March 31, 2017 / 1:18 PM / 5 months ago

NSE Wholesale Debt Market Trades-Mar 31

    Mar 31 (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               :       16,252.9           80,065.4
--Total traded value of repo deals in mln rupees :           ---               ---
--Total number of trades                         :             74              258

GOVERNMENT SECURITIES                                    Friday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :        7,877.9           45,783.9
--Total traded value of repo deals in mln rupees :           ---              ---
--Total number of trades                         :             30              113

NON-GOVERNMENT SECURITIES                                Friday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        8,375.0           34,281.5
--Total traded value of repo deals in mln rupees :           ---              ---
--Total number of trades                         :             44              145

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
----------------------------
7.61%, 2030                        1,750.00                  7.17
7.38%, MAH22                       1,000.00                  7.38



Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
May 18, 2017                       1,500.00                  5.70


TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
Public Sector Unit Taxable Bond
-------------------------------
7.95%, RECL27                      1,050.00                  7.60
Institutions Non-Slr Bond
-------------------------
Corporate Debentures
--------------------
8.35%, HDFC 2018                     850.00                  7.45
Institutions Non-Slr Bond
-------------------------
Public Sector Unit Taxable Bond
-------------------------------
7.6%, PFC27                          750.00                  7.64

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
----------
8.85%, AXBK 2024*    1    200.00   105.9404   105.9404   105.9404   105.9404   7.7750
7.60%, ICIC 2023*    1    250.00    99.3159    99.3159    99.3159    99.3159   7.7200
Total                2    450.00

Banks Perpetual Bond
--------------------
9.95%,  BOI          2      8.00   101.7090   100.0000   101.7090   100.8545   9.7250
11.50%, BOIA         3      7.00   107.1214   104.4025   104.4025   105.1793   9.9571
9.20%,  ICICA*       3    550.00   100.1191   100.0800   100.0800   100.0836   9.1692
Total                8    565.00

Corporate Debentures
--------------------
9.13%, CHOI 2018C*   1    150.00   101.3971   101.3971   101.3971   101.3971   7.8000
8.35%, HDFC 2018*    1    850.00   101.2915   101.2915   101.2915   101.2915   7.4500
8.49%, HDFC 2020*    1     50.00   102.3222   102.3222   102.3222   102.3222   7.6000
8.65%, HDFC 2020C*   1    100.00   102.8475   102.8475   102.8475   102.8475   7.6500
8.32%, HDFC 2026*    1     50.00   103.2413   103.2413   103.2413   103.2413   7.8000
8.10%, IBHF 2018*    1    100.00   100.0670   100.0670   100.0670   100.0670   8.0100
8.75%, IBHF 2021*    1     50.00    99.8904    99.8904    99.8904    99.8904   8.7500
8.03%, IDEA 2022*    1    150.00    98.9228    98.9228    98.9228    98.9228   8.2936
7.5072%, LICH 2018*  1    500.00   100.1576   100.1576   100.1576   100.1576   7.4200
7.51%, LICH 2018*    1    500.00   100.1870   100.1870   100.1870   100.1870   7.3900
Total               10   2500.00

Corporate Deep Discount Debentures
----------------------------------
CFIL 2019C (RESET)   1     10.00   112.8900   112.8900   112.8900   112.8900   0.0000
Total                1     10.00

Central Government Goi Dated Securities
---------------------------------------
7.83%, 2018          1    500.00   101.5388   101.5388   101.5388   101.5388   6.2500
7.80%, 2021          1    300.00   103.8700   103.8700   103.8700   103.8700   6.6860
7.59%, 2026          1    100.00   104.8500   104.8500   104.8500   104.8500   6.8428
6.79%, 2029          1     50.00    97.9000    97.9000    97.9000    97.9000   7.0408
7.61%, 2030          5   1750.00   103.8161   103.3500   103.3500   103.6863   7.1702
8.24%, 2033          1     83.90   107.9420   107.9420   107.9420   107.9420   7.4000
8.33%, 2036          1    100.00   109.0000   109.0000   109.0000   109.0000   7.4398
8.17%, 2044          2    500.00   107.9100   107.9000   107.9100   107.9050   7.4876
Total               13   3383.90

