October 13, 2016 / 2:17 PM / 9 months ago

NSE Wholesale Debt Market Trades-Oct 13

8 Min Read

Oct 13 (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               :       32,302.0           57,123.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             64              122

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       16,000.0           29,934.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             20              51

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       16,302.0           27,189.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             44              71

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                        4,500.00                  6.83
7.72%, 2025                        1,500.00                  6.89

Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Jan 19, 2017                       3,550.00                  6.35

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
1.43%, HDFC 2017                   4,800.00                  7.00

Corporate Debentures
--------------------
8.70%, LICH 2019                   3,750.00                  7.59

Corporate Debentures
--------------------
8.47%, LICH 2020                   1,500.00                  7.57

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*    1    100.00   102.6612   102.6612   102.6612   102.6612   7.5525
Total                1    100.00

Banks Perpetual Bond
--------------------
11.09%, IDBI         5      7.00   103.4061   102.4624   103.4061   102.6995  10.3357
Total                5      7.00

Corporate Debentures
--------------------
1.43%, HDFC 2017*    4   4800.00    97.5582    97.5582    97.5582    97.5582   7.0000
8.38%, HDFC 2019*    1     50.00   101.9134   101.9134   101.9134   101.9134   7.5600
8.2489%, LICH 2016*  1    250.00   100.2389   100.2389   100.2389   100.2389   6.9300
9.84%, LICH 2016*    1    250.00   100.3171   100.3171   100.3171   100.3171   6.7500
8.70%, LICH 2019*    5   3750.00   103.1758   103.1530   103.1758   103.1667   7.5940
8.47%, LICH 2020*    3   1500.00   102.4317   102.4317   102.4317   102.4317   7.5745
8.90%, RJIC 2020B*   1    250.00   103.8039   103.8039   103.8039   103.8039   7.5200
Total               16  10850.00

Corporate Deep Discount Debentures
----------------------------------
CFIL 2017A (RESET)   3    160.00   108.5400   108.4700   108.5400   108.5138   0.0000
0.00%, HDFC 2017*    1    175.00   155.5681   155.5681   155.5681   155.5681   7.0000
Total                4    335.00

Central Government Goi Dated Securities
---------------------------------------
8.07%, 2017          1    500.00   100.3300   100.3300   100.3300   100.3300   6.6648
7.68%, 2023          1   1000.00   104.8950   104.8950   104.8950   104.8950   6.8033
7.72%, 2025          3   1500.00   105.3137   105.3137   105.3137   105.3137   6.8900
6.97%, 2026          2    300.00   101.7400   101.6900   101.6900   101.6983   6.7308
7.59%, 2026          5   4500.00   105.1645   105.1000   105.1000   105.1293   6.8300
7.59%, 2029          1    500.00   105.1425   105.1425   105.1425   105.1425   6.9642
7.61%, 2030          1   1000.00   105.8600   105.8600   105.8600   105.8600   6.9357
Total               14   9300.00

Institutions Non-Slr Bond
-------------------------
9.60%, EXIM 2018*    1    100.00   104.8425   104.8425   104.8425   104.8425   7.0500
9.45%, EXIM 2019*    1   1260.00   104.8140   104.8140   104.8140   104.8140   7.0500
8.87%, EXIM 2029*    1    200.00   112.7849   112.7849   112.7849   112.7849   6.3100
Total                3   1560.00

Public Sector Unit Taxable Bond
-------------------------------
8.24%, NHPC 2031*    2    100.00   108.1129   108.0207   108.0207   108.0668   7.3150
8.10%, NTPC 2026*    1    150.00   104.9480   104.9480   104.9480   104.9480   7.3500
8.10%, NTPC 2031*    2    100.00   106.9395   106.7556   106.7556   106.8476   7.3100
7.47%, PFC 2021*     1    500.00   100.7696   100.7696   100.7696   100.7696   7.2700
7.50%, PFC 2021*     2    500.00   100.8596   100.8596   100.8596   100.8596   7.2700
8.65%, PFC 2024*     1    200.00   106.9030   106.9030   106.9030   106.9030   7.4800
8.80%, PGC 2019*     1    100.00   104.3331   104.3331   104.3331   104.3331   7.1200
8.20%, PGC 2020*     1   1000.00   102.9986   102.9986   102.9986   102.9986   7.1200
8.20%, PGC 2022*     2    700.00   103.8777   103.8777   103.8777   103.8777   7.2684
9.30%, PGC 2024A*    1     50.00   111.3108   111.3108   111.3108   111.3108   7.3500
9.02%, RECL 2019*    1     50.00   105.0639   105.0639   105.0639   105.0639   7.1300
Total               15   3450.00

State Government Development Loan
---------------------------------
8.39%, MAH 2020*     1   1000.00   104.6964   104.6964   104.6964   104.6964   6.9900
8.15%, UP 2021*      1    250.00   103.4747   103.4747   103.4747   103.4747   7.2500
Total                2   1250.00

Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Mar 23, 2017*        2    900.00    97.2877    97.2877    97.2877    97.2877   6.3600
Total                2    900.00

Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Oct 12, 2017*        1   1000.00    93.9896    93.9896    93.9896    93.9896   6.4300
Jan 19, 2017*        1   3550.00    98.3405    98.3405    98.3405    98.3405   6.3500
Total                2   4550.00

 (*) 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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