January 5, 2017 / 1:01 PM / 7 months ago

NSE Wholesale Debt Market Trades-Jan 5

9 Min Read

Jan 5 (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               :       18,006.2           97,847.2
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             57              250

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       10,525.2           65,788.2
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             21              131

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        7,481.0           32,059.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             36              119

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
----------------------------
7.49%, 2017                        2,000.00                  6.25
9.15%, 2024                        1,000.00                  6.79

Treasury Bill 
-------------
91-Days (maturing on) 
----------------------
Apr 06, 2017                       2,000.00                  6.18

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
-------------------------------
9.06%, RECL 2017                   1,100.00                  6.60

Corporate Debentures
--------------------
1.43%, HDFC 2017                   1,000.00                  6.60

Corporate Debentures
--------------------
8.00%, HDFC 2018                   1,000.00                  7.38

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%, ICIC 2023*    1     50.00   100.0604   100.0604   100.0604   100.0604   7.5750
10.75%, IDBIF        3      4.00   103.5000   101.0000   101.9440   101.8610  10.3680
8.64%, IDFB 2020*    1    500.00   102.6928   102.6928   102.6928   102.6928   7.6500
Total                5    554.00

Banks Perpetual Bond
--------------------
11.09%, IDBI         2      2.00   104.6600   101.9100   104.6600   103.2850  10.1342
9.50%, UBI*          2    300.00   103.2835   103.2835   103.2835   103.2835   8.9600
Total                4    302.00

Corporate Debentures
--------------------
8.1478%, CHOI 2018*  1    250.00   100.0890   100.0890   100.0890   100.0890   8.0734
1.43%, HDFC 2017*    2   1000.00    98.8778    98.8778    98.8778    98.8778   6.6000
8.00%, HDFC 2018*    3   1000.00   100.6285   100.5829   100.6285   100.6015   7.3800
8.72%, HDFC 2019*    1    250.00   102.3813   102.3813   102.3813   102.3813   7.5300
8.45%, HDFC 2019A*   1    250.00   102.0488   102.0488   102.0488   102.0488   7.5200
7.90%, HDFC 2026*    2    500.00   101.7662   101.6988   101.6988   101.7325   7.6250
8.35%, HDFC 2026*    1    150.00   104.3216   104.3216   104.3216   104.3216   7.6700
8.46%, HDFC 2026*    1     50.00   105.0648   105.0648   105.0648   105.0648   7.6700
8.44%, HDFC 2026A*   1     50.00   104.9216   104.9216   104.9216   104.9216   7.6700
Total               13   3500.00

Central Government Goi Dated Securities
---------------------------------------
7.49%, 2017          1   2000.00   100.3230   100.3230   100.3230   100.3230   6.2466
7.80%, 2020          1    250.00   104.2034   104.2034   104.2034   104.2034   6.3725
8.27%, 2020          1    250.00   105.8509   105.8509   105.8509   105.8509   6.3400
9.15%, 2024          1   1000.00   114.2000   114.2000   114.2000   114.2000   6.7856
6.97%, 2026          2   1000.00   104.3350   104.2700   104.2700   104.3025   6.3655
7.59%, 2026          3   1000.00   107.4500   107.3175   107.4100   107.3969   6.4929
7.61%, 2030          3    250.00   108.2850   108.2850   108.2850   108.2850   6.6615
9.23%, 2043          1     50.00   125.3700   125.3700   125.3700   125.3700   7.1037
Total               13   5800.00

Institutions Non-Slr Bond
-------------------------
7.95%, NBRD 2019*    1    500.00   102.3218   102.3218   102.3218   102.3218   6.7000
8.37%, NBRD 2020*    1     50.00   104.4276   104.4276   104.4276   104.4276   6.8600
Total                2    550.00

Public Sector Unit Taxable Bond
-------------------------------
6.70%, IRFC 2021*    1     50.00    99.1926    99.1926    99.1926    99.1926   6.9000
8.39%, PFC 2018      1     25.00   101.8459   101.8459   101.8459   101.8459   6.8991
7.27%, PFC 2021*     1    750.00   100.5029   100.5029   100.5029   100.5029   7.1400
9.64%, PGC 2019*     1     50.00   105.9725   105.9725   105.9725   105.9725   6.8200
9.30%, PGC 2019B*    2    100.00   105.7861   105.7861   105.7861   105.7861   6.8200
8.20%, PGC 2022*     1     50.00   104.3331   104.3331   104.3331   104.3331   7.1400
8.20%, PGC 2030*     1     50.00   107.5336   107.5336   107.5336   107.5336   7.2800
9.06%, RECL 2017*    1   1100.00   101.5542   101.5542   101.5542   101.5542   6.6000
9.25%, RECL 2017A*   1    250.00   101.4419   101.4419   101.4419   101.4419   6.6500
9.04%, RECL 2019*    1    100.00   105.3490   105.3490   105.3490   105.3490   6.8300
8.37%, RECL 2020*    1     50.00   104.2897   104.2897   104.2897   104.2897   6.9900
Total               12   2575.00

State Government Development Loan
---------------------------------
8.39%, AP 2020A*     1    500.00   105.1962   105.1962   105.1962   105.1962   6.8400
8.54%, BIH 2026*     1    150.00   108.9575   108.9575   108.9575   108.9575   7.1800
7.29%, KER 2026*     1     50.00   101.3393   101.3393   101.3393   101.3393   7.1000
6.93%, PUN 2020*     1    410.00   100.2693   100.2693   100.2693   100.2693   6.8500
8.39%, RAJ 2020A*    2    665.20   104.4772   104.4772   104.4772   104.4772   6.8000
Total                6   1775.20

Treasury Bill 
-------------
91-Days (maturing on) 
----------------------
Apr 06, 2017*        1   2000.00    98.5002    98.5002    98.5002    98.5002   6.1751
Total                1   2000.00

Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Jun 08, 2017*        1    950.00    97.4709    97.4709    97.4709    97.4709   6.1900
Total                1    950.00

 (*) 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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