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NSE Wholesale Debt Market Trades-May 22
May 22, 2017 / 1:15 PM / 4 months ago

NSE Wholesale Debt Market Trades-May 22

   May 22 (Reuters) - Below is a summary of Monday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                         Monday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       19,055.4           19,055.4
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             61              61

GOVERNMENT SECURITIES                                    Monday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       11,882.4           11,882.4
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             31              31

NON-GOVERNMENT SECURITIES                                Monday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        7,173.0            7,173.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             30              30

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                        3,500.00                  6.85
6.57%, 2033                        1,250.00                  7.23

Treasury Bill 
------------- 
312-Days (maturing on) 
----------------------
Mar 16, 2018                       1,382.40                  6.42


TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
7.50%, HDFC 2018                   1,000.00                  7.49

Corporate Debentures
--------------------
8.26%, HDFC 2019                   1,000.00                  7.65

Corporate Debentures
--------------------
7.74%, LICH 2020                   1,000.00                  7.68

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
-------------------------------------------------------------------------------------

Corporate Debentures
--------------------
9.05%, DHFL 2019*    2    300.00   100.7844   100.7844   100.7844   100.7844   8.6200
9.25%, DHFL 2023*    1     50.00   100.0913   100.0913   100.0913   100.0913   9.2074
7.50%, HDFC 2018*    1   1000.00    99.9487    99.9487    99.9487    99.9487   7.4900
8.57%, HDFC 2018*    2    750.00   101.1707   101.1707   101.1707   101.1707   7.3600
8.26%, HDFC 2019*    1   1000.00   101.1518   101.1518   101.1518   101.1518   7.6500
8.39%, HDFC 2019*    1    300.00   101.2487   101.2487   101.2487   101.2487   7.6113
4.00%, HMP 2022A*    1     50.00   156.0268   156.0268   156.0268   156.0268   8.2500
8.38%, LICH 2018*    1    500.00   101.0189   101.0189   101.0189   101.0189   7.5200
7.74%, LICH 2020*    3   1000.00   100.1453   100.1445   100.1445   100.1447   7.6800
8.60%, LICH 2021*    1    200.00   102.6145   102.6145   102.6145   102.6145   7.7597
8.57%, NVCL 2020*    1     50.00   102.0478   102.0478   102.0478   102.0478   7.8322
9.48%, TPOW 2019*    1     50.00   103.5114   103.5114   103.5114   103.5114   7.8300
Total               16   5250.00

Corporate Deep Discount Debentures
----------------------------------
CFIL 2019D (RESET)   1     10.00   112.3300   112.3300   112.3300   112.3300   0.0000
CITF 2018 (RESET)    3     10.50   149.3900   149.3900   149.3900   149.3900   0.0000
CITF 2018A (RESET)   1      2.50   144.6600   144.6600   144.6600   144.6600   0.0000
Total                5     23.00

Central Government Goi Dated Securities
---------------------------------------
7.35%, 2024          2    500.00   101.5400   101.5300   101.5300   101.5350   7.0691
7.72%, 2025          1    250.00   103.6900   103.6900   103.6900   103.6900   7.1075
8.20%, 2025          1    250.00   105.9900   105.9900   105.9900   105.9900   7.2282
8.33%, 2026          1    250.00   107.3000   107.3000   107.3000   107.3000   7.2219
8.28%, 2027          1   1000.00   107.4000   107.4000   107.4000   107.4000   7.2475
8.60%, 2028          1    100.00   109.3100   109.3100   109.3100   109.3100   7.3523
6.79%, 2029          5   3500.00    99.5100    99.4600    99.4600    99.4761   6.8518
8.97%, 2030          2    500.00   112.9000   112.9000   112.9000   112.9000   7.4408
6.57%, 2033          4   1250.00    93.8700    93.3400    93.8700    93.6480   7.2345
8.24%, 2033          1    500.00   107.2212   107.2212   107.2212   107.2212   7.4700
8.33%, 2036          1    100.00   108.2305   108.2305   108.2305   108.2305   7.5100
8.30%, 2040          1    550.00   107.6700   107.6700   107.6700   107.6700   7.5899
Total               21   8750.00

Institutions Non-Slr Bond
-------------------------
8.50%, EXIM 2023B*   1    250.00   104.1804   104.1804   104.1804   104.1804   7.6100
Total                1    250.00

Public Sector Unit Taxable Bond
-------------------------------
7.05%, PFC 2020*     1    100.00    99.1298    99.1298    99.1298    99.1298   7.3815
8.13%, PGC 2021*     1    500.00   102.5045   102.5045   102.5045   102.5045   7.3600
7.89%, PGC 2027*     2    150.00   101.8757   101.8757   101.8757   101.8757   7.6000
8.80%, RECL 2020*    1    500.00   104.1378   104.1378   104.1378   104.1378   7.3600
8.82%, RECL 2023*    1    100.00   105.4273   105.4273   105.4273   105.4273   7.6300
8.27%, RECL 2025*    1    250.00   103.1918   103.1918   103.1918   103.1918   7.7050
7.95%, RECL 2027*    1     50.00   101.9346   101.9346   101.9346   101.9346   7.6501
Total                8   1650.00

State Government Development Loan
---------------------------------
8.21%, HARY 2026*    1    200.00   103.3113   103.3113   103.3113   103.3113   7.6850
8.29%, MAH 2025*     1    250.00   103.8460   103.8460   103.8460   103.8460   7.6500
8.36%, MAH 2026*     3    650.00   104.4894   104.4894   104.4894   104.4894   7.6400
8.42%, UP 2027*      1    100.00   104.8914   104.8914   104.8914   104.8914   7.7000
8.77%, UP 2031*      1     50.00   108.9891   108.9891   108.9891   108.9891   7.7000
Total                7   1250.00

Treasury Bill 
------------- 
312-Days (maturing on) 
----------------------
Mar 16, 2018*        2   1382.40    95.0354    95.0281    95.0354    95.0329   6.4235
Total                2   1382.40

Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Aug 17, 2017*        1    500.00    98.5545    98.5545    98.5545    98.5545   6.2250
Total                1    500.00 

 (*) Indicates at least one deal in above securities is of Rs. 5 crore or above.

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