March 27, 2018 / 1:06 PM / 3 months ago

NSE Wholesale Debt Market Trades-Mar 27

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


TOTAL WDM TRADES                                        Tuesday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       40,529.7           53,458.2
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :            103              141

GOVERNMENT SECURITIES                                   Tuesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       34,518.1           42,673.6
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             70              85

NON-GOVERNMENT SECURITIES                               Tuesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        6,011.6           10,784.6
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             33              56

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
----------------------------
7.17%, 2028                        6,000.00                  7.34
8.03%, KRN28                       5,250.00                  7.88
8.24%, 2033                        2,600.00                  7.77

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Banks Perpetual Bond
--------------------
9.20%, ICICA                         500.00                  9.09

Institutions Non-Slr Bond
-------------------------
7.04%, NBRD 2020                     500.00                  7.23

Public Sector Unit Taxable Bond
-------------------------------
6.83%, PFC 2020                      500.00                  7.79

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 Perpetual Bond
--------------------
8.55%, ICIC*         1     50.00    97.8265    97.8265    97.8265    97.8265   9.1300
9.20%, ICICA*        2    500.00   100.3211   100.3211   100.3211   100.3211   9.0900
8.15%, SBI*          2    197.00    98.3958    98.3958    98.3958    98.3958   8.5800
Total                5    747.00

Corporate Debentures
--------------------
9.5119%, JHAR 2025*  1    220.20   101.9550   101.9550   101.9550   101.9550   9.4500
9.5119%, JHAR 2025*  1     76.80   101.9550   101.9550   101.9550   101.9550   9.4500
9.5119%, JHAR 2026*  1    228.50   102.0990   102.0990   102.0990   102.0990   9.4500
9.5119%, JHAR 2026*  1    145.10   102.1445   102.1445   102.1445   102.1445   9.4500
9.5119%, JHAR 2026*  1    192.00   102.2330   102.2330   102.2330   102.2330   9.4500
9.5119%, JHAR 2027*  1    272.60   102.2763   102.2763   102.2763   102.2763   9.4500
9.5119%, JHAR 2027*  1     93.40   102.3585   102.3585   102.3585   102.3585   9.4500
9.5119%, JHAR 2027*  1    105.70   102.3585   102.3585   102.3585   102.3585   9.4500
9.5119%, JHAR 2028*  1    330.40   102.4380   102.4380   102.4380   102.4380   9.4500
9.5119%, JHAR 2028*  1    115.20   102.4380   102.4380   102.4380   102.4380   9.4500
Total               10   1779.90

Corporate Deep Discount Debentures
----------------------------------
CCFI 2019D (RESET)   1      3.00   138.6800   138.6800   138.6800   138.6800   0.0000
CCFI 2019I (RESET)   1      2.50   139.0900   139.0900   139.0900   139.0900   0.0000
CFIL 2020W (RESET)   1      5.00   121.7300   121.7300   121.7300   121.7300   0.0000
Total                3     10.50

Central Government Goi Dated Securities
---------------------------------------
6.84%, 2022*         3   1000.00    98.1200    98.1200    98.1200    98.1200   7.3139
8.20%, 2025*         2    500.00   103.3773   103.3773   103.3773   103.3773   7.6000
8.26%, 2027*         5   2200.00   103.9500   103.7000   103.9500   103.7727   7.6842
7.17%, 2028*        12   6000.00    99.0400    98.5200    98.8500    98.7856   7.3440
7.88%, 2030*         3   1500.00   101.5000   101.5000   101.5000   101.5000   7.6857
6.68%, 2031*         2    750.00    92.9000    92.8900    92.8900    92.8933   7.5282
7.95%, 2032*         2   2000.00   102.3201   102.2500   102.2500   102.2851   7.6839
8.28%, 2032*         1    500.00   105.0537   105.0537   105.0537   105.0537   7.6800
8.24%, 2033*         5   2600.00   104.8439   104.1032   104.7509   104.1993   7.7696
7.50%, 2034*         1   1500.00    98.3252    98.3252    98.3252    98.3252   7.6800
7.73%, 2034*         1    250.00   100.5421   100.5421   100.5421   100.5421   7.6700
9.23%, 2043*         2    250.00   116.6000   116.3000   116.6000   116.5400   7.7370
8.13%, 2045*         1     50.00   104.4500   104.4500   104.4500   104.4500   7.7342
6.62%, 2051*         1    300.00    87.6836    87.6836    87.6836    87.6836   7.6420
Total               41  19400.00

