May 12, 2017 / 1:44 PM / 2 months ago

NSE Wholesale Debt Market Trades-May 12

7 Min Read

    May 12 (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               :       28,433.0           77,855.3
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             53              178

GOVERNMENT SECURITIES                                    Friday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       17,913.0           50,937.8
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             24              91

NON-GOVERNMENT SECURITIES                                Friday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       10,520.0           26,917.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             29              87

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
----------------------------
8.35%, 2022                        9,500.00                  7.02
6.79%, 2027                        2,500.00                  6.76
6.79%, 2029                        1,750.00                  7.02

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                    3,300.00                  7.42

Corporate Debentures
--------------------
9.05%, DHFL 2019                   1,750.00                  8.63

Corporate Debentures
--------------------
9.3%, DHFL 2026                      755.00                  9.31

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    745.00    98.6930    98.6930    98.6930    98.6930   7.8500
Total                4    745.00

Corporate Debentures
--------------------
9.05%, DHFL 2019*    3   1750.00   100.7700   100.7683   100.7683   100.7694   8.6301
9.25%, DHFL 2023*    3    500.00   100.0768   100.0768   100.0768   100.0768   9.2099
9.30%, DHFL 2026*    3    755.00    99.8274    99.8274    99.8274    99.8274   9.3099
8.58%, HDFC 2018B*   1     50.00   101.2211   101.2211   101.2211   101.2211   7.2528
8.26%, HDFC 2019*    1    500.00   101.1213   101.1213   101.1213   101.1213   7.6701
7.78%, HDFC 2020     1     20.00   100.1209   100.1209   100.1209   100.1209   7.7100
9.27%, STF 2018*     1    100.00   101.0509   101.0509   101.0509   101.0509   7.7625
Total               13   3675.00

Corporate Deep Discount Debentures
----------------------------------
0.00%, LICH 2019A*   1    600.00   130.9721   130.9721   130.9721   130.9721   7.7200
Total                1    600.00

Central Government Goi Dated Securities
---------------------------------------
7.80%, 2021          1   1000.00   103.1000   103.1000   103.1000   103.1000   6.8778
8.35%, 2022          1   9500.00   105.5033   105.5033   105.5033   105.5033   7.0250
8.15%, 2022A         1    500.00   104.6700   104.6700   104.6700   104.6700   7.0372
8.20%, 2025          3    750.00   105.5700   105.5200   105.5700   105.5367   7.3010
6.97%, 2026          1    500.00   100.2250   100.2250   100.2250   100.2250   6.9347
7.59%, 2026          1    200.00   103.7510   103.7510   103.7510   103.7510   7.0025
8.15%, 2026          1    200.00   105.4598   105.4598   105.4598   105.4598   7.3425
6.79%, 2027          6   2500.00   100.3600   100.1500   100.3600   100.2440   6.7560
6.79%, 2029          4   1750.00    98.1700    97.9400    98.1700    98.0957   7.0188
Total               19  16900.00

Institutions Non-Slr Bond
-------------------------
8.04%, SIDB 2019*    1    500.00   101.3573   101.3573   101.3573   101.3573   7.2000
8.06%, SIDB 2019*    1    750.00   101.4247   101.4247   101.4247   101.4247   7.2000
Total                2   1250.00

Public Sector Unit Taxable Bond
-------------------------------
7.42%, PFC 2020*     4   3300.00   100.0052    99.9918   100.0052    99.9975   7.4181
8.80%, PGC 2023A*    1    350.00   105.2799   105.2799   105.2799   105.2799   7.6300
8.40%, PGC 2028*     2    100.00   104.4176   104.4176   104.4176   104.4176   7.7850
7.95%, RECL 2027*    2    500.00   101.5337   101.4658   101.4658   101.4998   7.7150
Total                9   4250.00

State Government Development Loan
---------------------------------
8.21%, HARY 2023*    1    250.00   102.5963   102.5963   102.5963   102.5963   7.6500
7.29%, KER 2026*     1     50.00    98.4662    98.4662    98.4662    98.4662   7.5150
8.90%, MAH 2024*     1     50.00   106.5140   106.5140   106.5140   106.5140   7.7200
8.45%, PUN 2023A*    1    613.00   103.7148   103.7148   103.7148   103.7148   7.6500
8.50%, PUN 2024*     1     50.00   103.7633   103.7633   103.7633   103.7633   7.7800
Total                5   1013.00

 (*) 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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