Reuters logo
NSE Wholesale Debt Market Trades-Jan 13
January 13, 2017 / 2:43 PM / 9 months ago

NSE Wholesale Debt Market Trades-Jan 13

Jan 13 (Reuters) - Below is a summary of Friday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                         Friday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       21,366.0           129,548.3
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             46              293

GOVERNMENT SECURITIES                                    Friday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       18,050.0           82,523.2
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             22              133

NON-GOVERNMENT SECURITIES                                Friday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        3,316.0           47,025.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             24              160

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
----------------------------
7.28%, 2019                        7,500.00                  6.33
6.97%, 2026                        4,000.00                  6.40
7.61%, 2030                        3,250.00                  6.71

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
Corporate Debentures
--------------------
8.7%, HDFC2 200                    1,000.00                  7.44

Institutions Non-Slr Bond
-------------------------
Corporate Debentures
--------------------
7.8%, HDFC 2019                      750.00                  7.44

Institutions Non-Slr Bond
-------------------------
Corporate Debentures
--------------------
8.815TCFS 2019                       250.00                  8.00

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
----------
10.75%, False        3     14.00   102.4605   100.8923   102.4605   101.6764  10.4000
Total                3     14.00

Banks Perpetual Bond
--------------------
11.00%, BOIF         2      2.00   107.0100   105.5100   107.0100   106.2600   9.7600
Total                2      2.00

Corporate Debentures
--------------------
9.05%, DHFL 2019*    2    100.00   100.0243   100.0243   100.0243   100.0243   9.0000
9.10%, DHFL 2019A*   1     50.01   100.1263   100.1263   100.1263   100.1263   9.0000
7.80%, HDFC 2019*    2    750.00   100.8489   100.8489   100.8489   100.8489   7.4400
8.70%, HDFC 2020*    1   1000.00   103.5003   103.5003   103.5003   103.5003   7.4450
7.90%, HDFC 2026*    1    100.00   102.1675   102.1675   102.1675   102.1675   7.5600
8.67%, LICH 2020A*   2    100.00   103.5125   103.4975   103.5125   103.5050   7.5024
8.25%, LICH 2025*    1    150.00   103.3327   103.3327   103.3327   103.3327   7.7000
8.6150%, TCFS 2019   1     50.00   101.2782   101.2782   101.2782   101.2782   8.0000
8.8150%, TCFS 2019   1    250.00   101.6886   101.6886   101.6886   101.6886   8.0000
7.70%, TPOW 2019*    1    250.00   100.1350   100.1350   100.1350   100.1350   7.2000
Total               13   2800.01

Central Government Goi Dated Securities
---------------------------------------
7.28%, 2019          1   7500.00   102.0589   102.0589   102.0589   102.0589   6.3300
6.97%, 2026          6   4000.00   104.1350   103.9250   103.9350   104.0244   6.4025
7.59%, 2026          3    750.00   107.0950   107.0900   107.0900   107.0917   6.5339
8.24%, 2027          4   1950.00   110.0500   110.0490   110.0500   110.0497   6.8424
8.26%, 2027          1    500.00   110.4999   110.4999   110.4999   110.4999   6.8450
7.61%, 2030          6   3250.00   107.8450   107.6100   107.6400   107.7919   6.7139
Total               21  17950.00

Public Sector Unit Taxable Bond
-------------------------------
7.25%, NPC 2027*     1     50.00   100.3703   100.3703   100.3703   100.3703   7.3250
7.25%, NPC 2028*     1     50.00   100.3854   100.3854   100.3854   100.3854   7.3250
7.25%, NPC 2029*     1     50.00   100.4076   100.4076   100.4076   100.4076   7.3250
7.25%, NPC 2030*     1     50.00   100.4283   100.4283   100.4283   100.4283   7.3250
7.25%, NPC 2031*     1     50.00   100.4476   100.4476   100.4476   100.4476   7.3250
8.90%, PFC 2017*     1    250.00   101.5102   101.5102   101.5102   101.5102   6.7000
Total                6    500.00

State Government Development Loan
---------------------------------
8.27%, TN 2025A*     1    100.00   107.0226   107.0226   107.0226   107.0226   7.1900
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

0 : 0
  • narrow-browser-and-phone
  • medium-browser-and-portrait-tablet
  • landscape-tablet
  • medium-wide-browser
  • wide-browser-and-larger
  • medium-browser-and-landscape-tablet
  • medium-wide-browser-and-larger
  • above-phone
  • portrait-tablet-and-above
  • above-portrait-tablet
  • landscape-tablet-and-above
  • landscape-tablet-and-medium-wide-browser
  • portrait-tablet-and-below
  • landscape-tablet-and-below