Institutions Non-Slr Bond
-------------------------
9.28%, EXIM 2018*    1    100.00   103.0624   103.0624   103.0624   103.0624   7.0500
Total                1    100.00

Institutions Zero Coupon Bond
-----------------------------
0.00%, NBRD 2019*    1     50.00    89.0158    89.0158    89.0158    89.0158   6.8500
Total                1     50.00

Public Sector Unit Taxable Bond
-------------------------------
7.00%, IRFC 2018*    1    500.00   100.0593   100.0593   100.0593   100.0593   7.0000
8.54%, NHPC 2018*    1     50.00   102.1821   102.1821   102.1821   102.1821   7.0500
6.72%, NTPC 2021*    1     50.00    97.5997    97.5997    97.5997    97.5997   7.3300
6.83%, PFC 2020*     1    250.00    98.6161    98.6161    98.6161    98.6161   7.3500
7.40%, PFC 2021*     1    250.00    99.8432    99.8432    99.8432    99.8432   7.4200
7.60%, PFC 2027*     3    750.00   100.6532   100.6382   100.6532   100.6482   7.6408
7.89%, PGC 2027*     1    250.00   102.1995   102.1995   102.1995   102.1995   7.5600
9.25%, RECL 2017A*   1     50.00   100.8548   100.8548   100.8548   100.8548   6.8347
9.38%, RECL 2018*    1    500.00   103.2496   103.2496   103.2496   103.2496   7.1000
7.24%, RECL 2021*    2    250.00    99.5992    99.5992    99.5992    99.5992   7.3250
8.44%, RECL 2021*    1     50.00   104.1525   104.1525   104.1525   104.1525   7.3600
8.82%, RECL 2023*    1    450.00   106.1177   106.1177   106.1177   106.1177   7.5200
7.54%, RECL 2026*    1    250.00    99.2482    99.2482    99.2482    99.2482   7.6400
7.95%, RECL 2027*    5   1050.00   102.3336   102.3301   102.3301   102.3319   7.6000
Total               21   4700.00

State Government Development Loan
---------------------------------
8.05%, GUJ 2025A*    1     50.00   102.4442   102.4442   102.4442   102.4442   7.6300
7.86%, KRN 2027*     1    250.00   102.0653   102.0653   102.0653   102.0653   7.5600
7.38%, MAH 2022*     1   1000.00    99.9861    99.9861    99.9861    99.9861   7.3800
8.12%, MAH 2025*     1     50.00   103.0388   103.0388   103.0388   103.0388   7.6300
8.47%, MAH 2026*     1     50.00   105.3191   105.3191   105.3191   105.3191   7.6300
8.39%, RAJ 2020A*    1    100.00   103.2663   103.2663   103.2663   103.2663   7.1400
8.39%, RAJ 2022*     1    250.00   103.8259   103.8259   103.8259   103.8259   7.4500
8.21%, RAJ 2023*     1    500.00   103.0364   103.0364   103.0364   103.0364   7.5700
8.07%, TN 2026*      1     50.00   102.8529   102.8529   102.8529   102.8529   7.6300
8.04%, TN 2029*      1     94.00   102.5452   102.5452   102.5452   102.5452   7.9109
8.01%, TN 2030*      2    200.00   102.6757   102.5931   102.5931   102.6344   7.6850
8.05%, TN 2031*      2    200.00   103.1321   103.0456   103.0456   103.0889   7.6850
7.92%, TN 2032*      2    200.00   102.1094   102.0201   102.0201   102.0648   7.6850
Total               16   2994.00


Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
May 18, 2017*         1   1500.00    99.3022    99.3022    99.3022    99.3022   5.7000
Total                 1   1500.00




(*) 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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