February 27, 2018 / 1:22 PM / a year ago

NSE Wholesale Debt Market Trades-Feb 27

    Feb 27 (Reuters) - Below is a summary of Tuesday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                        Tuesday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       17,247.0           24,697.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             58              83

GOVERNMENT SECURITIES                                   Tuesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       10,232.0           15,482.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             29              43

NON-GOVERNMENT SECURITIES                               Tuesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        7,015.0            9,215.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             29              40

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
----------------------------
8.33%, 2026                        2,000.00                  7.96
6.68%, 2031                        1,400.00                  7.95
6.35%, 2020                        1,350.00                  6.88

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%, LICH 2019                   1,250.00                  8.20

Corporate Debentures
--------------------
7.45%, HDFC 2018                     750.00                  7.75

Public Sector Unit Taxable Bond
-------------------------------
9.63%, RECL 2019                     750.00                  7.68

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
----------
9.00%, ICIC 2018*    2    450.00   100.1365   100.0727   100.0727   100.0798   8.1544
Total                2    450.00

Banks Perpetual Bond
--------------------
9.20%, ICICA*        1    150.00    99.9109    99.9109    99.9109    99.9109   9.2150
Total                1    150.00

Corporate Debentures
--------------------
7.33%, HDFC 2018*    1    250.00    99.3146    99.3146    99.3146    99.3146   8.1300
7.45%, HDFC 2018*    1    750.00    99.7984    99.7984    99.7984    99.7984   7.7500
8.70%, LICH 2019*    2   1250.00   100.6914   100.6914   100.6914   100.6914   8.2000
9.7624%, LICH 2019*  2    650.00   101.5390   101.5348   101.5348   101.5354   8.1500
9.30%, LICH 2022*    2    200.00   103.5511   103.5511   103.5511   103.5511   8.3000
7.65%, LTF 2020*     2    150.00    97.7132    97.7132    97.7132    97.7132   8.6000
7.8005%, LTF 2020*   2    150.00    98.4274    98.4274    98.4274    98.4274   8.6000
7.85%, LTF 2020B*    1    150.00    98.4012    98.4012    98.4012    98.4012   8.6000
7.63%, PNB 2020A*    1    100.00    98.3528    98.3528    98.3528    98.3528   8.3800
7.72%, SUNF 2018*    1    500.00    99.6023    99.6023    99.6023    99.6023   8.1600
8.16%, TCFS 2018*    1    250.00    99.7647    99.7647    99.7647    99.7647   8.3100
8.16%, TCHF 2018*    1    250.00    99.7647    99.7647    99.7647    99.7647   8.3100
Total               17   4650.00

Corporate Deep Discount Debentures
----------------------------------
CCFL 2019R (RESET)   2     60.00   107.2549   107.2049   107.2549   107.2466   0.0000
CCFL 2020R (RESET)   1      5.00   109.4472   109.4472   109.4472   109.4472   0.0000
Total                3     65.00

Central Government Goi Dated Securities
---------------------------------------
7.28%, 2019*         1    250.00   100.6529   100.6529   100.6529   100.6529   6.7200
6.35%, 2020*         1   1350.00    99.0850    99.0850    99.0850    99.0850   6.8800
6.84%, 2022*         2    150.00    97.5850    97.5300    97.5850    97.5667   7.4477
7.16%, 2023*         1   1000.00    98.4000    98.4000    98.4000    98.4000   7.5321
7.35%, 2024*         1    250.00    98.2900    98.2900    98.2900    98.2900   7.6936
7.59%, 2026*         1    500.00    98.1400    98.1400    98.1400    98.1400   7.9095
8.33%, 2026*         2   2000.00   102.1920   102.1820   102.1920   102.1870   7.9640
6.79%, 2027*         2    750.00    93.1700    92.9200    93.1700    93.0867   7.8559
7.17%, 2028*         1    250.00    96.3000    96.3000    96.3000    96.3000   7.7106
6.68%, 2031*         5   1400.00    89.5500    89.4800    89.4800    89.5364   7.9548
7.50%, 2034*         1    232.00    95.2881    95.2881    95.2881    95.2881   8.0200
7.73%, 2034*         3    350.00    97.3500    97.1960    97.3500    97.2180   8.0325
8.13%, 2045*         4    900.00   101.4717   101.4717   101.4717   101.4717   7.9950
Total               25   9382.00

Public Sector Unit Taxable Bond
-------------------------------
8.20%, PFC 2025*     1    100.00   100.0308   100.0308   100.0308   100.0308   8.1900
7.30%, PGC 2027*     1    200.00    92.9926    92.9926    92.9926    92.9926   8.4000
8.40%, PGC 2028*     1     50.00    99.8604    99.8604    99.8604    99.8604   8.4048
9.04%, RECL 2019*    1    500.00   101.6721   101.6721   101.6721   101.6721   7.8450
9.63%, RECL 2019*    1    750.00   101.6700   101.6700   101.6700   101.6700   7.6800
7.54%, RECL 2026*    1    100.00    94.6819    94.6819    94.6819    94.6819   8.4049
Total                6   1700.00

State Government Development Loan
---------------------------------
8.15%, RAJ 2021*     1    500.00   101.1335   101.1335   101.1335   101.1335   7.7500
8.21%, RAJ 2021*     1    150.00   101.5858   101.5858   101.5858   101.5858   7.6200
7.18%, TN 2027*      1     50.00    93.5133    93.5133    93.5133    93.5133   8.1800
8.51%, UP 2021*      1    150.00   102.3828   102.3828   102.3828   102.3828   7.6200
Total                4    850.00

(*) 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
0 : 0
  • narrow-browser-and-phone
  • medium-browser-and-portrait-tablet
  • landscape-tablet
  • medium-wide-browser
  • wide-browser-and-larger
  • medium-browser-and-landscape-tablet
  • medium-wide-browser-and-larger
  • above-phone
  • portrait-tablet-and-above
  • above-portrait-tablet
  • landscape-tablet-and-above
  • landscape-tablet-and-medium-wide-browser
  • portrait-tablet-and-below
  • landscape-tablet-and-below