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NSE Wholesale Debt Market Trades-Jan 6
January 6, 2017 / 1:08 PM / in a year

NSE Wholesale Debt Market Trades-Jan 6

Jan 6 (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               :       37,823.8           135,821.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             44              295

GOVERNMENT SECURITIES                                    Friday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       33,086.8           98,875.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             22              153

NON-GOVERNMENT SECURITIES                                Friday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        4,737.0           36,946.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             22              142

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
----------------------------
6.35%, 2020                       14,500.00                  6.38
7.28%, 2019                       11,000.00                  6.33
7.59%, 2026                        1,500.00                  6.53

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
8.47%, LICH 2020                   1,000.00                  7.50

Public Sector Unit Taxable Bond
-------------------------------
7.37%, NTPC 2031                     750.00                  7.28

Corporate Debentures
--------------------
9.65%, HDFC 2019                     500.00                  7.51

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%, IDBIF        2      2.00   102.1000   101.0000   102.1000   101.5500  10.4254
Total                2      2.00

Corporate Debentures
--------------------
7.67%, HDFC 2017*    2    500.00   100.2500   100.2500   100.2500   100.2500   7.3000
9.65%, HDFC 2019*    1    500.00   103.9190   103.9190   103.9190   103.9190   7.5106
7.90%, HDFC 2026*    1    250.00   101.8994   101.8994   101.8994   101.8994   7.6000
9.69%, LICH 2017A*   1    150.00   100.5251   100.5251   100.5251   100.5251   6.7500
8.35%, LICH 2019*    1    250.00   101.8353   101.8353   101.8353   101.8353   7.5700
8.47%, LICH 2020*    2   1000.00   102.5567   102.5567   102.5567   102.5567   7.5000
Total                8   2650.00

Central Government Goi Dated Securities
---------------------------------------
5.64%, 2019          1    750.00    98.7145    98.7145    98.7145    98.7145   6.3400
7.28%, 2019          4  11000.00   102.0869   102.0814   102.0814   102.0839   6.3264
6.35%, 2020          6  14500.00    99.9179    99.9000    99.9112    99.9108   6.3827
7.68%, 2023          1    750.00   106.3527   106.3527   106.3527   106.3527   6.5250
8.40%, 2024          2    750.00   109.9500   109.9400   109.9500   109.9433   6.6997
7.59%, 2026          3   1500.00   107.1950   107.0725   107.0725   107.1133   6.5326
8.60%, 2028          1    750.00   113.2965   113.2965   113.2965   113.2965   6.8950
7.06%, 2046          1    150.00   101.1000   101.1000   101.1000   101.1000   6.9706
Total               19  30150.00

Institutions Non-Slr Bond
-------------------------
9.62%, EXIM 2019*    1    100.00   105.5151   105.5151   105.5151   105.5151   6.7000
8.28%, SIDB 2019A*   2    500.00   103.0105   103.0105   103.0105   103.0105   6.7000
Total                3    600.00

Public Sector Unit Taxable Bond
-------------------------------
7.37%, NTPC 2031*    3    750.00   100.7519   100.7498   100.7498   100.7512   7.2800
8.53%, PFC 2020*     1     50.00   104.4079   104.4079   104.4079   104.4079   7.0500
7.27%, PFC 2021*     2    350.00   100.5402   100.4589   100.4589   100.4821   7.1443
7.20%, PGC 2021*     2    300.00   100.0000   100.0000   100.0000   100.0000   7.1932
9.25%, RECL 2017A    1     35.00   101.4419   101.4419   101.4419   101.4419   6.6500
Total                9   1485.00

State Government Development Loan
---------------------------------
8.50%, JHAR 2024*    1    718.40   107.0800   107.0800   107.0800   107.0800   7.2217
8.50%, JHAR 2025*    1   1218.40   107.8072   107.8072   107.8072   107.8072   7.8883
Total                2   1936.80

Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Apr 06, 2017*        1   1000.00    98.5518    98.5518    98.5518    98.5518   6.1600
Total                1   1000.00

 (*) 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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