February 15, 2018 / 1:25 PM / 3 months ago

NSE Wholesale Debt Market Trades-Feb 15

    Feb 15 (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               :       20,147.0           51,047.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             44              111

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       14,450.0           39,600.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             25              72

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        5,697.0           11,447.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             19              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
----------------------------
7.80%, 2021                        3,350.00                  7.11
7.94%, 2021                        3,000.00                  7.14
State Government Development Loan
---------------------------------
8.15%, RAJ 2021                    2,150.00                  7.63

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Banks Bond
----------
8.5455%, IDFB 2018                 1,700.00                  7.75

Public Sector Unit Taxable Bond
-------------------------------
9.32%, PFC 2019                      850.00                  7.74

Public Sector Unit Taxable Bond
-------------------------------
7.40%, PFC 2021                      600.00                  7.82

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
----------
8.5455%, IDFB 2018*  1   1700.00   100.1208   100.1208   100.1208   100.1208   7.7500
Total                1   1700.00

Corporate Debentures
--------------------
8.70%, HDFC 2018*    1    250.00   100.2022   100.2022   100.2022   100.2022   7.6500
8.65%, HDFC 2020C*   1    250.00   101.0255   101.0255   101.0255   101.0255   8.1500
6.78%, RIL 2020*     2    450.00    97.7565    97.7565    97.7565    97.7565   7.7400
8.10%, RJIC 2019A*   1    250.00   100.3511   100.3511   100.3511   100.3511   7.7500
Total                5   1200.00

Corporate Deep Discount Debentures
----------------------------------
CCFL 2019X (RESET)   2    150.00   107.0151   106.9951   107.0151   107.0084   0.0000
CCFL 2019Y (RESET)   1    100.00   107.6514   107.6514   107.6514   107.6514   0.0000
Total                3    250.00

Central Government Goi Dated Securities
---------------------------------------
7.28%, 2019          2   1000.00   100.6702   100.6702   100.6702   100.6702   6.7200
6.35%, 2020          1    750.00    99.1930    99.1930    99.1930    99.1930   6.8094
8.19%, 2020          1    750.00   102.4100   102.4100   102.4100   102.4100   6.8219
7.80%, 2021          4   3350.00   101.9323   101.9000   101.9000   101.9177   7.1052
7.94%, 2021          4   3000.00   102.2956   102.2800   102.2800   102.2852   7.1385
8.20%, 2022          1    500.00   102.8800   102.8800   102.8800   102.8800   7.3552
8.33%, 2026          2   1000.00   102.6800   102.5700   102.6800   102.6250   7.8944
7.73%, 2034          2    350.00    98.5000    98.5000    98.5000    98.5000   7.8907
8.13%, 2045          2    300.00   102.8015   102.8015   102.8015   102.8015   7.8775
Total               19  11000.00

Institutions Non-Slr Bond
-------------------------
6.98%, NBRD 2020*    1    250.00    98.2365    98.2365    98.2365    98.2365   7.7300
8.37%, NBRD 2020*    1     50.00   101.2373   101.2373   101.2373   101.2373   7.7300
Total                2    300.00

Public Sector Unit Taxable Bond
-------------------------------
8.80%, FCI 2028*     2    100.00   104.4021   104.2834   104.2834   104.3428   8.1500
7.33%, IRFC 2027*    1     50.00    95.2022    95.2022    95.2022    95.2022   8.0699
9.32%, PFC 2019*     1    850.00   102.1900   102.1900   102.1900   102.1900   7.7392
7.40%, PFC 2021*     1    600.00    98.6380    98.6380    98.6380    98.6380   7.8200
8.98%, PFC 2024A*    1    500.00   104.1468   104.1468   104.1468   104.1468   8.1250
7.75%, PFC 2027*     1     50.00    98.7280    98.7280    98.7280    98.7280   8.1000
8.27%, RECL 2025*    1     97.00   101.0843   101.0843   101.0843   101.0843   8.0500
Total                8   2247.00

State Government Development Loan
---------------------------------
7.82%, KRN 2027*     1     50.00    98.3000    98.3000    98.3000    98.3000   8.0710
8.15%, RAJ 2021*     3   2150.00   101.4973   101.4973   101.4973   101.4973   7.6300
Total                4   2200.00

Treasury Bill 
------------- 
323-Days (maturing on) 
----------------------
Mar 13, 2018*        1   1000.00    98.5853    98.5853    98.5853    98.5853   6.0800
Total                1   1000.00

Treasury Bill 
------------- 
329-Days (maturing on) 
----------------------
Mar 12, 2018*        1    250.00    99.5992    99.5992    99.5992    99.5992   6.1200
Total                1    250.00

 (*) 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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