February 23, 2018 / 12:53 PM / 3 months ago

NSE Wholesale Debt Market Trades-Feb 23

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


TOTAL WDM TRADES                                         Friday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       15,343.5           50,578.6
--Total traded value of repo deals in mln rupees :              ---            ---
--Total number of trades                         :             38              163

GOVERNMENT SECURITIES                                    Friday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :        9,590.0           29,204.6
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             17              68

NON-GOVERNMENT SECURITIES                                Friday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        5,753.5           21,374.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             21              95

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
----------------------------
8.08%, 2022                        2,500.00                  7.48
6.05%, 2019A                       2,500.00                  6.68
8.33%, 2026                        1,000.00                  7.96

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
-------------------------------
8.03%, PFC26                       1,500.00                  7.99

Banks Perpetual Bond
--------------------
8.85%, HDBK                          950.00                  9.00

Banks Perpetual Bond
--------------------
9.2%, ICICA                          750.00                  9.13

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 Perpetual Bond
--------------------
8.75%, AXBKA*        1    500.00    98.1918    98.1918    98.1918    98.1918   9.3100
8.85%, HDBK*         2    950.00    99.4093    99.4093    99.4093    99.4093   9.0000
9.20%, ICICA*        3    750.00   100.2849    99.9578    99.9578   100.1759   9.1333
Total                6   2200.00

Corporate Debentures
--------------------
8.65%, LICH 2020A*   1     50.00   100.9035   100.9035   100.9035   100.9035   8.2050
7.73%, PFC 2021A*    1    100.00    99.7330    99.7330    99.7330    99.7330   7.8300
6.78%, RIL 2020*     1    400.00    97.5119    97.5119    97.5119    97.5119   7.8589
7.17%, RIL 2022*     2    500.00    96.7722    96.7722    96.7722    96.7722   8.0000
Total                5   1050.00

Corporate Deep Discount Debentures
----------------------------------
CCFI 2018H (RESET)   1      3.50   121.0222   121.0222   121.0222   121.0222   0.0000
Total                1      3.50

Central Government Goi Dated Securities
---------------------------------------
6.05%, 2019A*        2   2500.00    99.4377    99.4377    99.4377    99.4377   6.6750
8.08%, 2022*         2   2500.00   102.2204   102.2204   102.2204   102.2204   7.4800
6.97%, 2026*         1    400.00    94.2700    94.2700    94.2700    94.2700   7.9058
8.33%, 2026*         1   1000.00   102.2200   102.2200   102.2200   102.2200   7.9590
6.79%, 2027*         2   1000.00    92.9750    92.9300    92.9750    92.9525   7.8772
8.28%, 2027*         1    100.00   101.9048   101.9048   101.9048   101.9048   7.9900
8.60%, 2028*         1    500.00   104.2500   104.2500   104.2500   104.2500   7.9827
6.68%, 2031*         2    500.00    89.4100    89.3750    89.4100    89.3925   7.9733
7.73%, 2034*         3    490.00    97.3302    97.3302    97.3302    97.3302   8.0200
Total               15   8990.00

Public Sector Unit Tax-Free Bond
--------------------------------
7.64%, IRFC 2031*    1     50.00   109.9134   109.9134   109.9134   109.9134   6.2125
Total                1     50.00

Public Sector Unit Taxable Bond
-------------------------------
9.95%, FCI 2022*     1    100.00   106.4469   106.4469   106.4469   106.4469   8.0100
7.50%, PFC 2020*     1    250.00    99.1088    99.1088    99.1088    99.1088   7.9100
7.63%, PFC 2026*     1     50.00    96.0436    96.0436    96.0436    96.0436   8.2800
8.03%, PFC 2026*     2   1500.00   100.0500   100.0500   100.0500   100.0500   7.9874
6.99%, RECL 2020*    1    250.00    97.8777    97.8777    97.8777    97.8777   7.8300
7.03%, RECL 2022*    1    250.00    96.5265    96.5265    96.5265    96.5265   7.9500
7.45%, RECL 2022*    1     50.00    97.9351    97.9351    97.9351    97.9351   7.9700
Total                8   2450.00


Treasury Bill 
------------- 
312-Days (maturing on) 
----------------------
Mar 16, 2018*        2    600.00    99.7020    99.7000    99.7020    99.7012   6.0767
Total                2    600.00

(*) 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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