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NSE Wholesale Debt Market Trades-Mar 21
March 21, 2017 / 1:05 PM / 6 months ago

NSE Wholesale Debt Market Trades-Mar 21

   Mar 21 (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               :       46,807.1           72,249.1
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :            110              152

GOVERNMENT SECURITIES                                   Tuesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       36,543.1           56,971.1
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             64              88

NON-GOVERNMENT SECURITIES                               Tuesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       10,264.0           15,278.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             46              64

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
----------------------------
8.15%, 2022A                      15,704.00                  7.01
8.08%, 2022                        4,915.40                  7.00

State Government Development Loan
---------------------------------
8.21%, RAJ 2022                    3,207.20                  7.62

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
-------------------------------
7.85%, PFC 2019                    1,250.00                  7.38

Banks Bond
----------
7.99%, PSB 2026                      800.00                  7.92

Institutions Non-Slr Bond
-------------------------
8.00%, EXIM 2021                     700.00                  7.50

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
----------
7.60%, ICIC 2023*    1    180.00    98.1032    98.1032    98.1032    98.1032   7.9650
7.99%, PSB 2026*     8    800.00   100.4000   100.3400   100.3800   100.3738   7.9170
Total                9    980.00

Banks Perpetual Bond
--------------------
11.50%, BOIA         4      4.00   107.1459   106.0907   107.1459   106.7937   9.4250
Total                4      4.00

Corporate Debentures
--------------------
9.10%, DHFL 2019A*   1    100.00   100.5328   100.5328   100.5328   100.5328   8.8000
4.50%, IBHF 2017*    1    500.00   119.1459   119.1459   119.1459   119.1459   7.0100
9.30%, IBHF 2018B*   1    500.00   100.9631   100.9631   100.9631   100.9631   8.2500
8.47%, LICH 2020A*   1    250.00   101.7129   101.7129   101.7129   101.7129   7.8300
9.24%, LICH 2024*    2    400.00   106.1215   106.1215   106.1215   106.1215   8.1000
8.6907%, LTFN 2019*  1    500.00   101.3981   101.3981   101.3981   101.3981   7.9000
9.00%, MMFS 2026*    1     50.00   101.6909   101.6909   101.6909   101.6909   8.7100
7.72%, SUNF 2018*    1    250.00    99.8148    99.8148    99.8148    99.8148   7.8000
8.5687%, SUNF 2018*  1    500.00   100.8940   100.8940   100.8940   100.8940   7.6000
8.40%, TML 2021*     1    250.00   101.1355   101.1355   101.1355   101.1355   8.0500
Total               11   3300.00

Central Government Goi Dated Securities
---------------------------------------
8.08%, 2022          4   4915.38   104.7455   104.7455   104.7455   104.7455   7.0000
8.20%, 2022          1    500.00   104.9765   104.9765   104.9765   104.9765   6.9800
8.15%, 2022A         7  15704.00   104.9393   104.8928   104.8949   104.9002   7.0087
8.20%, 2025          1     50.00   105.3150   105.3150   105.3150   105.3150   7.3484
7.59%, 2026          2   1000.00   103.3700   103.3700   103.3700   103.3700   7.0669
8.33%, 2026          2   1000.00   106.3614   106.3614   106.3614   106.3614   7.3700
7.61%, 2030          1    100.00   102.4950   102.4950   102.4950   102.4950   7.3096
7.88%, 2030          2   2500.00   103.5500   103.5400   103.5400   103.5480   7.4489
8.17%, 2044          1   1000.00   105.7500   105.7500   105.7500   105.7500   7.6650
6.62%, 2051          5    250.00    90.4500    90.4500    90.4500    90.4500   7.3863
7.72%, 2055          1     50.00   101.4791   101.4791   101.4791   101.4791   7.6000
Total               27  27069.38

Institutions Non-Slr Bond
-------------------------
8.00%, EXIM 2021*    2    700.00   101.6791   101.6791   101.6791   101.6791   7.5000
8.27%, SIDB 2018A*   1     50.00   101.3978   101.3978   101.3978   101.3978   7.1000
Total                3    750.00

