February 8, 2017 / 12:39 PM / 6 months ago

NSE Wholesale Debt Market Trades-Feb 8

  Feb 8 (Reuters) - Below is a summary of Wednesday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                      Wednesday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       25,016.0           84,424.3
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             49              182

GOVERNMENT SECURITIES                                 Wednesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       17,900.0           57,000.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             21              80

NON-GOVERNMENT SECURITIES                             Wednesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        7,116.0           27,424.3
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             28              102

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
----------------------------
7.83%, 2018                        7,500.00                  6.19
7.28%, 2019                        3,000.00                  6.24
7.59%, 2026                        2,100.00                  6.66

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
7.80%, HDFC 2019                   1,750.00                  7.46

Corporate Debentures
--------------------
8.49%, HDFC 2020                   1,000.00                  7.42

Corporate Debentures
--------------------
7.54%, LICH 2020                   1,000.00                  7.44

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   102.3700   102.3700   102.3700   102.3700   7.5793
Total                1    100.00

Banks Perpetual Bond
--------------------
10.95%, IDBI         1      1.00   102.0000   102.0000   102.0000   102.0000  10.4000
Total                1      1.00

Corporate Debentures
--------------------
8.43%, HDFC 2018*    1    250.00   100.9718   100.9718   100.9718   100.9718   7.2600
7.80%, HDFC 2019*    4   1750.00   100.8402   100.4279   100.4279   100.7727   7.4578
8.49%, HDFC 2020*    2   1000.00   102.9199   102.8949   102.9199   102.9074   7.4153
7.35%, LICH 2018*    2    500.00   100.1295   100.1295   100.1295   100.1295   7.2200
7.54%, LICH 2020*    2   1000.00   100.2537   100.2337   100.2337   100.2437   7.4368
7.58%, LICH 2020*    1    250.00    99.9562    99.9562    99.9562    99.9562   7.6000
7.38%, RECL 2027*    1    100.00   111.1508   111.1508   111.1508   111.1508   5.9500
7.50%, TML 2021*     1    250.00    99.7343    99.7343    99.7343    99.7343   7.5500
Total               14   5100.00

Corporate Deep Discount Debentures
----------------------------------
CFIL 2018C (RESET)   2     15.00   108.1700   108.1700   108.1700   108.1700   0.0000
Total                2     15.00

Central Government Goi Dated Securities
---------------------------------------
7.83%, 2018          3   7500.00   101.8137   101.8137   101.8137   101.8137   6.1900
6.90%, 2019          1    100.00   101.4600   101.4600   101.4600   101.4600   6.2397
7.28%, 2019          1   3000.00   102.1876   102.1876   102.1876   102.1876   6.2450
6.05%, 2019A         2   1000.00    99.6860    99.6860    99.6860    99.6860   6.2200
8.27%, 2020          1   1000.00   105.7750   105.7750   105.7750   105.7750   6.3168
7.68%, 2023          2    350.00   105.8250   104.3800   104.3800   105.4121   6.6805
6.97%, 2026          2   1000.00   103.8200   103.7850   103.7850   103.8025   6.4310
7.59%, 2026          3   2100.00   106.8200   105.5500   105.5500   106.2033   6.6558
8.17%, 2044          2   1050.00   111.6465   111.5712   111.5712   111.6357   7.1950
8.13%, 2045          1    150.00   111.3369   111.3369   111.3369   111.3369   7.1870
Total               18  17250.00

Public Sector Unit Tax-Free Bond
--------------------------------
8.30%, NHAI 2027*    2    100.00   116.5828   116.3394   116.3394   116.4611   6.0450
7.39%, NHAI 2031*    1     50.00   113.2067   113.2067   113.2067   113.2067   5.9700
Total                3    150.00

Public Sector Unit Taxable Bond
-------------------------------
8.10%, NTPC 2031*    1    100.00   106.6235   106.6235   106.6235   106.6235   7.3255
8.36%, PFC 2020*     1    500.00   104.0157   104.0157   104.0157   104.0157   6.8500
8.82%, PFC 2020*     1    150.00   105.2452   105.2452   105.2452   105.2452   6.8500
7.27%, PFC 2021*     1    250.00    99.6368    99.6368    99.6368    99.6368   7.3500
7.40%, PFC 2021*     1    500.00   100.0375   100.0375   100.0375   100.0375   7.3700
8.30%, RECL 2025*    2    250.00   104.6016   104.6016   104.6016   104.6016   7.5200
Total                7   1750.00

State Government Development Loan
---------------------------------
8.21%, MAH 2025*     1     50.00   106.2334   106.2334   106.2334   106.2334   7.2400
8.06%, UTK 2026*     1    100.00   105.4514   105.4514   105.4514   105.4514   7.2450
Total                2    150.00

Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Apr 20, 2017*        1    500.00    98.8437    98.8437    98.8437    98.8437   6.1000
Total                1    500.00

 (*) 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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