March 27, 2017 / 1:20 PM / 9 months ago

NSE Wholesale Debt Market Trades-Mar 27

    Mar 27 (Reuters) - Below is a summary of Monday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                         Monday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       18,234.5           18,234.5
--Total traded value of repo deals in mln rupees :           ---              ---
--Total number of trades                         :             49              49

GOVERNMENT SECURITIES                                    Monday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       11,273.0           11,273.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             19              19

NON-GOVERNMENT SECURITIES                                Monday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        6,961.5            6,961.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             30              30

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
----------------------------
8.13%, 2022                        5,000.00                  6.85
6.97%, 2026                        2,500.00                  6.72
8.08%, 2022                        1,500.00                  6.85

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
7.7576% TCHF 2018                  1,150.00                  7.50
Institutions Non-Slr Bond
-------------------------
Banks Bond
----------
8.64%, IDFB 2020                   1,050.00                  7.65
Institutions Non-Slr Bond
-------------------------
Public Sector Unit Taxable Bond
-------------------------------
7.24%, RECL 2021                   1,000.00                  7.46

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
----------
8.64%, IDFB 2020*    1   1050.00   102.5713   102.5713   102.5713   102.5713   7.6500
Total                1   1050.00

Banks Perpetual Bond
--------------------
8.39%, SBI*          1    100.00    98.7649    98.7649    98.7649    98.7649   8.7000
Total                1    100.00

Corporate Debentures
--------------------
7.45%, HDFC 2018*    1    500.00    99.9944    99.9944    99.9944    99.9944   7.4900
7.7576%, TCHF 2018   2   1150.00   100.2425   100.2425   100.2425   100.2425   7.5000
Total                3   1650.00

Corporate Deep Discount Debentures
----------------------------------
CITI 2017Q (RESET)   3     11.50   145.0500   145.0500   145.0500   145.0500   0.0000
Total                3     11.50

Central Government Goi Dated Securities
---------------------------------------
10.25%, 2021         1    250.00   112.3255   112.3255   112.3255   112.3255   6.8000
8.08%, 2022          2   1500.00   105.4111   105.4111   105.4111   105.4111   6.8500
8.13%, 2022          1   5000.00   105.7625   105.7625   105.7625   105.7625   6.8500
6.97%, 2026          1   2500.00   101.7100   101.7100   101.7100   101.7100   6.7214
8.28%, 2027          1    250.00   107.1000   107.1000   107.1000   107.1000   7.2984
7.59%, 2029          1    250.00   102.4500   102.4500   102.4500   102.4500   7.2796
7.61%, 2030          1     10.00   104.2000   104.2000   104.2000   104.2000   7.1108
Total                8   9760.00

Institutions Non-Slr Bond
-------------------------
7.09%, EXIM 2020*    2    250.00    99.8133    99.8133    99.8133    99.8133   7.1500
8.88%, EXIM 2022*    1     50.00   105.7628   105.7628   105.7628   105.7628   7.5500
8.15%, NBRD 2020*    1    100.00   102.5228   102.5228   102.5228   102.5228   7.1800
Total                4    400.00

Public Sector Unit Taxable Bond
-------------------------------
7.15%, IRFC 2018A*   2    500.00   100.1334   100.1334   100.1334   100.1334   7.1000
6.70%, IRFC 2021*    1    300.00    97.3690    97.3690    97.3690    97.3690   7.3800
8.00%, PFC 2018*     1    100.00   101.0780   101.0780   101.0780   101.0780   7.2000
7.05%, PFC 2020*     2    500.00    99.1143    99.1139    99.1143    99.1141   7.3800
8.45%, PFC 2020*     1    250.00   102.8895   102.8895   102.8895   102.8895   7.4200
8.36%, PFC 2020A*    2    400.00   102.5821   102.5821   102.5821   102.5821   7.4500
7.50%, PFC 2021*     1    300.00    99.7370    99.7370    99.7370    99.7370   7.5500
7.60%, PFC 2027*     1    100.00    99.9239    99.9239    99.9239    99.9239   7.7500
8.15%, PGC 2020A*    1    100.00   102.4642   102.4642   102.4642   102.4642   7.1800
8.87%, RECL 2020*    1    100.00   104.1783   104.1783   104.1783   104.1783   7.2300
7.24%, RECL 2021*    4   1000.00    99.1671    98.9419    99.1671    99.1071   7.4560
7.52%, RECL 2026*    1    100.00    98.9670    98.9670    98.9670    98.9670   7.6600
Total               18   3750.00

State Government Development Loan
---------------------------------
7.68%, MP 2023*      1     50.00   100.8761   100.8761   100.8761   100.8761   8.0283
7.92%, MP 2024*      1     50.00   100.9808   100.9808   100.9808   100.9808   8.1783
8.03%, MP 2025*      1     50.00   101.0792   101.0792   101.0792   101.0792   8.2170
7.69%, MP 2026*      1     50.00   101.1904   101.1904   101.1904   101.1904   7.8108
7.91%, MP 2027*      1     50.00   101.2681   101.2681   101.2681   101.2681   7.9921
8.25%, MP 2028*      1     50.00   101.3281   101.3281   101.3281   101.3281   8.0649
8.05%, MP 2029*      1     50.00   101.4159   101.4159   101.4159   101.4159   7.8649
8.06%, MP 2031*      1     50.00   101.5484   101.5484   101.5484   101.5484   7.8749
8.49%, PUN 2022*     1    613.00   104.0668   104.0668   104.0668   104.0668   7.5000
8.45%, PUN 2023A*    1    250.00   103.9391   103.9391   103.9391   103.9391   7.6200
8.39%, RAJ 2022*     1    250.00   103.7061   103.7061   103.7061   103.7061   7.4807
Total               11   1513.00


(*) 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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