May 31, 2017 / 1:03 PM / 3 months ago

NSE Wholesale Debt Market Trades-May 31

    May 31 (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               :       16,379.0           55,158.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             46              150

GOVERNMENT SECURITIES                                 Wednesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       10,870.0           31,218.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             23              65

NON-GOVERNMENT SECURITIES                             Wednesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        5,509.0           23,940.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             23              85

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
----------------------------
6.79%, 2029                        3,250.00                  6.85
8.60%, 2028                        1,250.00                  6.74
6.79%, 2027                        1,000.00                  6.66

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Public Sector Unit Taxable Bond
-------------------------------
8.80%, PGC 2023A                     650.00                  7.50

Public Sector Unit Taxable Bond
-------------------------------
8.82%, RECL 2023                     550.00                  7.53

Corporate Debentures
--------------------
8.75%, IBHF 2021                     500.00                  8.70

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
--------------------
8.39%, SBI*          1    100.00    99.4025    99.4025    99.4025    99.4025   8.5300
Total                1    100.00

Corporate Debentures
--------------------
8.20%, ABF 2019C*    1    500.00   106.5093   106.5093   106.5093   106.5093   7.9500
8.20%, CHOI 2019*    1     50.00   100.0919   100.0919   100.0919   100.0919   8.1200
8.75%, IBHF 2021*    2    500.00   100.0759   100.0759   100.0759   100.0759   8.7000
9.00%, IBHF 2026D*   2    100.00   101.0901   100.9500   101.0901   101.0201   8.8163
8.38%, LICH 2019*    1    500.00   101.3164   101.3164   101.3164   101.3164   7.5300
8.61%, LICH 2019*    1    250.00   102.0569   102.0569   102.0569   102.0569   7.6500
7.74%, LICH 2020*    1    250.00   100.1371   100.1371   100.1371   100.1371   7.6800
9.15%, SPJU 2024A*   1    159.00   105.3545   105.3545   105.3545   105.3545   8.3482
Total               10   2309.00

Central Government Goi Dated Securities
---------------------------------------
7.68%, 2023          2    500.00   103.9900   103.9400   103.9400   103.9650   6.9150
8.15%, 2026          1   1000.00   106.5600   106.5600   106.5600   106.5600   7.1836
6.79%, 2027          1   1000.00   100.9250   100.9250   100.9250   100.9250   6.6608
8.60%, 2028          2   1250.00   110.0000   110.0000   110.0000   110.0000   6.7387
6.79%, 2029          6   3250.00    99.5650    99.4475    99.5000    99.5252   6.8461
7.61%, 2030          1    750.00   104.6200   104.6200   104.6200   104.6200   7.0586
8.97%, 2030          2    200.00   113.6200   113.6200   113.6200   113.6200   7.3616
8.28%, 2032          1    200.00   108.1000   108.1000   108.1000   108.1000   7.3668
6.83%, 2039          1    270.00    95.2009    95.2009    95.2009    95.2009   7.2725
9.23%, 2043          2    650.00   119.7279   119.7279   119.7279   119.7279   7.5050
Total               19   9070.00

Public Sector Unit Taxable Bond
-------------------------------
7.15%, IRFC 2018A*   2    500.00   100.1777   100.1777   100.1777   100.1777   7.0300
8.83%, IRFC 2023*    1    300.00   106.2356   106.2356   106.2356   106.2356   7.4600
6.72%, NTPC 2021*    1    200.00    97.9936    97.9936    97.9936    97.9936   7.2400
7.42%, PFC 2020*     1    150.00   100.2919   100.2919   100.2919   100.2919   7.3000
8.80%, PGC 2023A*    1    650.00   105.8503   105.8503   105.8503   105.8503   7.5000
8.87%, RECL 2020*    1    400.00   103.8621   103.8621   103.8621   103.8621   7.2500
8.82%, RECL 2023*    2    550.00   105.8831   105.8831   105.8831   105.8831   7.5300
8.57%, RECL 2024*    1     50.00   105.1261   105.1261   105.1261   105.1261   7.6514
9.34%, RECL 2024*    1     50.00   108.8074   108.8074   108.8074   108.8074   7.6900
8.11%, RECL 2025*    1    250.00   102.6713   102.6713   102.6713   102.6713   7.6500
Total               12   3100.00

State Government Development Loan
---------------------------------
8.24%, TN 2025A*     1     50.00   103.7964   103.7964   103.7964   103.7964   7.6100
Total                1     50.00

Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Nov 30, 2017*        1    500.00    96.9309    96.9309    96.9309    96.9309   6.3500
Total                1    500.00
Treasury Bill 
------------- 
312-Days (maturing on) 
----------------------
Mar 16, 2018*        1   1000.00    95.1857    95.1857    95.1857    95.1857   6.4100
Total                1   1000.00

Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
May 24, 2018*        1    250.00    94.0787    94.0787    94.0787    94.0787   6.4350
Total                1    250.00

 (*) 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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