October 7, 2016 / 1:12 PM / 10 months ago

NSE Wholesale Debt Market Trades-Oct 7

Oct 7 (Reuters) - Below is a summary of Friday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                         Friday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       50,601.6           178,599.3
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             49              342

GOVERNMENT SECURITIES                                    Friday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       39,651.6           114,624.3
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             31              184

NON-GOVERNMENT SECURITIES                                Friday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       10,950.0           63,975.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             18              158

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
----------------------------
7.83%, 2018                       12,300.00                  3.89
6.35%, 2020                        4,500.00                  6.67
8.83%, 2041                        3,250.00                  7.16

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
8.25%, HDFC 2018                   7,150.00                  7.55

Corporate Debentures
--------------------
7.67%, HDFC 2017                   1,250.00                  7.40

Corporate Debentures
--------------------
9.6%, LICH 2019B                     600.00                  7.60

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 Perpetual Bond
--------------------
11.00%, BOIF*        1    250.00   103.5298   103.5298   103.5298   103.5298  10.3000
Total                1    250.00

Corporate Debentures
--------------------
1.43%, HDFC 2017*    1    500.00    97.5451    97.5451    97.5451    97.5451   7.0281
7.67%, HDFC 2017*    2   1250.00   100.3100   100.3100   100.3100   100.3100   7.3999
9.70%, HDFC 2017B*   1    250.00   101.0914   101.0914   101.0914   101.0914   6.8000
8.25%, HDFC 2018*    5   7150.00   101.2677   101.2677   101.2677   101.2677   7.5500
7.90%, HDFC 2026*    1    100.00   101.7680   101.7680   101.7680   101.7680   7.6300
8.95%, IBS 2020A*    1     50.00   105.2555   105.2555   105.2555   105.2555   7.3700
9.57%, LICH 2017*    1    100.00   101.8123   101.8123   101.8123   101.8123   7.3800
9.60%, LICH 2019B*   1    600.00   103.9601   103.9601   103.9601   103.9601   7.6019
8.25%, LICH 2025*    2    400.00   103.5781   103.5781   103.5781   103.5781   7.6800
Total               15  10400.00

Central Government Goi Dated Securities
---------------------------------------
8.07%, 2017A         1   2800.00   101.0547   101.0547   101.0547   101.0547   6.5450
7.83%, 2018          3  12300.00   101.7965   101.7608   101.7608   101.7884   3.8863
8.24%, 2018          2   2351.60   102.3750   102.3700   102.3750   102.3747   6.5836
7.28%, 2019          2   2000.00   101.5900   101.5900   101.5900   101.5900   6.6103
6.05%, 2019A         1   2500.00    98.7800    98.7800    98.7800    98.7800   6.6225
6.35%, 2020          3   4500.00    99.1100    99.0572    99.0572    99.0807   6.6668
7.80%, 2021          3   1500.00   104.0650   104.0600   104.0650   104.0633   5.7668
7.35%, 2024          2    300.00   102.9200   102.8500   102.8500   102.8617   6.8629
7.72%, 2025          1     50.00   105.2300   105.2300   105.2300   105.2300   6.9033
7.59%, 2026          5   2250.00   105.1100   104.9950   104.9950   105.0711   6.8390
7.59%, 2029          3   1600.00   105.2700   105.1500   105.1500   105.2383   6.9534
7.88%, 2030          1    500.00   107.5800   107.5800   107.5800   107.5800   6.9998
8.83%, 2041          1   3250.00   119.3369   119.3369   119.3369   119.3369   7.1600
8.30%, 2042          1   3250.00   113.4519   113.4519   113.4519   113.4519   7.1550
Total               29  39151.60

Public Sector Unit Taxable Bond
-------------------------------
7.50%, PFC 2021*     1    250.00   101.0264   101.0264   101.0264   101.0264   7.2300
7.63%, PFC 2026*     1     50.00   101.7806   101.7806   101.7806   101.7806   7.3600
Total                2    300.00

State Government Development Loan
---------------------------------
8.56%, TN 2023*      1    250.00   106.5023   106.5023   106.5023   106.5023   7.2500
Total                1    250.00


Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Dec 29, 2016*        1    250.00    98.6380    98.6380    98.6380    98.6380   6.3000
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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