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NSE Wholesale Debt Market Trades-Oct 17
October 17, 2016 / 12:47 PM / a year ago

NSE Wholesale Debt Market Trades-Oct 17

Oct 17 (Reuters) - Below is a summary of Monday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                         Monday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       52,500.0           52,500.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             68              68

GOVERNMENT SECURITIES                                    Monday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       33,800.0           33,800.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             31              31

NON-GOVERNMENT SECURITIES                                Monday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       18,700.0           18,700.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             37              37

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
----------------------------
8.15%, 2026                        8,400.00                  7.05
8.20%, 2025                        6,900.00                  7.04
8.27%, 2020                        5,000.00                  6.67

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
8.00%, HDFC 2018                   5,000.00                  7.59

Institutions Non-Slr Bond
-------------------------
7.85%, NBRD 2019                   3,000.00                  7.05

Banks Bond
----------
7.60%, ICIC 2023                   2,600.00                  7.58

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*    3   2600.00   100.1600   100.0470   100.0625   100.0573   7.5846
Total                3   2600.00

Banks Perpetual Bond
--------------------
11.50%, BOIA*        1    500.00   104.5191   104.5191   104.5191   104.5191  10.2400
11.25%, SYBBB*       1    250.00   104.2355   104.2355   104.2355   104.2355  10.0500
Total                2    750.00

Corporate Debentures
--------------------
1.43%, HDFC 2017*    2   1000.00    97.5525    97.5525    97.5525    97.5525   7.2217
8.00%, HDFC 2018*    6   5000.00   100.5279   100.4935   100.4935   100.4969   7.5870
7.90%, HDFC 2026*    1     50.00   101.0089   101.0089   101.0089   101.0089   7.7400
8.95%, IBS 2020*     1     50.00   104.9228   104.9228   104.9228   104.9228   7.4400
8.70%, LICH 2019*    1    250.00   103.0083   103.0083   103.0083   103.0083   7.6500
8.75%, LICH 2020A*   1   1000.00   103.7241   103.7241   103.7241   103.7241   7.6600
8.19%, LICH 2021*    1     50.00   102.1425   102.1425   102.1425   102.1425   7.6200
7.95%, NIRM 2018*    2    750.00   100.3099   100.3099   100.3099   100.3099   7.7500
8.55%, RJIC 2018*    1    700.00   101.8902   101.8902   101.8902   101.8902   7.3500
Total               16   8850.00

Central Government Goi Dated Securities
---------------------------------------
7.99%, 2017          1   1000.00   100.9700   100.9700   100.9700   100.9700   6.5751
8.07%, 2017A         1   2400.00   101.0336   101.0336   101.0336   101.0336   6.5300
7.83%, 2018          1   2400.00   101.7551   101.7551   101.7551   101.7551   6.5650
8.27%, 2020          5   5000.00   105.1300   105.0250   105.1300   105.0865   6.6692
8.79%, 2021          1    250.00   108.3950   108.3950   108.3950   108.3950   6.7983
7.68%, 2023          2    250.00   105.6500   104.6600   105.6500   105.4520   6.7062
7.72%, 2025          1    250.00   105.0750   105.0750   105.0750   105.0750   6.9254
8.20%, 2025          2   6900.00   107.5883   107.5883   107.5883   107.5883   7.0400
7.59%, 2026          3   3000.00   104.9700   104.8850   104.9700   104.9417   6.8563
8.15%, 2026          4   8400.00   107.9543   107.8605   107.9543   107.8773   7.0453
8.24%, 2027          1   1500.00   108.2655   108.2655   108.2655   108.2655   7.0950
7.88%, 2030          1     50.00   107.1800   107.1800   107.1800   107.1800   7.0431
8.28%, 2032          1    300.00   110.4024   110.4024   110.4024   110.4024   7.1500
8.32%, 2032          1    300.00   110.9487   110.9487   110.9487   110.9487   7.1500
8.13%, 2045          1    100.00   111.3300   111.3300   111.3300   111.3300   7.1902
Total               26  32100.00

Institutions Non-Slr Bond
-------------------------
7.62%, EXIM 2026*    2    200.00   101.4450   101.4450   101.4450   101.4450   7.4000
7.85%, NBRD 2019*    2   3000.00   101.7915   101.7915   101.7915   101.7915   7.0500
7.65%, NBRD 2019A*   1    250.00   100.4820   100.4820   100.4820   100.4820   7.1600
Total                5   3450.00

Public Sector Unit Taxable Bond
-------------------------------
8.10%, NTPC 2021*    2    100.00   103.1856   103.1856   103.1856   103.1856   7.2401
7.98%, PFC 2017*     1    250.00   100.3218   100.3218   100.3218   100.3218   7.0500
8.40%, PFC 2018*     1    600.00   101.8340   101.8340   101.8340   101.8340   7.1800
8.40%, PFC 2018A*    1    500.00   101.8237   101.8237   101.8237   101.8237   7.1800
7.95%, PFC 2019*     1    250.00   101.5196   101.5196   101.5196   101.5196   7.2500
8.36%, PFC 2020*     1    250.00   102.9838   102.9838   102.9838   102.9838   7.3000
8.23%, RECL 2025*    2    600.00   104.3134   104.3134   104.3134   104.3134   7.5000
8.27%, RECL 2025*    2    500.00   104.5661   104.5661   104.5661   104.5661   7.5000
Total               11   3050.00

State Government Development Loan
---------------------------------
7.27%, AP 2035*      1     50.00   100.1004   100.1004   100.1004   100.1004   7.2600
8.05%, GUJ 2025A*    2    250.00   104.6778   104.6778   104.6778   104.6778   7.2900
Total                3    300.00


Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Feb 02, 2017*        1    700.00    98.1697    98.1697    98.1697    98.1697   6.3600
Feb 16, 2017*        1    700.00    97.9352    97.9352    97.9352    97.9352   6.3600
Total                2   1400.00

(*) 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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