NSE Wholesale Debt Market Trades-Oct 17

Source : REUTERS
Last Updated: Mon, Oct 17, 2016 18:20 hrs

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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