Public Sector Unit Taxable Bond
-------------------------------
8.10%, NTPC 2021*    1    100.00   101.8499   101.8499   101.8499   101.8499   7.5500
7.37%, NTPC 2031*    1    600.00    95.6367    95.6367    95.6367    95.6367   7.8700
7.85%, PFC 2019*     1   1250.00   100.8538   100.8538   100.8538   100.8538   7.3800
8.36%, PFC 2020*     2    230.00   102.4351   102.3052   102.4351   102.3617   7.4283
8.53%, PFC 2020*     2    350.00   102.7732   102.7165   102.7732   102.7246   7.5471
8.40%, PGC 2028*     1    400.00   103.5354   103.5354   103.5354   103.5354   7.9000
8.40%, PGC 2029*     1    400.00   103.7335   103.7335   103.7335   103.7335   7.9000
8.40%, PGC 2030*     1    250.00   103.9167   103.9167   103.9167   103.9167   7.9000
8.65%, RECL 2019*    1    250.00   102.1800   102.1800   102.1800   102.1800   7.3000
9.04%, RECL 2019*    1    400.00   103.6683   103.6683   103.6683   103.6683   7.3800
7.13%, RECL 2020*    2    150.00    99.1708    99.1708    99.1708    99.1708   7.4100
8.36%, RECL 2020*    1    250.00   102.6593   102.6593   102.6593   102.6593   7.4600
7.14%, RECL 2021*    1     50.00    98.2523    98.2523    98.2523    98.2523   7.5750
8.57%, RECL 2024*    1    100.00   103.6817   103.6817   103.6817   103.6817   7.9113
8.27%, RECL 2025*    1    200.00   102.1320   102.1320   102.1320   102.1320   7.8900
7.54%, RECL 2026*    1    250.00    97.7277    97.7277    97.7277    97.7277   7.8700
Total               19   5230.00

State Government Development Loan
---------------------------------
7.78%, BIH 2027*     1    200.00   100.2750   100.2750   100.2750   100.2750   7.7387
8.10%, GOA 2025*     4    180.00   102.1600   102.1600   102.1600   102.1600   7.7499
9.23%, GUJ 2022*     2     87.70   107.1300   107.1300   107.1300   107.1300   7.4992
8.25%, GUJ 2024*     3    140.00   102.9800   102.9800   102.9800   102.9800   7.7286
9.25%, KER 2022*     4    181.00   107.2100   107.2100   107.2100   107.2100   7.4998
7.86%, KRN 2027*     2   1500.00   101.0976   101.0976   101.0976   101.0976   7.7000
8.21%, RAJ 2022*     4   3207.25   102.4628   102.4211   102.4211   102.4380   7.6159
8.39%, RAJ 2022*     4   1934.90   103.1810   103.0978   103.1394   103.1481   7.6179
8.39%, RAJ 2024*     1    399.00   102.5075   102.5075   102.5075   102.5075   7.9150
8.12%, RAJ 2025*     2    100.00   102.1200   102.1200   102.1200   102.1200   7.7500
8.39%, RAJ 2025*     1    500.00   102.7682   102.7682   102.7682   102.7682   7.9150
7.65%, TEL 2032*     2    300.00    99.2876    99.2876    99.2876    99.2876   7.7300
7.96%, TEL 2032*     1    100.00   100.0807   100.0807   100.0807   100.0807   7.9500
9.17%, UP 2022*      3    130.40   107.0300   107.0300   107.0300   107.0300   7.4999
9.90%, WB 2018*      1     63.50   104.2000   104.2000   104.2000   104.2000   6.6038
8.09%, WB 2026*      1    250.00   101.8640   101.8640   101.8640   101.8640   7.8000
Total               36   9273.75

Treasury Bill 
-------------
182-Days (maturing on) 
----------------------
Jun 15, 2017*        1    200.00    98.6469    98.6469    98.6469    98.6469   5.8900
Total                1    200.00

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

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