Institutions Non-Slr Bond
-------------------------
7.04%, NBRD 2020*    1    500.00    99.5698    99.5698    99.5698    99.5698   7.2304
8.20%, NBRD 2028*    2    230.00   102.7018   102.7018   102.7018   102.7018   7.8830
Total                3    730.00

Institutions Tax-Free Bond
--------------------------
8.76%, NHB 2034      1     44.19   124.8990   124.8990   124.8990   124.8990   6.2291
Total                1     44.19

Public Sector Unit Taxable Bond
-------------------------------
7.72%, IRFC 2019*    1    250.00   100.3191   100.3191   100.3191   100.3191   7.5300
7.65%, IRFC 2021*    1    350.00    99.9113    99.9113    99.9113    99.9113   7.7122
6.83%, PFC 2020*     1    500.00    98.2101    98.2101    98.2101    98.2101   7.7900
7.42%, PFC 2020*     2    250.00    99.6641    99.6641    99.6641    99.6641   7.6000
7.28%, PFC 2022*     1    100.00    97.9594    97.9594    97.9594    97.9594   7.8500
7.30%, PGC 2027*     1    250.00    95.7168    95.7168    95.7168    95.7168   7.9600
9.04%, RECL 2019*    1    250.00   101.8144   101.8144   101.8144   101.8144   7.6900
6.99%, RECL 2020*    1    500.00    98.1310    98.1310    98.1310    98.1310   7.7400
7.45%, RECL 2022*    2    250.00    98.5920    98.5920    98.5920    98.5920   7.8000
Total               11   2700.00

State Government Development Loan
---------------------------------
8.51%, AP 2021*      1     50.00   102.5644   102.5644   102.5644   102.5644   7.5000
8.15%, BIH 2028*     2   2000.00   101.5089   101.5089   101.5089   101.5089   7.9285
8.05%, GUJ 2028*     4   1680.00   101.1319   100.9958   100.9958   101.0296   7.8950
8.21%, HARY 2022*    1   1000.00   101.7289   101.7289   101.7289   101.7289   7.7000
8.73%, KRN 2024*     1    500.00   103.9278   103.9278   103.9278   103.9278   7.9500
8.03%, KRN 2028*     9   5250.00   101.2012   100.7929   101.1330   101.0164   7.8771
7.55%, MAH 2021*     1   1238.09   100.3394   100.3394   100.3394   100.3394   7.4200
7.25%, MAH 2026*     2    200.00    96.1848    96.1748    96.1748    96.1798   7.8592
7.33%, MAH 2027*     1    500.00    96.5500    96.5500    96.5500    96.5500   7.8528
8.39%, RAJ 2022*     1   1000.00   102.2117   102.2117   102.2117   102.2117   7.7300
8.07%, RAJ 2028*     1    100.00   100.9609   100.9609   100.9609   100.9609   7.9250
8.92%, TN 2022B*     1     50.00   103.9345   103.9345   103.9345   103.9345   7.8500
8.09%, WB 2028*      1    300.00   101.0957   101.0957   101.0957   101.0957   7.9250
8.09%, WB 2028A*     1    250.00   101.1243   101.1243   101.1243   101.1243   7.9250
Total               27  14118.09


Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Apr 12, 2018         2   1000.00    99.7561    99.7561    99.7561    99.7561   5.9499
Total                2   1000.00
(*) 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
0 : 0
  • narrow-browser-and-phone
  • medium-browser-and-portrait-tablet
  • landscape-tablet
  • medium-wide-browser
  • wide-browser-and-larger
  • medium-browser-and-landscape-tablet
  • medium-wide-browser-and-larger
  • above-phone
  • portrait-tablet-and-above
  • above-portrait-tablet
  • landscape-tablet-and-above
  • landscape-tablet-and-medium-wide-browser
  • portrait-tablet-and-below
  • landscape-tablet-and-below