May 26, 2016 / 12:27 PM / a year ago

NSE Wholesale Debt Market Trades-May 26

May 26 (Reuters) - Below is a summary of Thursday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                       Thursday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       29,172.0           101,677.8
--Total traded value of repo deals in mln rupees :           ---               ---
--Total number of trades                         :             74              263

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       24,112.0           81,581.8
--Total traded value of repo deals in mln rupees :           ---               ---
--Total number of trades                         :             45              152

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        5,060.0           20,096.0
--Total traded value of repo deals in mln rupees :           ---               ---
--Total number of trades                         :             29              111

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
----------------------------
7.16%, 2023                        4,550.00                  7.61
8.07%, 2017A                       3,000.00                  7.04
8.07%, 2017                        3,000.00                  7.04

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
9.75%, HDFC 2016B                  1,650.00                  8.50
9.25%, HDFC 2016A                  1,150.00                  8.50
8.35%, HDFC 2021                     500.00                  8.48

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
-------------------------------------------------------------------------------------

Corporate Debentures
--------------------
9.00%, GRIC 2026*    1    100.00   101.5247   101.5247   101.5247   101.5247   9.0500
9.25%, HDFC 2016A*   1   1150.00   100.0990   100.0990   100.0990   100.0990   8.5000
9.75%, HDFC 2016B*   2   1650.00   100.2537   100.2537   100.2537   100.2537   8.5000
8.35%, HDFC 2021*    2    500.00    99.4702    99.4700    99.4702    99.4701   8.4751
9.24%, HDFC 2024*    1    100.00   104.4343   104.4343   104.4343   104.4343   8.4500
8.45%, HDFC 2026*    2    150.00    99.9600    99.9600    99.9600    99.9600   8.4503
8.60%, LICH 2020C*   1     50.00   100.3838   100.3838   100.3838   100.3838   8.4900
Total               10   3700.00

Corporate Deep Discount Debentures
----------------------------------
CITI 2017D (RESET)   4      6.50   138.7400   138.7400   138.7400   138.7400   0.0000
CITI 2017F (RESET)   1      1.00   137.6300   137.6300   137.6300   137.6300   0.0000
CITI 2017M (RESET)   1      1.50   128.7700   128.7700   128.7700   128.7700   0.0000
CITI 2017N (RESET)   1      1.00   134.7100   134.7100   134.7100   134.7100   0.0000
Total                7     10.00

Central Government Goi Dated Securities
---------------------------------------
8.07%, 2017          3   3000.00   100.6136   100.6136   100.6136   100.6136   7.0400
8.07%, 2017A         2   3000.00   101.0610   101.0610   101.0610   101.0610   7.0400
7.83%, 2018          1   1000.00   101.2350   101.2350   101.2350   101.2350   7.1064
10.03%, 2019         1     89.10   107.5867   107.5867   107.5867   107.5867   7.3200
7.80%, 2020          2    600.00   101.3200   101.3100   101.3200   101.3142   7.4064
8.27%, 2020          1    500.00   103.1400   103.1400   103.1400   103.1400   7.3548
7.16%, 2023          6   4550.00    97.6000    97.5800    97.5800    97.5998   7.6091
7.68%, 2023          3   1100.00   100.4850   100.4800   100.4850   100.4827   7.5938
7.35%, 2024          5   1750.00    98.5250    98.4850    98.5250    98.4986   7.6009
7.72%, 2025          2   1500.00   100.3800   100.3600   100.3600   100.3667   7.6627
7.59%, 2026          1    500.00   100.8100   100.8100   100.8100   100.8100   7.4686
7.59%, 2029          3   2000.00    99.2675    99.2400    99.2400    99.2519   7.6807
7.88%, 2030          1    500.00   100.9500   100.9500   100.9500   100.9500   7.7646
9.20%, 2030          3    950.00   111.0600   111.0600   111.0600   111.0600   7.8956
8.24%, 2033          4   1150.00   103.5500   103.4200   103.4200   103.4500   7.8723
8.30%, 2042          1    450.00   104.3500   104.3500   104.3500   104.3500   7.9049
9.23%, 2043          1    150.00   114.5614   114.5614   114.5614   114.5614   7.9220
Total               40  22789.10

Public Sector Unit Taxable Bond
-------------------------------
8.55%, IRFC 2019*    1    100.00   102.1551   102.1551   102.1551   102.1551   7.7800
10.70%, IRFC 2023*   1    100.00   114.7215   114.7215   114.7215   114.7215   8.1500
8.45%, PFC 2020*     3    200.00   101.1314   101.1314   101.1314   101.1314   8.1000
8.64%, PGC 2017*     1    250.00   101.0189   101.0189   101.0189   101.0189   7.6200
8.70%, PGC 2023*     1    100.00   102.6688   102.6688   102.6688   102.6688   8.1800
8.85%, PGC 2023*     1    100.00   103.5022   103.5022   103.5022   103.5022   8.1800
8.80%, PGC 2023A*    2    300.00   103.1683   103.0633   103.0633   103.0808   8.1767
7.93%, PGC 2024*     1    100.00    98.4277    98.4277    98.4277    98.4277   8.2000
8.37%, RECL 2020*    1    100.00   101.1619   101.1619   101.1619   101.1619   8.0200
Total               12   1350.00

State Government Development Loan
---------------------------------
8.65%, KRN 2022*     1    100.00   102.9862   102.9862   102.9862   102.9862   7.9800
8.66%, MAH 2022*     1    200.00   103.0310   103.0310   103.0310   103.0310   7.9800
8.00%, TN 2025*      1    122.31   100.1202   100.1202   100.1202   100.1202   7.9800
8.03%, UP 2026*      1    120.00   100.2648   100.2648   100.2648   100.2648   7.9900
Total                4    542.31


Treasury Bill
-------------
91-Days (maturing on) 
----------------------
Aug 25, 2016*        1    780.55    98.3438    98.3438    98.3438    98.3438   6.8300
Total                1    780.55

 (*) Indicates at least one deal in above securities is of Rs. 5 crore or above.

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