9.57%, LICH 2017*    2    500.00   101.8591   101.8591   101.8591   101.8591   7.3500
8.46%, LICH 2018*    1    250.00   101.3479   101.3479   101.3479   101.3479   7.4000
8.47%, NICL 2019*    1   1000.00   101.4746   101.4746   101.4746   101.4746   7.8956
8.10%, RJIC 2019*    1    380.00   101.4638   101.4638   101.4638   101.4638   7.4200
8.13%, TML 2018*     1   1000.00   101.2079   101.2079   101.2079   101.2079   7.3500
Total               12   6480.00

Corporate Deep Discount Debentures
----------------------------------
0.00%, LICH 2019A*   4   3500.00   125.8455   125.8455   125.8455   125.8455   7.5400
Total                4   3500.00

Central Government Goi Dated Securities
---------------------------------------
8.07%, 2017A         1   1000.00   101.0738   101.0738   101.0738   101.0738   6.5350
7.83%, 2018          1   1000.00   101.7906   101.7906   101.7906   101.7906   6.5650
8.12%, 2020          1    500.00   105.1000   105.1000   105.1000   105.1000   6.6953
8.27%, 2020          1    500.00   105.2150   105.2150   105.2150   105.2150   6.6416
7.80%, 2021          2    300.00   104.2700   104.2700   104.2700   104.2700   5.7164
7.68%, 2023          1   1000.00   105.1300   105.1300   105.1300   105.1300   6.7644
7.35%, 2024          1    250.00   103.0250   103.0250   103.0250   103.0250   6.8361
7.59%, 2026          6   4000.00   105.3650   105.1800   105.1800   105.2597   6.8125
7.59%, 2029          1     50.00   105.4200   105.4200   105.4200   105.4200   6.9325
7.73%, 2034          1    500.00   106.6800   106.6800   106.6800   106.6800   7.0703
8.13%, 2045          1     50.00   112.3000   112.3000   112.3000   112.3000   7.1173
Total               17   9150.00

Institutions Non-Slr Bond
-------------------------
9.40%, NBRD 2017*    1    250.00   101.3959   101.3959   101.3959   101.3959   6.8400
7.62%, NBRD 2019*    1    500.00   100.3334   100.3334   100.3334   100.3334   6.9500
8.22%, NBRD 2020*    1   2000.00   103.0005   103.0005   103.0005   103.0005   7.1600
Total                3   2750.00

Public Sector Unit Taxable Bond
-------------------------------
9.32%, PFC 2017*     1    250.00   101.8223   101.8223   101.8223   101.8223   7.0000
8.17%, PFC 2018*     1    250.00   101.7419   101.7419   101.7419   101.7419   7.1200
8.36%, PFC 2020*     1   1150.00   103.3338   103.3338   103.3338   103.3338   7.1900
8.53%, PFC 2020*     2    350.00   104.1544   104.1212   104.1212   104.1497   7.2214
7.47%, PFC 2021*     1    250.00   100.8171   100.8171   100.8171   100.8171   7.2600
7.50%, PFC 2021*     3    800.00   101.0264   100.9062   101.0064   100.9876   7.2397
9.04%, RECL 2019*    2    750.00   105.1082   105.0319   105.1082   105.0828   7.1100
8.11%, RECL 2025*    1    150.00   105.0376   105.0376   105.0376   105.0376   7.3200
Total               12   3950.00

State Government Development Loan
---------------------------------
8.12%, GUJ 2025*     1    350.00   105.7800   105.7800   105.7800   105.7800   7.2400
8.36%, KER 2021*     1    569.10   105.0697   105.0697   105.0697   105.0697   7.0100
8.80%, KER 2022*     1    180.00   107.6790   107.6790   107.6790   107.6790   7.2100
8.24%, KER 2025B*    1     50.00   106.5512   106.5512   106.5512   106.5512   7.2500
8.27%, KRN 2026*     1    188.98   106.8482   106.8482   106.8482   106.8482   7.2400
8.15%, MAH 2025*     1    500.00   106.0943   106.0943   106.0943   106.0943   7.2250
8.26%, MAH 2025A*    1     64.63   106.7531   106.7531   106.7531   106.7531   7.2400
7.84%, MAH 2026*     2    650.00   104.4526   104.4526   104.4526   104.4526   7.1950
7.96%, MAH 2026*     1     50.00   105.1621   105.1621   105.1621   105.1621   7.2100
8.27%, MP 2025*      1    300.00   106.6617   106.6617   106.6617   106.6617   7.2350
8.21%, RAJ 2026*     1    534.65   105.6909   105.6909   105.6909   105.6909   7.3650
8.30%, RAJ 2026*     1    200.00   107.0830   107.0830   107.0830   107.0830   7.2350
7.97%, TN 2025*      1    150.00   104.9062   104.9062   104.9062   104.9062   7.2200
7.84%, TN 2026*      2    350.00   104.4526   104.4526   104.4526   104.4526   7.1950
8.07%, TN 2026*      1     50.00   105.7631   105.7631   105.7631   105.7631   7.2300
Total               17   4187.36


Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Jan 12, 2017*        1   2000.00    98.3456    98.3456    98.3456    98.3456   6.3300
Total                1   2000.00


(*) 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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