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NSE Wholesale Debt Market Trades-Mar 24
March 24, 2017 / 2:00 PM / 6 months ago

NSE Wholesale Debt Market Trades-Mar 24

   Mar 24 (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               :        8,259.8           149,265.3
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             39              364

GOVERNMENT SECURITIES                                    Friday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :        3,740.3           109,778.8
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :              8              192

NON-GOVERNMENT SECURITIES                                Friday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        4,519.5           39,486.5
--Total traded value of repo deals in mln rupees              ---              ---
--Total number of trades                         :             31              172

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
----------------------------
7.59%, 2026                        1,000.00                  6.98
8.83%, 2041                          600.00                  7.60

State Government Development Loan
---------------------------------
8.21%, RAJ 2023                      820.30                  8.55

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
-------------------------------
7.60%, PFC 2027                    1,100.00                  7.74

Corporate Debentures
--------------------
9.50%, HDFC 2024                     700.00                  7.80

Corporate Debentures
--------------------
9.00%, TCHF 2018B                    500.00                  7.67

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%, AXBK 2023*    1     50.00    98.4689    98.4689    98.4689    98.4689   7.8900
7.60%, ICIC 2023*    1     50.00    98.5723    98.5723    98.5723    98.5723   7.8700
8.40%, ICIC 2026*    1     50.00   102.9704   102.9704   102.9704   102.9704   7.9200
8.43%, IDFB 2017A*   1    250.00   100.5832   100.5832   100.5832   100.5832   7.4748
Total                4    400.00

Corporate Debentures
--------------------
8.38%, HDFC 2019*    1     50.00   101.2200   101.2200   101.2200   101.2200   7.7500
8.75%, HDFC 2021*    1     50.00   102.7457   102.7457   102.7457   102.7457   7.9000
9.50%, HDFC 2024*    1    700.00   108.0094   108.0094   108.0094   108.0094   7.8000
8.95%, IBS 2020A*    1    100.00   104.2823   104.2823   104.2823   104.2823   7.4900
8.37%, LICH 2021*    1     50.00   101.5482   101.5482   101.5482   101.5482   7.9000
8.75%, LICH 2021*    1    150.00   102.7221   102.7221   102.7221   102.7221   7.9100
7.7576%, TCHF 2018*  1    250.00   100.2425   100.2425   100.2425   100.2425   7.5000
9.00%, TCHF 2018B*   1    500.00   101.3994   101.3994   101.3994   101.3994   7.6700
9.00%, TCHF 2018D*   1    157.00   101.4752   101.4752   101.4752   101.4752   7.6700
Total                9   2007.00

Corporate Deep Discount Debentures
----------------------------------
CITI 2017Q (RESET)   5     12.50   144.9700   144.9700   144.9700   144.9700   0.0000
Total                5     12.50

Central Government Goi Dated Securities
---------------------------------------
7.59%, 2026          1   1000.00   103.9375   103.9375   103.9375   103.9375   6.9806
7.59%, 2029          1    250.00   102.0500   102.0500   102.0500   102.0500   7.3297
7.88%, 2030          1    250.00   104.4500   104.4500   104.4500   104.4500   7.3420
8.83%, 2041          1    600.00   113.6016   113.6016   113.6016   113.6016   7.6000
8.30%, 2042          1    600.00   108.3217   108.3217   108.3217   108.3217   7.5600
Total                5   2700.00

Institutions Non-Slr Bond
-------------------------
8.80%, EXIM 2023*    2    150.00   105.0809   105.0809   105.0809   105.0809   7.7000
Total                2    150.00

Public Sector Unit Taxable Bond
-------------------------------
6.83%, PFC 2020*     1     50.00    98.6132    98.6132    98.6132    98.6132   7.3500
7.60%, PFC 2027*     5   1100.00   100.1228    99.9239   100.1228    99.9691   7.7432
8.15%, PGC 2020A*    1     50.00   102.4698   102.4698   102.4698   102.4698   7.1800
6.83%, RECL 2020*    1    250.00    98.6587    98.6587    98.6587    98.6587   7.3100
8.87%, RECL 2020*    1     50.00   104.1868   104.1868   104.1868   104.1868   7.2300
9.02%, RECL 2022A*   2    450.00   105.9632   105.1465   105.1465   105.6002   7.6429
Total               11   1950.00

State Government Development Loan
---------------------------------
8.27%, KER 2025*     1     50.00   103.3941   103.3941   103.3941   103.3941   7.7100
8.45%, PUN 2023*     1    170.00   103.7467   103.7467   103.7467   103.7467   7.6600
8.21%, RAJ 2023*     1    820.30   102.5118   102.5118   102.5118   102.5118   8.5537
Total                3   1040.30

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

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