February 27, 2017 / 12:51 PM / 9 months ago

NSE Wholesale Debt Market Trades-Feb 27

    Feb 27 (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               :       24,431.4           24,431.4
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             56              56

GOVERNMENT SECURITIES                                    Monday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       19,656.8           19,656.8
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             31              31

NON-GOVERNMENT SECURITIES                                Monday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        4,774.5            4,774.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             25              25

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
----------------------------
7.28%, 2019                       12,500.00                  6.46
7.59%, 2026                        1,250.00                  7.05

Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Aug 24, 2017                       2,000.00                  6.18


TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------

Corporate Debentures
--------------------
7.67%, HDFC 2017                     750.00                  7.20

Institutions Non-Slr Bond
-------------------------
Public Sector Unit Taxable Bond
-------------------------------
7.24%, RECL 2021                     500.00                  7.44
Institutions Non-Slr Bond
-------------------------

Corporate Debentures
--------------------
9.00%, TCFS 2017C                    450.00                  7.34

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
----------
7.60%, ICIC 2023*    2    245.00    98.3157    98.3157    98.3157    98.3157   7.9200
Total                2    245.00

Corporate Debentures
--------------------
7.67%, HDFC 2017*    1    750.00   100.2254   100.2254   100.2254   100.2254   7.2000
8.39%, HDFC 2019*    1     50.00   101.4765   101.4765   101.4765   101.4765   7.5812
8.05%, LICH 2018*    2    350.00   100.6046   100.6046   100.6046   100.6046   7.3501
7.52%, LICH 2020*    1    250.00    99.8190    99.8190    99.8190    99.8190   7.5920
8.60%, SUNF 2018*    1    250.00   100.9391   100.9391   100.9391   100.9391   7.7000
9.00%, TCFS 2017C*   1    450.00   100.2641   100.2641   100.2641   100.2641   7.3450
Total                7   2100.00

Corporate Deep Discount Debentures
----------------------------------
CCFI 2019F (RESET)   1      5.00   109.5100   109.5100   109.5100   109.5100   0.0000
CITI 2017Q (RESET)   3     18.50   144.2500   144.2500   144.2500   144.2500   0.0000
Total                4     23.50

Central Government Goi Dated Securities
---------------------------------------
7.28%, 2019          1  12500.00   101.6977   101.6977   101.6977   101.6977   6.4550
6.35%, 2020          1    250.00    99.3500    99.3500    99.3500    99.3500   6.6001
8.27%, 2020          2    350.00   104.8650   104.8600   104.8600   104.8636   6.5878
8.08%, 2022          2    150.00   105.0000   105.0000   105.0000   105.0000   6.9548
7.68%, 2023          1    250.00   103.4700   103.4700   103.4700   103.4700   7.0255
6.97%, 2026          1    250.00   100.5450   100.5450   100.5450   100.5450   6.8906
7.59%, 2026          2   1250.00   103.5450   103.4900   103.4900   103.5010   7.0504
7.61%, 2030          1    250.00   102.6800   102.6800   102.6800   102.6800   7.2885
7.88%, 2030          1    100.00   103.4800   103.4800   103.4800   103.4800   7.4575
7.73%, 2034          1     50.00   102.1245   102.1245   102.1245   102.1245   7.5100
8.83%, 2041          1    650.00   113.8506   113.8506   113.8506   113.8506   7.5810
8.30%, 2042          1    650.00   104.4532   104.4532   104.4532   104.4532   7.8920
8.13%, 2045          2    100.00   106.3558   106.3500   106.3558   106.3529   7.5803
Total               17  16800.00

Institutions Non-Slr Bond
-------------------------
7.95%, EXIM 2018*    1    250.00   101.3537   101.3537   101.3537   101.3537   6.8500
8.80%, EXIM 2023*    1    100.00   105.8827   105.8827   105.8827   105.8827   7.5500
Total                2    350.00

Institutions Zero Coupon Bond
-----------------------------
0.00%, NBRD 2019*    1     76.00    88.6226    88.6226    88.6226    88.6226   6.7700
Total                1     76.00

Public Sector Unit Taxable Bond
-------------------------------
7.85%, PFC 2019*     1    250.00   101.3657   101.3657   101.3657   101.3657   7.1200
7.95%, PFC 2019*     1    250.00   101.5956   101.5956   101.5956   101.5956   7.1200
8.36%, PFC 2020*     1    250.00   103.0814   103.0814   103.0814   103.0814   7.1800
8.20%, PFC 2025*     1    100.00   102.3581   102.3581   102.3581   102.3581   7.7900
8.20%, PGC 2030*     1     50.00   102.8726   102.8726   102.8726   102.8726   7.8300
7.14%, RECL 2021*    1    250.00    98.7447    98.7447    98.7447    98.7447   7.4450
7.24%, RECL 2021*    1    500.00    99.1414    99.1414    99.1414    99.1414   7.4450
8.82%, RECL 2023*    1    200.00   105.5994   105.5994   105.5994   105.5994   7.6300
7.52%, RECL 2026*    1    130.00    98.4066    98.4066    98.4066    98.4066   7.7450
Total                9   1980.00

State Government Development Loan
---------------------------------
8.18%, AP 2020       1     35.00   103.0469   103.0469   103.0469   103.0469   7.1500
8.39%, AP 2020       1     44.00   103.3600   103.3600   103.3600   103.3600   7.1500
8.57%, AP 2020*      1     50.00   103.9005   103.9005   103.9005   103.9005   7.1500
8.57%, HARY 2020     1     43.50   103.9005   103.9005   103.9005   103.9005   7.1500
8.52%, KRN 2020      1     34.80   103.6727   103.6727   103.6727   103.6727   7.1500
8.22%, KRN 2025      1     35.00   103.5455   103.5455   103.5455   103.5455   7.6550
8.09%, MAH 2020      1     30.00   102.6886   102.6886   102.6886   102.6886   7.1500
8.15%, RAJ 2020*     1     50.00   102.9248   102.9248   102.9248   102.9248   7.1500
8.15%, TN 2020       1     49.55   102.9578   102.9578   102.9578   102.9578   7.1500
8.16%, TN 2020       1     35.00   102.9542   102.9542   102.9542   102.9542   7.1500
8.19%, UP 2020*      1     80.00   103.0423   103.0423   103.0423   103.0423   7.1500
8.17%, WB 2020*      1    120.00   102.9836   102.9836   102.9836   102.9836   7.1500
Total               12    606.85


Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Jun 01, 2017*        1    250.00    98.4597    98.4597    98.4597    98.4597   6.1400
Aug 24, 2017*        1   2000.00    97.0880    97.0880    97.0880    97.0880   6.1850
Total                2   2250.00

(*) Indicates at least one deal in above securities is of Rs. 5 crore or above.
Contact Mumbai Rate Reporting Unit:
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