February 20, 2017 / 12:41 PM / 5 months ago

NSE Wholesale Debt Market Trades-Feb 20

8 Min Read

   Feb 20 (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               :       12,855.5           12,855.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             54              54

GOVERNMENT SECURITIES                                    Monday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :        7,350.0            7,350.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             15              15

NON-GOVERNMENT SECURITIES                                Monday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        5,505.5            5,505.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             39              39

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
----------------------------
8.24%, 2027                        2,000.00                  7.30
8.15%, 2022A                       1,200.00                  6.92

State Government Development Loan
---------------------------------
7.20%, KRN 2027                     1,150.00                  7.50

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
-------------------------------
9.63%, RECL 2019                   1,250.00                  6.93

Public Sector Unit Taxable Bond
-------------------------------
8.53%, PFC 2020                    1,000.00                  7.18

Corporate Debentures
--------------------
8.15%, HDFC 2018                     950.00                  7.53

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
----------
8.35%, IDFB 2018*    1    500.00   100.8544   100.8544   100.8544   100.8544   7.5400
Total                1    500.00

Banks Perpetual Bond
--------------------
10.95%, IDBI         4     31.00   102.3512   101.5995   102.3512   102.0049  10.3919
Total                4     31.00

Corporate Debentures
--------------------
8.15%, HDFC 2018*    3    950.00   100.7366   100.7366   100.7366   100.7366   7.5300
Total                3    950.00

Corporate Deep Discount Debentures
----------------------------------
CFIL 2018E (RESET)   3      9.00   108.5100   108.5100   108.5100   108.5100   0.0000
CITF 2018B (RESET)   6     15.00   136.6700   136.6700   136.6700   136.6700   0.0000
CITI 2018D (RESET)   1    250.50   108.0800   108.0800   108.0800   108.0800   0.0000
Total               10    274.50

Central Government Goi Dated Securities
---------------------------------------
6.35%, 2020          1    300.00    99.3900    99.3900    99.3900    99.3900   6.5834
8.15%, 2022A         3   1200.00   105.3438   105.3438   105.3438   105.3438   6.9250
6.97%, 2026          2    500.00   100.8750   100.6700   100.6700   100.7725   6.8578
8.24%, 2027          1   2000.00   106.5786   106.5786   106.5786   106.5786   7.3000
8.28%, 2027          1    500.00   106.7475   106.7475   106.7475   106.7475   7.3500
8.60%, 2028          1    250.00   108.9000   108.9000   108.9000   108.9000   7.4189
7.59%, 2029          1    150.00   101.7000   101.7000   101.7000   101.7000   7.3738
8.83%, 2041          1    100.00   113.6206   113.6206   113.6206   113.6206   7.6000
Total               11   5000.00

Institutions Non-Slr Bond
-------------------------
8.37%, NBRD 2020*    1     50.00   103.8733   103.8733   103.8733   103.8733   7.0000
Total                1     50.00

Public Sector Unit Taxable Bond
-------------------------------
8.13%, NPC 2027*     1     50.00   103.4016   103.4016   103.4016   103.4016   7.7800
8.13%, NPC 2028*     1     50.00   103.6129   103.6129   103.6129   103.6129   7.7800
8.13%, NPC 2029*     1     50.00   103.8169   103.8169   103.8169   103.8169   7.7800
8.13%, NPC 2030*     1     50.00   104.0062   104.0062   104.0062   104.0062   7.7800
8.13%, NPC 2031*     1     50.00   104.1817   104.1817   104.1817   104.1817   7.7800
9.17%, NTPC 2024A*   1    150.00   108.8050   108.8050   108.8050   108.8050   7.5800
8.36%, PFC 2020*     2    400.00   103.1819   103.1801   103.1819   103.1810   7.1500
8.53%, PFC 2020*     1   1000.00   103.8837   103.8837   103.8837   103.8837   7.1800
8.39%, PFC 2025*     1     50.00   103.5456   103.5456   103.5456   103.5456   7.7800
7.63%, PFC 2026*     1    200.00    99.2130    99.2130    99.2130    99.2130   7.7350
9.63%, RECL 2019*    4   1250.00   104.7673   104.7673   104.7673   104.7673   6.9296
7.24%, RECL 2021*    4    200.00    99.6185    99.6183    99.6185    99.6185   7.3200
7.52%, RECL 2026*    1    200.00    98.9031    98.9031    98.9031    98.9031   7.6700
Total               20   3700.00

State Government Development Loan
---------------------------------
7.20%, KRN 2027*     1   1150.00    97.9178    97.9178    97.9178    97.9178   7.5000
7.63%, WB 2027*      2    200.00   100.4300   100.4200   100.4300   100.4250   7.5682
Total                3   1350.00

Treasury Bill
------------- 
364-Days (maturing on) 
----------------------
Feb 15, 2018*        1   1000.00    94.2239    94.2239    94.2239    94.2239   6.2500
Total                1   1000.00

 (*) 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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