October 18, 2016 / 12:52 PM / a year ago

NSE Wholesale Debt Market Trades-Oct 18

Oct 18 (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               :       27,951.8           80,451.8
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             81              149

GOVERNMENT SECURITIES                                   Tuesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       10,854.8           44,654.8
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             33              64

NON-GOVERNMENT SECURITIES                               Tuesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       17,097.0           35,797.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             48              85

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                        2,300.00                  6.82
7.68%, 2023                        1,750.00                  6.81
8.60%, 2028                          900.00                  7.11

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
-------------------------
7.81%, EXIM 2018                   3,000.00                  7.10

Banks Bond
----------
7.60%, ICIC 2023                   2,350.00                  7.58

Public Sector Unit Taxable Bond
-------------------------------
8.44%, RECL 2021                   1,750.00                  7.29

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*    5   2350.00   100.1900   100.0540   100.0625   100.0670   7.5826
8.72%, KMB 2022*     1    145.00   104.5833   104.5833   104.5833   104.5833   7.6075
Total                6   2495.00

Banks Perpetual Bond
--------------------
11.09%, IDBI         1      1.00   103.1659   103.1659   103.1659   103.1659  10.2100
Total                1      1.00

Corporate Debentures
--------------------
1.43%, HDFC 2017*    2    900.00    97.5671    97.5671    97.5671    97.5671   7.2701
8.24%, HDFC 2017*    1    250.00   100.2498   100.2498   100.2498   100.2498   7.1500
9.11%, LICH 2018A*   1    100.00   102.0156   102.0156   102.0156   102.0156   7.5500
8.37%, LICH 2019*    2    100.00   101.8266   101.8066   101.8266   101.8166   7.6542
8.55%, RJIC 2018*    1    500.00   101.8902   101.8902   101.8902   101.8902   7.3500
2.00%, TISC 2022*    1    300.00   128.4021   128.4021   128.4021   128.4021   0.0000
Total                8   2150.00

Corporate Deep Discount Debentures
----------------------------------
CCFI 2017B (RESET)   1    150.50   103.1100   103.1100   103.1100   103.1100   0.0000
CFIL 2017B (RESET)   1    200.00   108.6800   108.6800   108.6800   108.6800   0.0000
CITI 2017Z (RESET)   1     20.50   117.6100   117.6100   117.6100   117.6100   0.0000
0.00%, HDFC 2017*    1    150.00   155.6920   155.6920   155.6920   155.6920   7.1500
Total                4    521.00

Central Government Goi Dated Securities
---------------------------------------
8.12%, 2020          1    500.00   105.0400   105.0400   105.0400   105.0400   6.7017
10.25%, 2021         2    150.00   113.5100   113.5100   113.5100   113.5100   6.7867
8.79%, 2021          1    500.00   108.4600   108.4600   108.4600   108.4600   6.7828
8.08%, 2022          1    500.00   105.8400   105.8400   105.8400   105.8400   6.8374
8.13%, 2022          1    500.00   106.0627   106.0627   106.0627   106.0627   6.8650
7.68%, 2023          4   1750.00   104.8550   104.8200   104.8550   104.8357   6.8125
7.59%, 2026          5   2300.00   105.2000   105.1050   105.2000   105.1778   6.8223
8.24%, 2027          1    250.00   108.3782   108.3782   108.3782   108.3782   7.0800
8.28%, 2027          1    250.00   108.9330   108.9330   108.9330   108.9330   7.0900
8.60%, 2028          2    900.00   111.6200   111.6200   111.6200   111.6200   7.1120
7.59%, 2029          1    250.00   105.0800   105.0800   105.0800   105.0800   6.9709
7.61%, 2030          1    500.00   105.8400   105.8400   105.8400   105.8400   6.9377
7.88%, 2030          1    100.00   107.6200   107.6200   107.6200   107.6200   6.9942
8.33%, 2036          2    600.00   111.9928   111.9360   111.9360   111.9833   7.1808
Total               24   9050.00

Institutions Non-Slr Bond
-------------------------
7.81%, EXIM 2018*    2   3000.00   101.2964   101.2964   101.2964   101.2964   7.1000
7.98%, NBRD 2019*    3   1000.00   101.7896   101.7896   101.7896   101.7896   7.1228
7.92%, NHB 2019*     1    650.00   100.3311   100.3311   100.3311   100.3311   6.8000
Total                6   4650.00

Public Sector Unit Taxable Bond
-------------------------------
8.33%, IRFC 2019*    1    350.00   102.7631   102.7631   102.7631   102.7631   7.0800
7.98%, PFC 2017*     1   1000.00   100.3449   100.3449   100.3449   100.3449   7.0000
7.95%, PFC 2019*     1    500.00   101.4735   101.4735   101.4735   101.4735   7.2700
8.53%, PFC 2020*     1     50.00   103.7227   103.7227   103.7227   103.7227   7.3400
8.36%, PFC 2020A*    1    500.00   103.2931   103.2931   103.2931   103.2931   7.3400
7.50%, PFC 2021*     1    250.00   100.6562   100.6562   100.6562   100.6562   7.3200
8.94%, PFC 2028*     1    100.00   110.5185   110.5185   110.5185   110.5185   7.5200
8.40%, PGC 2019*     2    200.00   102.8570   102.8540   102.8540   102.8563   7.1300
8.20%, PGC 2025*     7   1680.00   104.4378   104.4178   104.4378   104.4259   7.4487
8.05%, RECL 2018*    2    550.00   101.7811   101.7811   101.7811   101.7811   7.1000
9.38%, RECL 2018*    1    300.00   104.1945   104.1945   104.1945   104.1945   7.0873
8.44%, RECL 2021*    3   1750.00   104.7416   104.7397   104.7397   104.7408   7.2899
8.23%, RECL 2025*    1     50.00   104.6218   104.6218   104.6218   104.6218   7.4499
Total               23   7280.00

State Government Development Loan
---------------------------------
7.14%, KRN 2026*     1     50.00   100.1200   100.1200   100.1200   100.1200   7.1227
8.39%, RAJ 2022*     1    100.00   104.6502   104.6502   104.6502   104.6502   7.3300
8.27%, RAJ 2023*     2    500.00   104.8237   104.7701   104.8237   104.7969   7.3450
8.39%, RAJ 2023*     1    150.00   105.2788   105.2788   105.2788   105.2788   7.3400
8.39%, RAJ 2026*     1     78.00   106.7520   106.7520   106.7520   106.7520   7.3627
8.25%, UP 2023A*     1    500.00   104.6377   104.6377   104.6377   104.6377   7.3500
8.48%, UP 2025*      1    150.00   106.8472   106.8472   106.8472   106.8472   7.3750
8.30%, UP 2026*      1    276.80   106.1935   106.1935   106.1935   106.1935   7.3571
Total                9   1804.80

(*) 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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