May 5, 2017 / 12:56 PM / 3 months ago

NSE Wholesale Debt Market Trades-May 5

  May 5 (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               :       17,817.8           73,850.3
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             63              192

GOVERNMENT SECURITIES                                    Friday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       10,887.8           46,702.8
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             29              98

NON-GOVERNMENT SECURITIES                                Friday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        6,930.0           27,147.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             34              94

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
----------------------------
6.97%, 2026                        3,500.00                  6.94
8.20%, 2022                        1,000.00                  7.01
8.19%, 2020                        1,000.00                  6.83

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
-------------------------------
7.50%, PFC 2020                     1,000.00                  7.44

Public Sector Unit Taxable Bond
-------------------------------
7.20%, IRFC 2020                     900.00                   7.26

Banks Bond
----------
7.60%, ICIC 2023                     730.00                   7.84

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
----------
7.60%, ICIC 2023*    4    730.00    98.7379    98.7379    98.7379    98.7379   7.8400
Total                4    730.00

Banks Perpetual Bond
--------------------
8.75%, SBI*          2    100.00   100.2476   100.2475   100.2475   100.2476   8.6500
Total                2    100.00

Corporate Debentures
--------------------
8.58%, HDFC 2018B*   2    200.00   101.1929   101.1929   101.1929   101.1929   7.3000
7.48%, HDFC 2019*    1    250.00    99.5251    99.5251    99.5251    99.5251   7.6700
8.72%, HDFC 2019*    1    500.00   101.8467   101.8467   101.8467   101.8467   7.6500
7.54%, LICH 2020*    1    350.00    99.3625    99.3625    99.3625    99.3625   7.7300
7.78%, LICH 2020*    1     50.00   100.1688   100.1688   100.1688   100.1688   7.7200
7.95%, LICH 2027*    3    550.00   100.6090   100.4766   100.4766   100.5811   7.8543
8.55%, RJIC 2018*    1    250.00   101.4345   101.4345   101.4345   101.4345   7.2500
Total               10   2150.00

Corporate Deep Discount Debentures
----------------------------------
0.00%, LICH 2017A*   1    250.00   104.3404   104.3404   104.3404   104.3404   7.0000
Total                1    250.00

Central Government Goi Dated Securities
---------------------------------------
8.19%, 2020          2   1000.00   103.2700   103.2700   103.2700   103.2700   6.8315
8.20%, 2022          2   1000.00   104.7370   104.7370   104.7370   104.7370   7.0100
8.20%, 2025          1    100.00   105.3900   105.3900   105.3900   105.3900   7.3253
6.97%, 2026          8   3500.00   100.2500   100.2000   100.2050   100.2118   6.9368
8.33%, 2026          2   1000.00   106.4551   106.4500   106.4500   106.4513   7.3480
8.24%, 2027          1    500.00   106.0600   106.0600   106.0600   106.0600   7.3568
8.28%, 2027          1    305.50   106.5500   106.5500   106.5500   106.5500   7.3637
8.60%, 2028          2    500.00   108.5800   108.5500   108.5500   108.5650   7.4489
6.79%, 2029          2    200.00    97.3900    97.3900    97.3900    97.3900   7.1051
7.40%, 2035          1     15.00   100.1500   100.1500   100.1500   100.1500   7.3835
8.30%, 2042          2    750.00   107.3597   107.3597   107.3597   107.3597   7.6400
Total               24   8870.50

Institutions Non-Slr Bond
-------------------------
7.95%, NBRD 2019*    2    500.00   101.0919   101.0919   101.0919   101.0919   7.2100
8.04%, SIDB 2019*    1    250.00   101.3746   101.3746   101.3746   101.3746   7.2000
Total                3    750.00

Public Sector Unit Taxable Bond
-------------------------------
9.95%, FCI 2022*     2    100.00   109.3950   109.3950   109.3950   109.3950   7.5400
7.20%, IRFC 2020*    3    900.00    99.9431    99.8908    99.9431    99.9164   7.2623
7.83%, IRFC 2027*    1    250.00   100.9365   100.9365   100.9365   100.9365   7.6970
8.12%, PFC 2017A*    1     50.00   100.0627   100.0627   100.0627   100.0627   6.4000
7.50%, PFC 2020*     3   1000.00   100.1778   100.1759   100.1778   100.1769   7.4400
8.20%, PGC 2022*     2    500.00   102.6954   102.6954   102.6954   102.6954   7.4802
8.40%, PGC 2028*     1     50.00   104.5048   104.5048   104.5048   104.5048   7.7700
7.95%, RECL 2027*    1    100.00   101.2026   101.2026   101.2026   101.2026   7.7600
Total               14   2950.00

State Government Development Loan
---------------------------------
7.85%, RAJ 2027*     1    100.00   101.1104   101.1104   101.1104   101.1104   7.6850
8.03%, UP 2026*      1    250.00   102.0496   102.0496   102.0496   102.0496   7.7100
8.59%, UP 2030       1     17.00   106.6316   106.6316   106.6316   106.6316   7.7650
Total                3    367.00

Treasury Bill 
------------- 
317-Days (maturing on) 
----------------------
Mar 15, 2018*        1    900.00    94.8059    94.8059    94.8059    94.8059   6.4300
Total                1    900.00

Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Dec 07, 2017*        1    750.30    96.4105    96.4105    96.4105    96.4105   6.3800
Total                1    750.30

 (*) 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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