NSE Wholesale Debt Market Trades-Oct 14

Last Updated: Fri, Oct 14, 2016 19:20 hrs

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. Contact Mumbai Rate Reporting Unit: +91 22 6180 7222 / 3317 7222 rru.data@thomsonreuters.com



More from Sify: