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NSE Wholesale Debt Market Trades-Feb 23
February 23, 2017 / 2:32 PM / 7 months ago

NSE Wholesale Debt Market Trades-Feb 23

    Feb 23 (Reuters) - Below is a summary of Thursday’s Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                        Thursday’s  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       30,850.0           66,870.5
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             46              147

GOVERNMENT SECURITIES                                   Thursday’s  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       27,500.0           52,360.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             32              70

NON-GOVERNMENT SECURITIES                               Thursday’s  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        3,350.0           14,510.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             14              77

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
----------------------------
6.35%, 2020                        6,800.00                  6.61
7.99%, 2017                        6,500.00                  6.14

Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
May 25, 2017                       5,000.00                  6.09

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
8.70%, RHFL 2020                     700.00                  8.95

Corporate Debentures
--------------------
7.67%, HDFC 2017                     500.00                  7.30

Public Sector Unit Taxable Bond
-------------------------------
7.13%, RECL 2020                     500.00                  7.22

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
-------------------------------------------------------------------------------------

Corporate Debentures
--------------------
7.67%, HDFC 2017*    1    500.00   100.1558   100.1558   100.1558   100.1558   7.3000
8.35%, HDFC 2018*    1    100.00   101.2319   101.2319   101.2319   101.2319   7.5400
9.18%, HDFC 2018*    1    250.00   101.5185   101.5185   101.5185   101.5185   7.4800
9.55%, HIND 2022A*   1    250.00   104.8079   104.8079   104.8079   104.8079   8.3700
8.34%, LICH 2018*    1    200.00   100.9092   100.9092   100.9092   100.9092   7.5000
7.54%, LICH 2020*    1    150.00    99.7344    99.7344    99.7344    99.7344   7.6000
8.70%, RHFL 2020*    2    700.00    99.3483    99.3483    99.3483    99.3483   8.9500
Total                8   2150.00

Central Government Goi Dated Securities
---------------------------------------
7.99%, 2017          2   6500.00   100.6500   100.6500   100.6500   100.6500   6.1372
8.07%, 2017A         1    500.00   100.5998   100.5998   100.5998   100.5998   6.2724
5.64%, 2019          1    200.00    98.5159    98.5159    98.5159    98.5159   6.5000
6.35%, 2020          6   6800.00    99.3500    99.3100    99.3100    99.3307   6.6075
8.13%, 2022          2   4000.00   105.2691   105.2691   105.2691   105.2691   6.9700
7.68%, 2023          1    650.00   103.2700   103.2700   103.2700   103.2700   7.0629
6.97%, 2026          3   1250.00   100.3850   100.3000   100.3500   100.3370   6.9207
7.59%, 2026          1    250.00   103.3200   103.3200   103.3200   103.3200   7.0778
8.28%, 2027          1    500.00   106.1014   106.1014   106.1014   106.1014   7.4350
8.33%, 2036          4   1000.00   107.9431   107.9431   107.9431   107.9431   7.5400
8.30%, 2040          1     50.00   107.9255   107.9255   107.9255   107.9255   7.5700
8.83%, 2041          1     50.00   112.6421   112.6421   112.6421   112.6421   7.6800
8.30%, 2042          1     50.00   108.2131   108.2131   108.2131   108.2131   7.5700
8.17%, 2044          1    100.00   106.2634   106.2634   106.2634   106.2634   7.6225
7.06%, 2046          1     50.00    95.4000    95.4000    95.4000    95.4000   7.4459
Total               27  21950.00

Institutions Non-Slr Bond
-------------------------
8.87%, EXIM 2029*    1     50.00   108.0606   108.0606   108.0606   108.0606   7.8300
Total                1     50.00

Public Sector Unit Taxable Bond
-------------------------------
7.88%, PFC 2017*     1     50.00   100.5772   100.5772   100.5772   100.5772   6.7600
7.47%, PFC 2021*     1    250.00    99.7484    99.7484    99.7484    99.7484   7.5150
8.32%, PGC 2025*     1    250.00   103.1853   103.1853   103.1853   103.1853   7.7950
7.36%, PGC 2026*     1    100.00    97.5884    97.5884    97.5884    97.5884   7.7099
7.13%, RECL 2020*    1    500.00    99.7471    99.7471    99.7471    99.7471   7.2200
Total                5   1150.00

Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Jun 29, 2017*        2    250.00    97.9858    97.9858    97.9858    97.9858   6.1500
Total                2    250.00

Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Dec 21, 2017*        1     50.00    95.1605    95.1605    95.1605    95.1605   6.2500
May 25, 2017*        1   5000.00    98.5692    98.5692    98.5692    98.5692   6.0900
Total                2   5050.00

Cash Management Bill 
-------------------- 
63-Days (maturing on) 
---------------------
Mar 14, 2017*        1    250.00    99.7581    99.7581    99.7581    99.7581   6.1000
Total                1    250.00

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

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