October 14, 2016 / 1:43 PM / in a year

NSE Wholesale Debt Market Trades-Oct 14

Oct 14 (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               :       43,005.6           100,128.6
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             66              188

GOVERNMENT SECURITIES                                    Friday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       19,300.0           49,234.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             32              83

NON-GOVERNMENT SECURITIES                                Friday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       23,705.6           50,894.6
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             34              105

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                        2,750.00                  6.82
8.07%, 2017                        2,100.00                  6.67
8.60%, 2028                        2,000.00                  7.07

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Institutions Non-Slr Bond
-------------------------
7.95%, NBRD 2019                   8,000.00                  7.06

Public Sector Unit Taxable Bond
-------------------------------
8.44%, RECL 2021                   3,500.00                  7.32

Public Sector Unit Taxable Bond
-------------------------------
8.98%, PFC 2024A                   2,000.00                  7.49

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   102.6091   102.6091   102.6091   102.6091   7.5600
7.60%, ICIC 2023*    1    500.00   100.0818   100.0818   100.0818   100.0818   7.5800
Total                2    600.00

Corporate Debentures
--------------------
7.90%, HDFC 2026*    3    200.00   101.6219   101.4198   101.4854   101.4867   7.6700
8.31%, LICH 2018*    2    500.00   101.0303   101.0103   101.0303   101.0203   7.5568
8.47%, LICH 2020*    3   1500.00   102.4515   102.4515   102.4515   102.4515   7.5615
8.67%, LICH 2020A*   1    200.00   103.5088   103.5088   103.5088   103.5088   7.5700
8.90%, LTFN 2017*    1    200.00   100.7845   100.7845   100.7845   100.7845   7.5000
8.90%, SUNF 2017B*   1    500.00   100.7958   100.7958   100.7958   100.7958   7.5840
2.00%, TISC 2022*    1    100.00   128.2899   128.2899   128.2899   128.2899   0.0000
Total               12   3200.00

Corporate Deep Discount Debentures
----------------------------------
IIF 2016B (RESET)    1      5.60   142.7560   142.7560   142.7560   142.7560  10.5000
0.00%, TCFS 2017*    1    800.00   115.4793   115.4793   115.4793   115.4793   7.2000
Total                2    805.60

Central Government Goi Dated Securities
---------------------------------------
8.07%, 2017          1   2100.00   100.3170   100.3170   100.3170   100.3170   6.6717
8.07%, 2017A         1    100.00   101.0400   101.0400   101.0400   101.0400   6.5264
7.80%, 2021          1    400.00   104.1200   104.1200   104.1200   104.1200   6.7199
7.16%, 2023          1    250.00   101.8500   101.8500   101.8500   101.8500   6.8053
7.68%, 2023          4   1900.00   104.9500   104.8350   104.8350   104.8767   6.8058
6.97%, 2026          2    700.00   101.5532   101.5532   101.5532   101.5532   6.7506
7.59%, 2026          6   2750.00   105.3600   105.1300   105.2700   105.2273   6.8156
8.28%, 2027          1   1750.00   109.2553   109.2553   109.2553   109.2553   7.0500
8.60%, 2028          1   2000.00   111.9774   111.9774   111.9774   111.9774   7.0700
7.61%, 2030          2    700.00   105.5300   105.5300   105.5300   105.5300   6.9721
7.88%, 2030          1   1000.00   107.5850   107.5850   107.5850   107.5850   6.9983
9.20%, 2030          1    100.00   117.8500   117.8500   117.8500   117.8500   7.1557
7.73%, 2034          1     50.00   106.1500   106.1500   106.1500   106.1500   7.1199
8.17%, 2044          1   2000.00   111.8784   111.8784   111.8784   111.8784   7.1800
8.13%, 2045          1   1750.00   111.7958   111.7958   111.7958   111.7958   7.1550
Total               25  17550.00

Institutions Non-Slr Bond
-------------------------
7.8250%, EXIM 2018*  1    250.00   100.3237   100.3237   100.3237   100.3237   6.7000
7.80%, NBRD 2018*    1    500.00   100.6396   100.6396   100.6396   100.6396   7.1000
7.95%, NBRD 2019*    4   8000.00   101.7649   101.6664   101.7649   101.7587   7.0563
Total                6   8750.00

Public Sector Unit Taxable Bond
-------------------------------
7.85%, PFC 2019*     1   1000.00   101.3897   101.3897   101.3897   101.3897   7.1900
8.50%, PFC 2019A*    2    500.00   103.0269   103.0269   103.0269   103.0269   7.2000
7.50%, PFC 2021*     1    100.00   100.8197   100.8197   100.8197   100.8197   7.2800
8.98%, PFC 2024A*    2   2000.00   108.6742   108.6742   108.6742   108.6742   7.4900
8.20%, PGC 2022*     1   1000.00   103.8739   103.8739   103.8739   103.8739   7.2700
8.37%, RECL 2020*    1   1500.00   103.7244   103.7244   103.7244   103.7244   7.2200
8.44%, RECL 2021*    1   3500.00   104.6300   104.6300   104.6300   104.6300   7.3150
8.30%, RECL 2025*    3    750.00   105.1041   105.0841   105.1041   105.0894   7.4623
Total               12  10350.00

State Government Development Loan
---------------------------------
7.63%, AP 2026*      1    150.00   102.7605   102.7605   102.7605   102.7605   7.2300
9.39%, KRN 2023B*    1    250.00   111.5019   111.5019   111.5019   111.5019   7.2900
7.84%, MAH 2026*     1    250.00   103.9118   103.9118   103.9118   103.9118   7.2700
8.22%, PUN 2026*     1    250.00   105.5689   105.5689   105.5689   105.5689   7.3900
8.39%, RAJ 2025*     1     50.00   106.1709   106.1709   106.1709   106.1709   7.3709
8.52%, TN 2020*      1    600.00   104.5753   104.5753   104.5753   104.5753   6.9800
7.58%, UP 2026*      1    200.00   102.4579   102.4579   102.4579   102.4579   7.2250
Total                7   1750.00


 (*) Indicates at least one deal in above securities is of Rs. 5 crore or above.

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