February 5, 2018 / 12:56 PM / 14 days ago

NSE Wholesale Debt Market Trades-Feb 5

    Feb 5 (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               :       11,965.5           11,965.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             31              31

GOVERNMENT SECURITIES                                    Monday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :        1,850.0            1,850.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :              9               9

NON-GOVERNMENT SECURITIES                                Monday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       10,115.5           10,115.5
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             22              22

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
----------------------------
8.13%, 2045                          550.00                  7.93
7.17%, 2028                          500.00                  7.59
11.60%, 2020                         350.00                  7.00

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Institutions Non-Slr Bond
-------------------------
6.98%, NBRD 2020                   2,000.00                  7.80

Public Sector Unit Taxable Bond
-------------------------------
7.95%, PFC 2019                    2,000.00                  7.77

Corporate Debentures
--------------------
7.49%, HDFC 2019                   1,500.00                  8.06

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
-------------------------------------------------------------------------------------

Corporate Debentures
--------------------
7.49%, HDFC 2019*    1   1500.00    99.4709    99.4709    99.4709    99.4709   8.0600
9.55%, HIND 2022*    1    100.00   104.2854   104.2854   104.2854   104.2854   8.2800
6.92%, LICH 2018*    1    500.00    99.1060    99.1060    99.1060    99.1060   8.0200
7.06%, LICH 2018*    1    500.00    99.2654    99.2654    99.2654    99.2654   8.0200
7.57%, LICH 2021*    1    650.00    98.4962    98.4962    98.4962    98.4962   8.1463
7.85%, LTF 2020A*    2    100.00    98.5809    98.5809    98.5809    98.5809   8.5000
6.78%, RIL 2020*     1    500.00    97.6012    97.6012    97.6012    97.6012   7.8000
Total                8   3850.00

Corporate Deep Discount Debentures
----------------------------------
CCFI 2018T (RESET)   1     15.50   140.9746   140.9746   140.9746   140.9746   0.0000
Total                1     15.50

Central Government Goi Dated Securities
---------------------------------------
11.60%, 2020*        4    350.00   111.8400   111.8400   111.8400   111.8400   6.9996
10.25%, 2021*        1    100.00   108.9900   108.9900   108.9900   108.9900   7.1502
7.17%, 2028*         1    500.00    97.1000    97.1000    97.1000    97.1000   7.5900
8.13%, 2045*         2    550.00   102.2000   102.1800   102.1800   102.1891   7.9316
Total                8   1500.00

Institutions Non-Slr Bond
-------------------------
6.98%, NBRD 2020*    3   2000.00    98.0588    98.0535    98.0588    98.0581   7.8000
Total                3   2000.00

Public Sector Unit Taxable Bond
-------------------------------
8.10%, NTPC 2021*    1     50.00   101.0472   101.0472   101.0472   101.0472   7.7000
7.95%, PFC 2019*     2   2000.00   100.1459   100.1459   100.1459   100.1459   7.7749
7.50%, PFC 2021*     1    250.00    98.8687    98.8687    98.8687    98.8687   7.8500
7.14%, RECL 2021*    2    600.00    97.8617    97.8417    97.8617    97.8517   7.8001
7.18%, RECL 2021*    2    500.00    98.4861    98.4861    98.4861    98.4861   7.7200
7.24%, RECL 2021*    1    500.00    98.1902    98.1902    98.1902    98.1902   7.8000
7.60%, RECL 2021*    1    350.00    99.6803    99.6803    99.6803    99.6803   7.7237
Total               10   4250.00

State Government Development Loan
---------------------------------
7.65%, KRN 2027*     1    350.00    96.4529    96.4529    96.4529    96.4529   8.1800
Total                1    350.00

(*) 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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