February 7, 2017 / 1:11 PM / 6 months ago

NSE Wholesale Debt Market Trades-Feb 7

  Feb 7 (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               :       41,057.3           59,408.3
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             88              133

GOVERNMENT SECURITIES                                   Tuesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       28,750.0           39,100.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             45              59

NON-GOVERNMENT SECURITIES                               Tuesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       12,307.3           20,308.3
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             43              74

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
----------------------------
8.32%, 2032                        5,500.00                  7.10
8.17%, 2044                        4,100.00                  7.17
7.83%, 2018                        3,750.00                  5.23

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Public Sector Unit Taxable Bond
-------------------------------
8.36%, PFC 2020                    2,250.00                  6.87

Corporate Debentures
--------------------
8.70%, HDFC 2020                   2,000.00                  7.42

Corporate Debentures
--------------------
8.65%, HDFC 2020C                  2,000.00                  7.43

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   102.3500   102.3500   102.3500   102.3500   7.5824
Total                1    100.00

Banks Perpetual Bond
--------------------
10.95%, IDBI*        2     79.00   101.6260    99.9000    99.9000    99.9655  10.9329
Total                2     79.00

Corporate Debentures
--------------------
9.05%, DHFL 2021A*   2    300.00   100.2499   100.2499   100.2499   100.2499   8.9500
9.10%, DHFL 2021A*   1    121.27   100.2413   100.2413   100.2413   100.2413   9.0000
9.25%, DHFL 2023*    2    100.00   100.2177   100.2177   100.2177   100.2177   9.1800
7.80%, HDFC 2019*    1    250.00   100.7682   100.7682   100.7682   100.7682   7.4600
7.95%, HDFC 2019*    1    250.00   101.0531   101.0531   101.0531   101.0531   7.4700
8.72%, HDFC 2019*    1    500.00   102.4511   102.4511   102.4511   102.4511   7.4600
8.70%, HDFC 2020*    4   2000.00   103.5446   103.5246   103.5446   103.5346   7.4162
8.65%, HDFC 2020C*   2   2000.00   103.6867   103.6667   103.6867   103.6767   7.4261
8.75%, IBHF 2021*    1    250.00    99.5299    99.5299    99.5299    99.5299   8.8500
8.90%, IBHF 2021*    3    650.00   100.0782   100.0782   100.0782   100.0782   8.8500
8.55%, RJIC 2018*    1    250.00   102.1036   102.1036   102.1036   102.1036   6.9500
Total               19   6671.27

Corporate Deep Discount Debentures
----------------------------------
CFIL 2018B (RESET)   4     21.00   108.5200   108.5200   108.5200   108.5200   0.0000
CFIL 2018C (RESET)   2     90.00   108.2200   108.1200   108.2200   108.2089   0.0000
Total                6    111.00

Central Government Goi Dated Securities
---------------------------------------
7.83%, 2018          3   3750.00   105.1987   101.8050   105.1987   102.9362   5.2267
7.80%, 2021          5   2250.00   104.8600   104.8100   104.8600   104.8444   6.4539
7.35%, 2024          2    600.00   103.8800   103.8500   103.8500   103.8550   6.6773
6.97%, 2026          5   2750.00   104.0100   103.8450   103.8450   103.9516   6.4105
8.15%, 2026          4   3500.00   108.9360   108.9360   108.9360   108.9360   6.8787
6.79%, 2029          1    250.00   101.2300   101.2300   101.2300   101.2300   6.6453
7.61%, 2030          2    750.00   107.6500   107.4850   107.4850   107.5950   6.7329
8.32%, 2032          6   5500.00   111.3871   111.2567   111.3871   111.3397   7.1007
8.30%, 2040          4   2100.00   112.5318   112.3779   112.5318   112.4394   7.1925
9.23%, 2043          1     50.00   123.5000   123.5000   123.5000   123.5000   7.2333
8.17%, 2044          6   4100.00   112.0300   111.8988   112.0200   111.9787   7.1689
Total               39  25600.00

Public Sector Unit Taxable Bond
-------------------------------
8.40%, NPC 2028*     1    200.00   109.2561   109.2561   109.2561   109.2561   7.3450
9.81%, PFC 2018*     1    100.00   104.5473   104.5473   104.5473   104.5473   6.7800
8.36%, PFC 2020*     5   2250.00   103.9907   103.8810   103.9907   103.9696   6.8681
8.36%, PFC 2020A*    2    500.00   104.2948   104.2748   104.2748   104.2848   6.9369
7.47%, PFC 2021*     3   2000.00   101.3724   101.3724   101.3724   101.3724   7.0900
8.40%, PGC 2027*     2    146.00   107.3851   107.3851   107.3851   107.3851   7.3400
7.24%, RECL 2021*    1    150.00   100.7474   100.7474   100.7474   100.7474   7.0300
Total               15   5346.00

State Government Development Loan
---------------------------------
8.39%, MAH 2020*     1    250.00   105.1987   105.1987   105.1987   105.1987   6.7300
8.21%, RAJ 2020*     1    500.00   104.0896   104.0896   104.0896   104.0896   6.7400
8.00%, TN 2025*      1    200.00   104.7688   104.7688   104.7688   104.7688   7.2500
8.07%, TN 2026*      1     50.00   105.4851   105.4851   105.4851   105.4851   7.2500
7.29%, WB 2026*      1    150.00   100.6178   100.6178   100.6178   100.6178   7.2000
Total                5   1150.00

Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
May 04, 2017*        1   2000.00    98.5993    98.5993    98.5993    98.5993   6.1000
Total                1   2000.00

 (*) 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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