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NSE Wholesale Debt Market Trades-Feb 6
February 6, 2017 / 12:47 PM / 9 months ago

NSE Wholesale Debt Market Trades-Feb 6

Feb 6 (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               :       18,351.0           18,351.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             45              45

GOVERNMENT SECURITIES                                    Monday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       10,350.0           10,350.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             14              14

NON-GOVERNMENT SECURITIES                                Monday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        8,001.0            8,001.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             31              31

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
----------------------------
6.05%, 2019A                       3,650.00                  6.22
8.20%, 2025                        2,200.00                  6.86
7.83%, 2018                        1,750.00                  6.20

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                    1,350.00                  6.86

Corporate Debentures
--------------------
8.70%, HDFC 2020                   1,000.00                  7.45

Corporate Debentures
--------------------
8.65%, HDFC 2020C                  1,000.00                  7.45

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*    2    350.00   102.3325   102.2986   102.2986   102.3228   7.5864
Total                2    350.00

Banks Perpetual Bond
--------------------
10.95%, IDBI         1      1.00   101.6280   101.6280   101.6280   101.6280  10.5000
Total                1      1.00

Corporate Debentures
--------------------
9.10%, DHFL 2019A*   1     50.00   100.9758   100.9758   100.9758   100.9758   8.6100
8.26%, HDFC 2019*    2    900.00   101.6071   101.5847   101.6071   101.5971   7.5044
8.72%, HDFC 2019*    2    500.00   102.3736   102.3736   102.3736   102.3736   7.5000
8.70%, HDFC 2020*    1   1000.00   103.4401   103.4401   103.4401   103.4401   7.4500
8.65%, HDFC 2020C*   1   1000.00   103.5946   103.5946   103.5946   103.5946   7.4500
9.55%, HIND 2022*    1    100.00   106.4072   106.4072   106.4072   106.4072   7.9800
9.15%, LT 2019*      1    150.00   104.0615   104.0615   104.0615   104.0615   6.8000
8.70%, RHFL 2020*    1     50.00    99.7217    99.7217    99.7217    99.7217   8.8000
8.40%, RJIC 2018*    1    350.00   101.9386   101.9386   101.9386   101.9386   6.9300
8.32%, RJIC 2021*    1     50.00   103.1231   103.1231   103.1231   103.1231   7.4399
Total               12   4150.00

Corporate Deep Discount Debentures
----------------------------------
CFIL 2018C (RESET)   1     10.00   108.1100   108.1100   108.1100   108.1100   0.0000
Total                1     10.00

Central Government Goi Dated Securities
---------------------------------------
7.83%, 2018          1   1750.00   101.8105   101.8105   101.8105   101.8105   6.2000
6.05%, 2019A         3   3650.00    99.6857    99.6857    99.6857    99.6857   6.2200
8.20%, 2025          2   2200.00   108.6150   108.6000   108.6150   108.6075   6.8599
6.97%, 2026          2   1250.00   104.0350   104.0050   104.0050   104.0110   6.4024
7.59%, 2026          1    250.00   107.0100   107.0100   107.0100   107.0100   6.5399
8.60%, 2028          1    100.00   112.3300   112.3300   112.3300   112.3300   7.0024
8.17%, 2044          1    500.00   111.5722   111.5722   111.5722   111.5722   7.2000
Total               11   9700.00

Institutions Non-Slr Bond
-------------------------
7.99%, NBRD 2019*    1    200.00   102.4855   102.4855   102.4855   102.4855   6.7000
Total                1    200.00

Public Sector Unit Tax-Free Bond
--------------------------------
7.04%, IRFC 2026*    1     50.00   107.0003   107.0003   107.0003   107.0003   6.0100
Total                1     50.00

Public Sector Unit Taxable Bond
-------------------------------
7.85%, PFC 2019*     1    250.00   101.9668   101.9668   101.9668   101.9668   6.8300
8.72%, PFC 2019*     1    100.00   103.4914   103.4914   103.4914   103.4914   6.8000
8.36%, PFC 2020*     3   1350.00   103.9957   103.9932   103.9932   103.9942   6.8600
8.36%, PFC 2020A*    1    350.00   104.4049   104.4049   104.4049   104.4049   6.9000
7.40%, PFC 2021*     1    250.00   101.0981   101.0981   101.0981   101.0981   7.0950
7.47%, PFC 2021*     2    500.00   101.3733   101.3347   101.3347   101.3540   7.0900
7.63%, PFC 2026*     1    200.00   102.2017   102.2017   102.2017   102.2017   7.2870
8.40%, PGC 2022*     1    100.00   105.2796   105.2796   105.2796   105.2796   7.1500
8.93%, PGC 2029*     1     50.00   112.6558   112.6558   112.6558   112.6558   7.3500
8.20%, PGC 2030*     1     90.00   106.7327   106.7327   106.7327   106.7327   7.3700
Total               13   3240.00

State Government Development Loan
---------------------------------
8.62%, JHAR 2030*    1     50.00   111.2012   111.2012   111.2012   111.2012   7.2800
8.39%, RAJ 2024*     1    100.00   105.9478   105.9478   105.9478   105.9478   7.3000
Total                2    150.00

Treasury Bill
------------- 
364-Days (maturing on) 
----------------------
Jan 18, 2018*        1    500.00    94.5190    94.5190    94.5190    94.5190   6.1350
Total                1    500.00

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

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