January 3, 2017 / 1:06 PM / 7 months ago

NSE Wholesale Debt Market Trades-Jan 3

9 Min Read

Jan 3 (Reuters) - Below is a summary of Tuesday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                        Tuesday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       49,202.0           62,251.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             83              132

GOVERNMENT SECURITIES                                   Tuesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       34,800.0           44,823.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             45              79

NON-GOVERNMENT SECURITIES                               Tuesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       14,402.0           17,428.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             38              53

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                       18,950.00                  6.26
8.07%, 2017A                       2,450.00                  6.29
8.27%, 2020                        2,000.00                  6.35

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Public Sector Unit Taxable Bond
-------------------------------
7.14%, RECL 2021                   2,750.00                  6.98

Public Sector Unit Taxable Bond
-------------------------------
9.95%, FCI 2022                    2,200.00                  7.19

Public Sector Unit Taxable Bond
-------------------------------
7.83%, IRFC 2017                   2,100.00                  6.40

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
----------
7.60%, AXBK 2023*    2    500.00   100.0419    99.8349    99.8349    99.9384   7.6000
7.95%, HDBK 2026*    8   1850.00   102.8027   102.1536   102.8027   102.4952   7.5650
Total               10   2350.00

Banks Perpetual Bond
--------------------
11.09%, IDBI         2      2.00   103.3634   102.1234   103.3634   102.7434  10.2800
Total                2      2.00

Corporate Debentures
--------------------
9.18%, HDFC 2018*    1    250.00   101.7619   101.7619   101.7619   101.7619   7.4300
8.26%, HDFC 2019*    1    250.00   101.5511   101.5511   101.5511   101.5511   7.5500
9.7624%, LICH 2019*  1    100.00   104.0150   104.0150   104.0150   104.0150   7.6600
9.7705%, LICH 2019*  1    250.00   103.9854   103.9854   103.9854   103.9854   7.6600
8.47%, LICH 2020*    3   1500.00   102.4085   102.4085   102.4085   102.4085   7.5500
8.68%, LICH 2020*    1    150.00   103.0358   103.0358   103.0358   103.0358   7.5600
TPOW 2072 (RESET)*   1   1000.00   106.2824   106.2824   106.2824   106.2824   9.5000
Total                9   3500.00

Central Government Goi Dated Securities
---------------------------------------
8.07%, 2017A         1   2450.00   100.8585   100.8585   100.8585   100.8585   6.2886
7.83%, 2018          7  18950.00   101.8800   101.8700   101.8800   101.8711   6.2613
8.12%, 2020          1     50.00   105.8600   105.8600   105.8600   105.8600   6.4076
8.27%, 2020          2   2000.00   105.8800   105.7500   105.7500   105.8150   6.3543
7.80%, 2021          1    500.00   105.0500   105.0500   105.0500   105.0500   6.4246
7.68%, 2023          2   1000.00   106.8800   106.8000   106.8000   106.8400   6.4422
8.83%, 2023          1    100.00   112.0500   112.0500   112.0500   112.0500   6.6218
7.35%, 2024          1    250.00   104.7200   104.7200   104.7200   104.7200   6.5403
6.90%, 2026          1    200.00    98.6694    98.6694    98.6694    98.6694   7.1000
6.97%, 2026          2    500.00   104.5500   104.4900   104.4900   104.5200   6.3361
7.59%, 2026          1    250.00   107.8300   107.8300   107.8300   107.8300   6.4320
7.61%, 2030          3   2000.00   109.2900   108.5500   108.5500   108.8450   6.6014
8.32%, 2032          1    100.00   112.2893   112.2893   112.2893   112.2893   7.0100
7.73%, 2034          1    250.00   108.2500   108.2500   108.2500   108.2500   6.9200
8.33%, 2036          2    400.00   113.5500   113.5000   113.5000   113.5313   7.0404
Total               27  29000.00

Public Sector Unit Taxable Bond
-------------------------------
9.95%, FCI 2022*     3   2200.00   111.6463   111.4654   111.6463   111.5312   7.1855
7.83%, IRFC 2017*    2   2100.00   100.0496   100.0496   100.0496   100.0496   6.4000
8.20%, PFC 2025*     1    100.00   105.1407   105.1407   105.1407   105.1407   7.3300
8.39%, PFC 2025*     1    150.00   106.3490   106.3490   106.3490   106.3490   7.3300
8.20%, PGC 2022*     1    300.00   104.4200   104.4200   104.4200   104.4200   7.1200
8.40%, PGC 2030*     1     50.00   109.3609   109.3609   109.3609   109.3609   7.2700
8.36%, RECL 2020*    1    100.00   104.3966   104.3966   104.3966   104.3966   6.9800
7.14%, RECL 2021*    4   2750.00   100.6127   100.6127   100.6127   100.6127   6.9800
7.24%, RECL 2021*    2    750.00   100.9727   100.9727   100.9727   100.9727   6.9800
8.27%, RECL 2025*    1     50.00   105.9574   105.9574   105.9574   105.9574   7.2600
Total               17   8550.00

State Government Development Loan
---------------------------------
8.72%, AP 2022*      1     50.00   107.2599   107.2599   107.2599   107.2599   6.9800
8.80%, AP 2022*      1    250.00   108.1073   108.1073   108.1073   108.1073   7.0700
8.97%, AP 2022*      1     50.00   108.5031   108.5031   108.5031   108.5031   6.9800
7.29%, BIH 2026*     2    450.00   101.6976   101.3405   101.3405   101.6182   7.0611
8.99%, GUJ 2022*     1     50.00   108.6148   108.6148   108.6148   108.6148   6.9800
8.07%, GUJ 2025*     1     50.00   106.1407   106.1407   106.1407   106.1407   7.0600
8.00%, GUJ 2026*     1    150.00   106.3112   106.3112   106.3112   106.3112   7.0600
8.50%, JHAR 2024*    1    200.00   107.5079   107.5079   107.5079   107.5079   7.1500
8.69%, KER 2022*     1     50.00   107.2151   107.2151   107.2151   107.2151   6.9800
8.92%, KRN 2022*     1     50.00   108.2891   108.2891   108.2891   108.2891   6.9800
7.27%, KRN 2026*     1    100.00   101.2704   101.2704   101.2704   101.2704   7.0900
8.05%, MAH 2025*     1     50.00   106.0022   106.0022   106.0022   106.0022   7.0600
8.39%, RAJ 2020A*    1    500.00   104.3386   104.3386   104.3386   104.3386   6.8500
8.21%, RAJ 2023*     1     50.00   105.4482   105.4482   105.4482   105.4482   7.9134
Total               15   2050.00

Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Mar 30, 2017*        2   1750.00    98.6129    98.6129    98.6129    98.6129   6.0400
Total                2   1750.00

Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Sep 28, 2017*        1   2000.00    95.6815    95.6815    95.6815    95.6815   6.1700
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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