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NSE Wholesale Debt Market Trades-Feb 3
February 3, 2017 / 1:07 PM / 9 months ago

NSE Wholesale Debt Market Trades-Feb 3

Feb 3 (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               :       18,991.0           120,936.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             64              302

GOVERNMENT SECURITIES                                    Friday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :        8,100.0           82,574.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             19              150

NON-GOVERNMENT SECURITIES                                Friday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       10,891.0           38,362.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             45              152

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
----------------------------
8.17%, 2044                        1,750.00                  7.20
6.97%, 2026                        1,500.00                  6.41
8.30%, 2042                        1,000.00                  7.22

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Deep Discount Debentures
----------------------------------
0.00%, LICH 2017A                   1,750.00                  7.37

Public Sector Unit Taxable Bond
-------------------------------
7.47%, PFC 2021                     1,750.00                  7.10

Corporate Debentures
--------------------
8.1923% CHOI 2018                   1,050.00                  7.80

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     50.00   102.1639   102.1639   102.1639   102.1639   7.6100
9.25%, ICIC 2024*    1     50.00   110.2895   110.2895   110.2895   110.2895   7.5800
Total                2    100.00

Banks Perpetual Bond
--------------------
10.95%, IDBI         6     11.00   101.6338   101.6300   101.6300   101.6310  10.5000
8.39%, SBI*          2    120.00   100.1424   100.1042   100.1042   100.1233   8.3350
Total                8    131.00

Corporate Debentures
--------------------
8.1923%, CHOI 2018%  2   1050.00   100.4198   100.4198   100.4198   100.4198   7.8000
7.90%, HDFC 2026*    1     50.00   101.7502   101.7502   101.7502   101.7502   7.6200
8.95%, IBS 2020A*    1     50.00   105.4365   105.4365   105.4365   105.4365   7.1800
9.57%, LICH 2017*    1    350.00   101.0961   101.0961   101.0961   101.0961   7.3500
7.52%, LICH 2020*    1    250.00   100.2203   100.2203   100.2203   100.2203   7.4500
8.60%, LICH 2020C*   3   1000.00   103.6238   103.6238   103.6238   103.6238   7.4900
Total                9   2750.00

Corporate Deep Discount Debentures
----------------------------------
0.00%, LICH 2017A*   3   1750.00   102.4071   102.3259   102.4071   102.3607   7.3671
Total                3   1750.00

Central Government Goi Dated Securities
---------------------------------------
7.80%, 2021          1    100.00   104.9300   104.9300   104.9300   104.9300   6.4316
8.08%, 2022          2    550.00   106.6500   106.6242   106.6500   106.6477   6.6156
8.20%, 2025          1    500.00   108.6500   108.6500   108.6500   108.6500   6.8539
6.97%, 2026          3   1500.00   103.9950   103.9550   103.9900   103.9800   6.4068
9.20%, 2030          2    500.00   118.5700   118.5500   118.5700   118.5600   7.0577
6.57%, 2033          2    150.00    97.3900    97.3900    97.3900    97.3900   6.8321
7.73%, 2034          1    250.00   106.7000   106.7000   106.7000   106.7000   7.0629
8.30%, 2042          1   1000.00   112.5000   112.5000   112.5000   112.5000   7.2250
8.17%, 2044          3   1750.00   111.6379   111.5726   111.6379   111.6099   7.1971
Total               16   6300.00

Institutions Non-Slr Bond
-------------------------
8.22%, NBRD 2020*    1    250.00   103.9115   103.9115   103.9115   103.9115   6.7500
Total                1    250.00

Public Sector Unit Tax-Free Bond
--------------------------------
8.00%, IRFC 2022*    1     50.00   108.3781   108.3781   108.3781   108.3781   6.0200
Total                1     50.00

Public Sector Unit Taxable Bond
-------------------------------
9.81%, PFC 2018*     1   1000.00   104.4911   104.4911   104.4911   104.4911   6.8200
8.36%, PFC 2020*     2    260.00   103.7326   103.7326   103.7326   103.7326   6.9550
8.38%, PFC 2020*     1    100.00   103.9537   103.9537   103.9537   103.9537   6.9550
8.53%, PFC 2020*     1   1000.00   104.6298   104.6298   104.6298   104.6298   6.9500
7.47%, PFC 2021*     4   1750.00   101.3355   101.2969   101.3147   101.3215   7.1036
8.55%, PFC 2021*     1    250.00   105.4204   105.4204   105.4204   105.4204   7.1700
7.63%, PFC 2026*     1    200.00   102.1817   102.1817   102.1817   102.1817   7.2900
7.18%, PFC 2027*     1    250.00   100.0289   100.0289   100.0289   100.0289   7.3000
7.23%, PFC 2027*     1    250.00    99.4718    99.4718    99.4718    99.4718   7.3000
8.93%, PGC 2018A*    1     50.00   103.4110   103.4110   103.4110   103.4110   6.7000
8.93%, PGC 2019A*    1    100.00   105.1541   105.1541   105.1541   105.1541   6.7500
8.20%, PGC 2020*     1    100.00   103.6846   103.6846   103.6846   103.6846   6.7800
8.15%, PGC 2020A*    1    200.00   103.6628   103.6628   103.6628   103.6628   6.7800
9.38%, RECL 2018*    1    200.00   104.2229   104.2229   104.2229   104.2229   6.7000
9.75%, RECL 2021*    2    100.00   110.1499   110.1499   110.1499   110.1499   7.1400
8.27%, RECL 2022*    1     50.00   104.6374   104.6374   104.6374   104.6374   7.1400
Total               21   5860.00

State Government Development Loan
---------------------------------
8.39%, RAJ 2019*     1    800.00   103.2109   103.2109   103.2109   103.2109   6.7250
Total                1    800.00

Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Jan 04, 2018*        1    500.00    94.7187    94.7187    94.7187    94.7187   6.1300
Jan 18, 2018*        1    500.00    94.4913    94.4913    94.4913    94.4913   6.1500
Total                2   1000.00

 (*) Indicates at least one deal in above securities is of Rs. 5 crore or above.

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