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NSE Wholesale Debt Market Trades-Apr 5
April 5, 2017 / 12:48 PM / 5 months ago

NSE Wholesale Debt Market Trades-Apr 5

    Apr 5 (Reuters) - Below is a summary of Wednesday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                      Wednesday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       25,329.0           38,098.7
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             76              111

GOVERNMENT SECURITIES                                 Wednesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       20,020.0           27,272.7
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             53              68

NON-GOVERNMENT SECURITIES                             Wednesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        5,309.0           10,826.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             23              43

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                       6,000.00                  6.83
8.83%, 2023                        2,150.00                  7.02
8.28%, 2027                        1,950.00                  7.26

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
Banks Bond
----------
7.60%, ICIC 2023                   1,700.00                  7.72

Institutions Non-Slr Bond
-------------------------
Corporate Debentures
--------------------
8.46%, HDFC 2019                     550.00                  7.55

Institutions Non-Slr Bond
-------------------------
Corporate Debentures
--------------------
7.80%, HDFC 2019                     500.00                  7.57

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    250.00    99.3143    99.3143    99.3143    99.3143   7.7200
7.95%, HDBK 2026*    1     50.00   101.1371   101.1371   101.1371   101.1371   7.7600
7.60%, ICIC 2023*    7   1700.00    99.4158    99.2420    99.2668    99.3412   7.7150
Total                9   2000.00

Corporate Debentures
--------------------
8.85%, ABF 2019*     1    150.00   101.6561   101.6561   101.6561   101.6561   7.8500
7.80%, HDFC 2019*    1    500.00   100.4568   100.4568   100.4568   100.4568   7.5700
8.46%, HDFC 2019*    1    550.00   101.5820   101.5820   101.5820   101.5820   7.5500
Total                3   1200.00

Central Government Goi Dated Securities
---------------------------------------
6.90%, 2019          1   1000.00   100.7133   100.7133   100.7133   100.7133   6.5500
7.80%, 2021          1   1000.00   103.6600   103.6600   103.6600   103.6600   6.7435
8.20%, 2022          1    200.00   105.8660   105.8660   105.8660   105.8660   6.7600
8.15%, 2022A         8   6000.00   105.7969   105.6225   105.6225   105.6812   6.8260
8.83%, 2023          2   2150.00   109.4292   109.4292   109.4292   109.4292   7.0250
9.15%, 2024          1    700.00   111.6000   111.6000   111.6000   111.6000   7.1443
7.59%, 2026          1    100.00   104.5300   104.5300   104.5300   104.5300   6.8904
8.15%, 2026          1    500.00   106.2200   106.2200   106.2200   106.2200   7.2400
8.28%, 2027          2   1950.00   107.3796   107.3000   107.3796   107.3510   7.2637
8.60%, 2028          2   1750.00   109.7085   109.4000   109.7085   109.6204   7.3210
7.59%, 2029          1    500.00   102.2800   102.2800   102.2800   102.2800   7.3002
7.88%, 2030          2   1250.00   104.5000   104.5000   104.5000   104.5000   7.3352
8.28%, 2032          1    200.00   106.7162   106.7162   106.7162   106.7162   7.5200
9.23%, 2043          1     50.00   118.9000   118.9000   118.9000   118.9000   7.5696
8.13%, 2045          1    100.00   107.3293   107.3293   107.3293   107.3293   7.5000
Total               26  17450.00

Institutions Non-Slr Bond
-------------------------
8.80%, EXIM 2023*    1    200.00   105.8719   105.8719   105.8719   105.8719   7.5300
Total                1    200.00

Public Sector Unit Taxable Bond
-------------------------------
9.95%, FCI 2022*     1    159.00   110.2005   110.2005   110.2005   110.2005   7.3900
8.33%, IRFC 2019*    2    400.00   102.3250   102.2705   102.3250   102.2909   7.0388
7.83%, IRFC 2027*    1    250.00   101.6275   101.6275   101.6275   101.6275   7.6000
7.05%, PFC 2020*     1     50.00    99.1693    99.1693    99.1693    99.1693   7.3600
7.47%, PFC 2021*     2    200.00   100.0273    99.9904   100.0273   100.0089   7.4450
7.14%, RECL 2021*    1    450.00    98.9258    98.9258    98.9258    98.9258   7.4000
7.24%, RECL 2021*    1    250.00    99.3562    99.3562    99.3562    99.3562   7.3900
7.54%, RECL 2026*    1    150.00    98.9809    98.9809    98.9809    98.9809   7.6800
Total               10   1909.00

State Government Development Loan
---------------------------------
8.21%, HARY 2026*    1    250.00   103.0654   103.0654   103.0654   103.0654   7.7300
7.75%, KRN 2027*     3    470.00   101.0500   100.8640   100.8640   100.8719   7.6214
8.39%, RAJ 2020A*    1    350.00   103.2037   103.2037   103.2037   103.2037   7.1600
8.39%, RAJ 2026*     1    250.00   104.1965   104.1965   104.1965   104.1965   7.7300
7.67%, TN 2023*      2    100.00    99.6186    99.5248    99.5248    99.5717   8.3143
7.91%, TN 2024*      2    100.00   100.8431   100.7365   100.7365   100.7898   8.2065
8.02%, TN 2025*      2    100.00   101.5766   101.4583   101.4583   101.5175   8.1295
7.68%, TN 2026*      2    100.00    99.5485    99.4215    99.4215    99.4850   8.0768
7.90%, TN 2027*      2    100.00   101.0226   100.8847   100.8847   100.9537   8.0291
8.24%, TN 2028*      2    100.00   103.5695   103.4203   103.4203   103.4949   7.7600
8.04%, TN 2029*      2    100.00   102.2295   102.0732   102.0732   102.1514   7.9623
8.01%, TN 2030*      2    100.00   102.0972   101.9333   101.9333   102.0153   7.7600
8.05%, TN 2031*      2    100.00   102.5265   102.3549   102.3549   102.4407   7.7600
7.92%, TN 2032*      2    100.00   101.4849   101.3080   101.3080   101.3965   7.7600
Total               26   2320.00


Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Mar 29, 2018*        1    250.00    94.3522    94.3522    94.3522    94.3522   6.1200
Total                1    250.00


(*) Indicates at least one deal in above securities is of Rs. 5 crore or above.
Contact Mumbai Rate Reporting Unit:
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