October 10, 2016 / 12:57 PM / 10 months ago

NSE Wholesale Debt Market Trades-Oct 10

8 Min Read

Oct 10 (Reuters) - Below is a summary of Monday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                         Monday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       24,821.0           24,821.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             58              58

GOVERNMENT SECURITIES                                    Monday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       13,934.0           13,934.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             31              31

NON-GOVERNMENT SECURITIES                                Monday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       10,887.0           10,887.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             27              27

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                        2,500.00                  6.56
8.07%, 2017A                       2,500.00                  6.53

Central Government Floating Rate Bond
-------------------------------------
2020 RESET                         2,000.00                  8.99

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
-------------------------
7.98%, NBRD 2019                   2,500.00                  7.05

Public Sector Unit Taxable Bond
-------------------------------
7.85%, PFC 2019                    1,350.00                  7.15

Public Sector Unit Taxable Bond
-------------------------------
8.18%, NTPC 2020                   1,000.00                  7.09

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    400.00   102.6139   102.6139   102.6139   102.6139   7.5600
Total                2    400.00

Banks Perpetual Bond
--------------------
11.09%, IDBI         1      1.00   102.4692   102.4692   102.4692   102.4692  10.4000
10.00%, IOB          2      6.00    95.6583    95.2800    95.6583    95.4692  11.6750
Total                3      7.00

Corporate Debentures
--------------------
7.90%, HDFC 2026*    1     50.00   101.8984   101.8984   101.8984   101.8984   7.6100
8.10%, RJIC 2019*    1    500.00   101.5895   101.5895   101.5895   101.5895   7.3600
8.40%, TML 2021*     1    500.00   102.6371   102.6371   102.6371   102.6371   7.6770
Total                3   1050.00

Central Government Floating Rate Bond
-------------------------------------
2020 (RESET)*        5   2000.00    98.2500    98.2500    98.2500    98.2500   8.9932
Total                5   2000.00

Central Government Goi Dated Securities
---------------------------------------
8.07%, 2017A         3   2500.00   101.0534   101.0534   101.0534   101.0534   6.5300
7.83%, 2018          3   2500.00   101.7725   101.7725   101.7725   101.7725   6.5650
7.80%, 2021          1    500.00   104.2400   104.2400   104.2400   104.2400   6.6919
8.35%, 2022          1    250.00   106.9756   106.9756   106.9756   106.9756   6.8250
7.16%, 2023          1    500.00   101.9975   101.9975   101.9975   101.9975   6.7779
7.68%, 2023          4   1000.00   105.0300   104.9800   104.9800   105.0100   6.7837
7.72%, 2025          2    500.00   105.5050   105.4450   105.5050   105.4750   6.8659
7.59%, 2026          4   1050.00   105.2600   105.1900   105.2600   105.2305   6.8157
7.59%, 2029          2   1100.00   105.4000   105.3800   105.4000   105.3982   6.9343
7.73%, 2034          3   1250.00   106.5000   106.4500   106.4500   106.4700   7.0898
Total               24  11150.00

Institutions Non-Slr Bond
-------------------------
8.11%, EXIM 2031*    1     50.00   107.2607   107.2607   107.2607   107.2607   7.2800
8.29%, NBRD 2018*    1    950.00   101.9043   101.9043   101.9043   101.9043   7.0009
7.98%, NBRD 2019*    3   2500.00   101.9730   101.9730   101.9730   101.9730   7.0500
Total                5   3500.00

Public Sector Unit Taxable Bond
-------------------------------
8.14%, HUD 2018*     1     80.00   101.1106   101.1106   101.1106   101.1106   7.3500
8.18%, NTPC 2020*    1   1000.00   103.8037   103.8037   103.8037   103.8037   7.0870
8.10%, NTPC 2021*    1    500.00   103.6416   103.6416   103.6416   103.6416   7.1275
8.28%, PFC 2018*     3    600.00   102.0085   101.9998   101.9998   102.0078   7.1000
7.85%, PFC 2019*     2   1350.00   101.4904   101.4857   101.4904   101.4869   7.1503
7.47%, PFC 2021*     1    500.00   100.8110   100.8110   100.8110   100.8110   7.2600
7.50%, PFC 2021*     2    750.00   101.0734   100.8805   100.8805   101.0091   7.2337
8.40%, PGC 2019*     1    250.00   102.9907   102.9907   102.9907   102.9907   7.0800
9.04%, RECL 2019*    1    500.00   105.0784   105.0784   105.0784   105.0784   7.1000
8.27%, RECL 2025*    1    400.00   105.3022   105.3022   105.3022   105.3022   7.3832
Total               14   5930.00

State Government Development Loan
---------------------------------
7.10%, AP 2018       1     33.99   100.5300   100.5300   100.5300   100.5300   6.8257
8.19%, RAJ 2026*     1    750.00   105.4508   105.4508   105.4508   105.4508   7.3900
Total                2    783.99

 (*) 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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