May 11, 2017 / 12:52 PM / in 5 months

NSE Wholesale Debt Market Trades-May 11

   May 11 (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               :       21,901.5           49,422.3
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             45              125

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       13,349.0           33,024.8
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             20              67

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        8,552.5           16,397.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             25              58

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
----------------------------
7.35%, 2024                        7,900.00                  7.17
8.20%, 2022                        1,000.00                  7.02

Treasury Bill 
------------- 
312-Days (maturing on) 
----------------------
Mar 16, 2018                       1,900.00                  6.46

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
-------------------------------
7.42%, PFC 2020                    2,100.00                  7.44

Public Sector Unit Taxable Bond
-------------------------------
7.42%, RECL 2020                   1,750.00                  7.34

Banks Bond
----------
8.85%, AXBK 2024                     850.00                  7.95

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
----------
8.85%, AXBK 2024*    1    850.00   104.8615   104.8615   104.8615   104.8615   7.9500
8.40%, CANB 2026A*   1    250.00   103.0820   103.0820   103.0820   103.0820   7.9000
7.95%, HDBK 2026*    1    100.00   100.4814   100.4814   100.4814   100.4814   7.8600
Total                3   1200.00

Corporate Debentures
--------------------
9.05%, DHFL 2019*    1    250.00   100.7600   100.7600   100.7600   100.7600   8.6350
9.10%, DHFL 2019*    1     50.00   100.8821   100.8821   100.8821   100.8821   8.5800
9.10%, DHFL 2019A*   1    100.00   100.8569   100.8569   100.8569   100.8569   8.6300
9.25%, DHFL 2023*    2    150.00   100.0759   100.0759   100.0759   100.0759   9.2099
7.49%, HDFC 2019*    1    500.00    99.8045    99.8045    99.8045    99.8045   7.5800
8.90%, IBHF 2021*    1     50.00   100.5970   100.5970   100.5970   100.5970   8.7000
7.90%, LICH 2019*    1    250.00   100.3417   100.3417   100.3417   100.3417   7.7200
8.97%, LICH 2019*    1     50.00   102.5655   102.5655   102.5655   102.5655   7.7500
Total                9   1400.00

Corporate Deep Discount Debentures
----------------------------------
CITI 2018 (RESET)    1      2.50   143.8400   143.8400   143.8400   143.8400   0.0000
Total                1      2.50

Central Government Goi Dated Securities
---------------------------------------
8.12%, 2020          2   1000.00   103.9650   103.9650   103.9650   103.9650   6.8488
8.20%, 2022          1   1000.00   104.7000   104.7000   104.7000   104.7000   7.0167
7.35%, 2024          8   7900.00   100.9600   100.9400   100.9400   100.9527   7.1746
7.72%, 2025          1     50.00   103.1868   103.1868   103.1868   103.1868   7.1900
8.60%, 2028          2    150.00   108.5800   108.5800   108.5800   108.5800   7.4465
6.79%, 2029          2    750.00    97.8800    97.8150    97.8800    97.8583   7.0477
7.40%, 2035          1    200.00    99.9100    99.9100    99.9100    99.9100   7.4075
Total               17  11050.00

Public Sector Unit Taxable Bond
-------------------------------
7.35%, BPCL 2022*    1    250.00   100.3182   100.3182   100.3182   100.3182   7.3948
8.10%, NTPC 2031*    2    250.00   102.8792   102.8792   102.8792   102.8792   7.7500
7.05%, PFC 2020*     1    500.00    98.9699    98.9699    98.9699    98.9699   7.4400
7.42%, PFC 2020*     3   2100.00    99.9534    99.9394    99.9534    99.9401   7.4398
7.20%, PGC 2021*     1    500.00    99.1270    99.1270    99.1270    99.1270   7.4100
8.20%, PGC 2022*     2    100.00   102.6886   102.6886   102.6886   102.6886   7.4804
7.42%, RECL 2020*    1   1750.00   100.2034   100.2034   100.2034   100.2034   7.3400
Total               11   5450.00

Public Sector Unit Zero Coupon Bond
-----------------------------------
0.00%, RECL 2020*    1    500.01    77.8720    77.8720    77.8720    77.8720   7.2010
Total                1    500.01

State Government Development Loan
---------------------------------
8.39%, RAJ 2024*     1    399.00   103.3323   103.3323   103.3323   103.3323   7.7500
Total                1    399.00

Treasury Bill 
------------- 
312-Days (maturing on) 
----------------------
Mar 16, 2018*        2   1900.00    94.8344    94.8344    94.8344    94.8344   6.4550
Total                2   1900.00

 (*) 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