March 23, 2018 / 1:12 PM / a month ago

NSE Wholesale Debt Market Trades-Mar 23

  Mar 23 (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               :       18,245.0           93,211.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             75              246

GOVERNMENT SECURITIES                                    Friday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       14,918.0           65,625.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             36              123

NON-GOVERNMENT SECURITIES                                Friday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        3,327.0           27,586.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             39              123

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                       1,750.00                  7.40
8.20%, 2022                        1,000.00                  7.34
8.83%, 2023                        1,000.00                  7.58

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Banks Bond
----------
8.64%, IDFB 2020                   1,000.00                  8.00

Public Sector Unit Taxable Bond
-------------------------------
7.65%, IRFC 2021                     450.00                  7.55

Corporate Debentures
--------------------
7.17%, RIL 2022                      300.00                  8.00

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*    2   1000.00   101.1331   101.1331   101.1331   101.1331   8.0000
Total                2   1000.00

Corporate Debentures
--------------------
7.0850%, LICH 2019*  1    250.00    99.2338    99.2338    99.2338    99.2338   7.8500
8.6500%, LICH 2019*  1    150.00   100.7001   100.7001   100.7001   100.7001   7.8000
8.97%, LICH 2019*    1    250.00   101.2519   101.2519   101.2519   101.2519   8.0493
7.65%, LICH 2020*    1    250.00    98.8561    98.8561    98.8561    98.8561   8.1556
9.60%, LICH 2021*    1     50.00   103.7605   103.7605   103.7605   103.7605   8.1000
9.30%, LICH 2022*    2    200.00   103.5007   103.5007   103.5007   103.5007   8.3000
7.17%, RIL 2022*     1    300.00    96.8117    96.8117    96.8117    96.8117   8.0000
Total                8   1450.00

Corporate Deep Discount Debentures
----------------------------------
CCFI 2018J (RESET)   6     20.00   115.3020   115.3020   115.3020   115.3020   0.0000
CCFI 2018M (RESET)   5     17.50   116.2444   116.2444   116.2444   116.2444   0.0000
CCFI 2018N (RESET)   9     24.50   117.5515   117.5515   117.5515   117.5515   0.0000
CCFL 2019H (RESET)   1      5.00   131.0697   131.0697   131.0697   131.0697   0.0000
CCFL 2021C (RESET)   2     10.00   108.2554   108.2554   108.2554   108.2554   0.0000
Total               23     77.00

Central Government Goi Dated Securities
---------------------------------------
6.90%, 2019*         1     50.00   100.1800   100.1800   100.1800   100.1800   6.7415
7.28%, 2019*         1    150.00   100.6450   100.6450   100.6450   100.6450   6.6928
6.35%, 2020*         1    250.00    99.2100    99.2100    99.2100    99.2100   6.8242
8.79%, 2021*         1    750.00   104.6642   104.6642   104.6642   104.6642   7.2950
6.84%, 2022*         1    750.00    97.8997    97.8997    97.8997    97.8997   7.3700
8.20%, 2022*         2   1000.00   102.8400   102.8300   102.8300   102.8350   7.3443
8.15%, 2022A*        3   1750.00   102.6703   102.6522   102.6703   102.6600   7.3979
7.68%, 2023*         1    250.00   100.7000   100.7000   100.7000   100.7000   7.5233
8.83%, 2023*         2   1000.00   105.6524   105.6524   105.6524   105.6524   7.5800
8.40%, 2024*         1   1000.00   103.6000   103.6000   103.6000   103.6000   7.6688
7.59%, 2026*         2    500.00    98.7733    98.7733    98.7733    98.7733   7.8000
6.79%, 2027*         1    500.00    93.8800    93.8800    93.8800    93.8800   7.7346
7.17%, 2028*         1   1000.00    97.4550    97.4550    97.4550    97.4550   7.5401
7.59%, 2029*         2    500.00    97.8922    97.8922    97.8922    97.8922   7.8800
7.95%, 2032*         2    500.00   100.4158   100.4158   100.4158   100.4158   7.9000
8.30%, 2042*         2    650.00   104.5797   104.4116   104.4116   104.4375   7.8877
9.23%, 2043*         2    250.00   114.3086   114.3086   114.3086   114.3086   7.9175
Total               26  10850.00

Public Sector Unit Taxable Bond
-------------------------------
7.65%, IRFC 2021*    3    450.00   100.3300   100.3300   100.3300   100.3300   7.5500
7.73%, PFC 2021A*    1    100.00   100.0615   100.0615   100.0615   100.0615   7.7000
8.20%, PFC 2025*     1    100.00    99.4931    99.4931    99.4931    99.4931   8.2894
7.70%, RECL 2021*    1    150.00   100.2046   100.2046   100.2046   100.2046   7.6100
Total                6    800.00

State Government Development Loan
---------------------------------
7.77%, GUJ 2023*     2   1000.00    99.4330    99.2230    99.4330    99.3280   7.9250
8.05%, GUJ 2028*     1    750.00   100.3194   100.3194   100.3194   100.3194   8.0000
8.21%, HARY 2022*    1    500.00   101.1827   101.1827   101.1827   101.1827   7.8600
7.27%, KRN 2026*     1    100.00    95.4488    95.4488    95.4488    95.4488   8.0000
8.03%, KRN 2028*     2    598.00   100.1849   100.1849   100.1849   100.1849   8.0000
8.36%, PUN 2021*     1    500.00   102.2091   102.2091   102.2091   102.2091   7.5300
8.39%, RAJ 2022*     1    500.00   101.8070   101.8070   101.8070   101.8070   7.8500
8.44%, RAJ 2028*     1    120.00   102.9027   102.9027   102.9027   102.9027   8.0100
Total               10   4068.00

 (*) 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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