May 18, 2017 / 12:39 PM / in 2 months

NSE Wholesale Debt Market Trades-May 18

8 Min Read

    May 18 (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               :       16,723.0           93,360.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             71              241

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       11,085.5           56,559.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             49              133

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        5,637.5           36,801.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             22              108

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
----------------------------
7.50%, 2034                        2,500.00                  7.48
7.95%, 2032                        1,500.00                  7.51
8.60%, 2028                        1,350.00                  7.37

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------

Corporate Debentures
--------------------
7.74%, LICH 2020                   1,250.00                  7.69
Banks Perpetual Bond
--------------------
8.50%, BOB                         1,000.00                  8.95

Institutions Non-Slr Bond
-------------------------
7.65%, NBRD 2019                     750.00                  7.44

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
--------------------
8.50%, BOB*          1   1000.00    98.2700    98.2700    98.2700    98.2700   8.9500
Total                1   1000.00

Corporate Debentures
--------------------
8.25%, HDFC 2018*    1     50.00   100.9100   100.9100   100.9100   100.9100   7.5000
7.96%, LICH 2019*    1    250.00   100.6421   100.6421   100.6421   100.6421   7.6700
7.74%, LICH 2020*    2   1250.00   100.1413   100.1216   100.1216   100.1334   7.6855
7.80%, LICH 2022*    1    250.00    99.9708    99.9708    99.9708    99.9708   7.8000
8.40%, LT 2020*      2    500.00   103.1743   103.1543   103.1743   103.1643   7.2738
7.7576%TCHF 2018*    1    400.00   100.1438   100.1438   100.1438   100.1438   7.5000
Total                8   2700.00

Corporate Deep Discount Debentures
----------------------------------
CFIL 2019C (RESET)   1     10.00   113.9700   113.9700   113.9700   113.9700   0.0000
CFIL 2019D (RESET)   1     10.00   112.2300   112.2300   112.2300   112.2300   0.0000
CFIL 2019E (RESET)   1     10.00   113.8200   113.8200   113.8200   113.8200   0.0000
CITF 2018 (RESET)    3      7.50   149.2700   149.2700   149.2700   149.2700   0.0000
Total                6     37.50

Central Government Goi Dated Securities
---------------------------------------
6.90%, 2019          1     35.47   100.5000   100.5000   100.5000   100.5000   6.6406
8.27%, 2020          1    250.00   104.3000   104.3000   104.3000   104.3000   6.6882
6.97%, 2026          1   1000.00   100.8750   100.8750   100.8750   100.8750   6.8392
8.33%, 2026          2   1000.00   106.9000   106.9000   106.9000   106.9000   7.2807
8.60%, 2028          4   1350.00   109.1500   109.1360   109.1500   109.1412   7.3743
6.79%, 2029          3   1300.00    99.5100    99.4225    99.4225    99.4273   6.8575
7.95%, 2032          2   1500.00   103.9700   103.9700   103.9700   103.9700   7.5068
7.50%, 2034          4   2500.00   100.2000   100.1500   100.1900   100.1680   7.4807
8.30%, 2040          1    150.00   107.5545   107.5545   107.5545   107.5545   7.6000
8.30%, 2042          1    150.00   107.8338   107.8338   107.8338   107.8338   7.6000
Total               20   9235.47

Institutions Non-Slr Bond
-------------------------
7.65%, NBRD 2019*    1    750.00   100.3654   100.3654   100.3654   100.3654   7.4406
7.98%, SIDB 2019A*   1    250.00   101.3326   101.3326   101.3326   101.3326   7.1700
Total                2   1000.00

Public Sector Unit Taxable Bond
-------------------------------
8.50%, NPC 2019*     2    100.00   103.4288   103.4288   103.4288   103.4288   7.0323
8.96%, PFC 2019*     1    100.00   103.2501   103.2501   103.2501   103.2501   7.4100
8.15%, PGC 2020A*    1    400.00   102.1017   102.1017   102.1017   102.1017   7.2700
8.32%, PGC 2025*     1    300.00   103.4727   103.4727   103.4727   103.4727   7.7350
Total                5    900.00

State Government Development Loan
---------------------------------
8.21%, HARY 2022*    1    250.00   102.9164   102.9164   102.9164   102.9164   7.4800
8.21%, RAJ 2023*     1    250.00   102.8997   102.8997   102.8997   102.8997   7.5850
8.27%, TEL 2028*     5    200.00   104.1226   104.1226   104.1226   104.1226   7.9312
8.07%, TEL 2029*     5    200.00   102.8247   102.8247   102.8247   102.8247   7.9038
8.04%, TEL 2030*     5    200.00   102.7257   102.7257   102.7257   102.7257   7.8795
8.08%, TEL 2031*     5    200.00   103.1844   103.1844   103.1844   103.1844   7.8584
7.95%, TEL 2032*     5    200.00   102.1726   102.1726   102.1726   102.1726   7.8420
7.64%, UP 2027*      1     50.00   100.4073   100.4073   100.4073   100.4073   7.5785
Total               28   1550.00


Treasury Bill 
------------- 
312-Days (maturing on) 
----------------------
Mar 16, 2018*        1    300.00    94.9645    94.9645    94.9645    94.9645   6.4300
Total                1    300.00


(*) 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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