January 10, 2017 / 12:55 PM / 7 months ago

NSE Wholesale Debt Market Trades-Jan 10

Jan 10 (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               :       48,698.0           62,870.2
--Total traded value of repo deals in mln rupees :           ---              ---
--Total number of trades                         :             73              113

GOVERNMENT SECURITIES                                   Tuesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       31,748.0           41,864.2
--Total traded value of repo deals in mln rupees :           ---              ---
--Total number of trades                         :             37              63

NON-GOVERNMENT SECURITIES                               Tuesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       16,950.0           21,006.0
--Total traded value of repo deals in mln rupees :           ---            ---
--Total number of trades                         :             36              50

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
----------------------------
8.12%, 2020                       11,450.00                  6.40
6.35%, 2020                       11,450.00                  6.35
7.59%, 2026                        2,250.00                  6.52

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
8.60%, HDFC 2019                   3,500.00                  7.53

Institutions Non-Slr Bond
-------------------------
8.06%, SIDB 2019                   3,000.00                  6.67

Institutions Non-Slr Bond
-------------------------
7.56%, NHB 2019                    1,200.00                  7.47

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*    3    350.00    99.9200    99.8321    99.8321    99.8572   7.6151
8.40%, IDFB 2017*    2    600.00   100.5990   100.5990   100.5990   100.5990   7.1500
8.43%, IDFB 2018*    1    500.00   101.0919   101.0919   101.0919   101.0919   7.3000
Total                6   1450.00

Corporate Debentures
--------------------
9.60%, DHFC 2017*    1     50.00   101.0860   101.0860   101.0860   101.0860   8.1300
8.57%, HDFC 2018*    2    750.00   101.3698   101.3698   101.3698   101.3698   7.4600
7.70%, HDFC 2018A*   1    250.00   100.4074   100.4074   100.4074   100.4074   7.3000
7.95%, HDFC 2019*    1    500.00   101.0152   101.0152   101.0152   101.0152   7.5000
8.60%, HDFC 2019*    7   3500.00   102.0398   102.0398   102.0398   102.0398   7.5300
8.02%, LICH 2020*    1    450.00   101.2625   101.2625   101.2625   101.2625   7.5500
Total               13   5500.00

Central Government Goi Dated Securities
---------------------------------------
8.24%, 2018          1    250.00   102.3665   102.3665   102.3665   102.3665   6.2750
6.35%, 2020          8  11450.00    99.9977    99.9709    99.9709    99.9900   6.3529
8.12%, 2020          8  11450.00   105.8901   105.8548   105.8548   105.8799   6.3954
7.68%, 2023          1    150.00   106.1775   106.1775   106.1775   106.1775   6.5545
6.97%, 2026          2   1500.00   104.0800   102.1400   104.0800   102.7867   6.5745
7.59%, 2026          5   2250.00   107.2050   107.1900   107.2000   107.1961   6.5204
6.79%, 2029          1    500.00   102.0500   102.0500   102.0500   102.0500   6.5523
7.61%, 2030          2   1050.00   107.7950   107.7250   107.7250   107.7283   6.7214
7.88%, 2030          1    400.00   108.6100   108.6100   108.6100   108.6100   6.8748
8.17%, 2044          1    150.00   112.9000   112.9000   112.9000   112.9000   7.1004
7.72%, 2055          1     50.00   109.8452   109.8452   109.8452   109.8452   6.9800
Total               31  29200.00

Institutions Non-Slr Bond
-------------------------
7.98%, NBRD 2019*    1   1000.00   102.5750   102.5750   102.5750   102.5750   6.6800
8.18%, NBRD 2020*    1     50.00   103.8434   103.8434   103.8434   103.8434   6.7500
8.22%, NBRD 2020*    1   1150.00   104.0808   104.0808   104.0808   104.0808   6.7100
7.56%, NHB 2019*     1   1200.00   100.1349   100.1349   100.1349   100.1349   7.4664
8.06%, SIDB 2019*    4   3000.00   102.7261   102.7261   102.7261   102.7261   6.6700
Total                8   6400.00

Public Sector Unit Taxable Bond
-------------------------------
7.37%, NTPC 2031*    5    350.00   100.7591   100.5691   100.5691   100.6234   7.2940
8.28%, PFC 2018*     1   1000.00   102.2971   102.2971   102.2971   102.2971   6.7200
8.36%, PFC 2020*     1    250.00   104.1042   104.1042   104.1042   104.1042   6.8450
9.04%, RECL 2019*    1   1000.00   105.4546   105.4546   105.4546   105.4546   6.7800
8.36%, RECL 2020*    1   1000.00   104.9313   104.9313   104.9313   104.9313   6.8100
Total                9   3600.00

State Government Development Loan
---------------------------------
8.22%, JK 2026*      1    220.00   106.4175   106.4175   106.4175   106.4175   7.2507
7.75%, RAJ 2018*     1     50.00   101.4325   101.4325   101.4325   101.4325   6.6927
8.33%, RAJ 2025*     1    444.00   106.7241   106.7241   106.7241   106.7241   7.2508
8.19%, RAJ 2026*     1    734.00   106.3393   106.3393   106.3393   106.3393   7.2507
Total                4   1448.00


Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Jun 15, 2017*        1   1000.00    97.4468    97.4468    97.4468    97.4468   6.1700
Total                1   1000.00

56-Days (maturing on) 
----------------------
Mar 06, 2017*        1    100.00    99.0867    99.0867    99.0867    99.0867   6.2300
Total                1    100.00

 (*) 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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