March 30, 2017 / 1:46 PM / 4 months ago

NSE Wholesale Debt Market Trades-Mar 30

10 Min Read

    Mar 30 (Reuters) - Below is a summary of Thursday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                       Thursday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       22,969.5           63,562.5
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             73              183

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       11,124.5           37,656.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             33              82

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       11,845.0           25,906.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             40              101

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
----------------------------
8.21%, HARY23                      1,867.40                  7.38
6.05%, 2019                        1,750.00                  6.42
8.15%, 2026                        1,700.00                  7.20

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------

Corporate Debentures
--------------------
7.45%, HDFC 2018                   1,500.00                  7.50

Institutions Non-Slr Bond
-------------------------
8.3750%,EXIM 2025                   1,200.00                  7.68

Institutions Non-Slr Bond
-------------------------
Public Sector Unit Taxable Bond
-------------------------------
9.81%, PFC 2018                      850.00                  7.20

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*    2    500.00    98.9157    98.9157    98.9157    98.9157   7.8000
Total                2    500.00

Banks Perpetual Bond
--------------------
8.75%, SBI*          1    150.00   100.1419   100.1419   100.1419   100.1419   8.6800
9.00%, SBI*          1    250.00   101.0271   101.0271   101.0271   101.0271   8.6800
Total                2    400.00

Corporate Debentures
--------------------
7.45%, HDFC 2018*    1   1500.00    99.9828    99.9828    99.9828    99.9828   7.5000
7.48%, HDFC 2019*    1     50.00    99.4412    99.4412    99.4412    99.4412   7.7000
8.38%, HDFC 2019*    1    750.00   101.5230   101.5230   101.5230   101.5230   7.6000
8.65%, HDFC 2020C*   1     50.00   102.8555   102.8555   102.8555   102.8555   7.6560
8.90%, IBHF 2021*    1    100.00   100.4259   100.4259   100.4259   100.4259   8.7500
8.95%, IBS 2020A*    1     50.00   104.4775   104.4775   104.4775   104.4775   7.4200
7.96%, LICH 2019*    1    500.00   100.8394   100.8394   100.8394   100.8394   7.5950
8.47%, PNB 2021*     3    600.00   102.7383   102.7383   102.7383   102.7383   7.8500
10.25%, RGTI 2021*   1     50.00   106.6448   106.6448   106.6448   106.6448   8.3500
Total               11   3650.00

Corporate Deep Discount Debentures
----------------------------------
0.00%, CHOI 2017S*   1    100.00   115.7662   115.7662   115.7662   115.7662   7.4500
Total                1    100.00

Central Government Goi Dated Securities
---------------------------------------
7.83%, 2018          1    500.00   101.5451   101.5451   101.5451   101.5451   6.2550
6.05%, 2019          2   1750.00    99.2500    99.2500    99.2500    99.2500   6.4153
7.59%, 2026          1    250.00   104.6875   104.6875   104.6875   104.6875   6.8678
8.15%, 2026          1   1700.00   106.4800   106.4800   106.4800   106.4800   7.2045
8.26%, 2027          1    150.00   107.0182   107.0182   107.0182   107.0182   7.2800
6.79%, 2029          1    250.00    97.5500    97.5500    97.5500    97.5500   7.0834
7.61%, 2030          1    500.00   103.7450   103.7450   103.7450   103.7450   7.1634
9.20%, 2030          1     10.00   115.9000   115.9000   115.9000   115.9000   7.3256
8.30%, 2040          1     50.00   108.5480   108.5480   108.5480   108.5480   7.5150
9.23%, 2043          1    300.00   118.9639   118.9639   118.9639   118.9639   7.5650
8.17%, 2044          1    500.00   107.8133   107.8133   107.8133   107.8133   7.4950
8.13%, 2045          2    500.00   107.7022   107.7022   107.7022   107.7022   7.4700
Total               14   6460.00

Institutions Non-Slr Bond
-------------------------
8.80%, EXIM 2023*    1    150.00   105.9867   105.9867   105.9867   105.9867   7.5100
8.18%, EXIM 2025*    1    750.00   102.9724   102.9724   102.9724   102.9724   7.6833
8.3750%, EXIM 2025*  1   1200.00   104.0609   104.0609   104.0609   104.0609   7.6800
8.20%, NHB 2018*     1    100.00   101.1703   101.1703   101.1703   101.1703   6.7500
Total                4   2200.00

Public Sector Unit Taxable Bond
-------------------------------
9.95%, FCI 2022*     2    300.00   109.9131   109.7637   109.9131   109.8882   7.4708
8.18%, NTPC 2020*    1    150.00   103.0833   103.0833   103.0833   103.0833   7.1900
8.17%, PFC 2018*     1    600.00   101.1688   101.1688   101.1688   101.1688   7.2000
9.81%, PFC 2018*     1    850.00   103.5516   103.5516   103.5516   103.5516   7.2000
6.83%, PFC 2020*     1    250.00    98.6154    98.6154    98.6154    98.6154   7.3500
7.05%, PFC 2020*     3    645.00    99.1951    99.1413    99.1951    99.1742   7.3581
7.50%, PFC 2020*     1     50.00   100.3225   100.3225   100.3225   100.3225   7.4000
7.50%, PFC 2021*     1    500.00   100.0282   100.0282   100.0282   100.0282   7.4700
7.63%, PFC 2026*     2    150.00    99.4497    99.4497    99.4497    99.4497   7.7000
8.93%, PGC 2023*     1     50.00   106.7335   106.7335   106.7335   106.7335   7.5700
7.89%, PGC 2027*     1     50.00   101.9275   101.9275   101.9275   101.9275   7.6000
6.83%, RECL 2020*    1    400.00    98.8015    98.8015    98.8015    98.8015   7.2600
9.02%, RECL 2022A*   1    250.00   106.7881   106.7881   106.7881   106.7881   7.4800
8.82%, RECL 2023*    3    750.00   105.9709   105.9220   105.9709   105.9546   7.5533
Total               20   4995.00

State Government Development Loan
---------------------------------
8.21%, HARY 2023*    7   1867.36   102.9685   102.7994   102.9685   102.8880   7.3797
7.61%, KER 2026*     2    350.00   100.1179   100.1179   100.1179   100.1179   7.5900
8.21%, RAJ 2023*     1     97.10   102.8476   102.8476   102.8476   102.8476   6.7803
8.01%, TN 2030*      2    300.00   102.4713   102.4713   102.4713   102.4713   7.7050
8.05%, TN 2031*      2    300.00   102.9181   102.9181   102.9181   102.9181   7.7050
7.74%, TN 2032*      1    100.00   100.5149   100.5149   100.5149   100.5149   7.6800
7.64%, UP 2027*      2    150.00   100.2400   100.2200   100.2400   100.2267   7.6071
Total               17   3164.46


Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Mar 29, 2018*        1    250.00    94.2804    94.2804    94.2804    94.2804   6.1000
Total                1    250.00


Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Jun 01, 2017*        1   1250.00    99.0411    99.0411    99.0411    99.0411   5.7000
Total                1   1250.00

(*) 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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