May 25, 2017 / 12:54 PM / 2 months ago

NSE Wholesale Debt Market Trades-May 25

9 Min Read

  May 25 (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               :       23,605.0           91,134.2
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             62              264

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       15,450.0           58,100.2
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             38              143

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        8,155.0           33,034.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             24              121

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
----------------------------
8.15%, 2026                        1,500.00                  7.17
8.83%, 2041                        1,500.00                  7.52
6.90%, 2019                        1,350.00                  6.60

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
-------------------------------
7.20%, IRFC 2020                   1,750.00                  7.18

Institutions Non-Slr Bond
-------------------------
7.25%, SIDB 2020                   1,000.00                  7.21

Public Sector Unit Taxable Bond
-------------------------------
6.90%, PFC 2018                    1,000.00                  7.07

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
--------------------
9.25%, DHFL 2023*    1    100.00   100.0160   100.0160   100.0160   100.0160   9.2239
7.80%, HDFC 2019*    1    500.00   100.3633   100.3633   100.3633   100.3633   7.6000
HDFC 2020F (RESET)   1     50.00   100.1031   100.1031   100.1031   100.1031   7.7000
9.10%, IBHF 2018A*   1    200.00   100.9091   100.9091   100.9091   100.9091   8.2500
7.74%, LICH 2020*    1    750.00   100.2206   100.2206   100.2206   100.2206   7.6500
7.79%, LICH 2020*    1    500.00   100.3711   100.3711   100.3711   100.3711   7.6400
9.40%, TCFS 2018*    1     50.00   101.0459   101.0459   101.0459   101.0459   7.5928
Total                7   2150.00

Corporate Deep Discount Debentures
----------------------------------
CITF 2018 (RESET)    2      5.00   149.4800   149.4800   149.4800   149.4800   0.0000
Total                2      5.00

Central Government Goi Dated Securities
---------------------------------------
5.64%, 2019          2   1050.00    98.6166    98.6166    98.6166    98.6166   6.5600
6.90%, 2019          2   1350.00   100.5765   100.5765   100.5765   100.5765   6.6000
8.12%, 2020          1    450.00   104.2447   104.2447   104.2447   104.2447   6.7500
7.80%, 2021          1     50.00   103.4400   103.4400   103.4400   103.4400   6.7702
6.84%, 2022          1    500.00   100.1350   100.1350   100.1350   100.1350   6.8090
8.13%, 2022          1    450.00   105.1572   105.1572   105.1572   105.1572   6.9501
8.20%, 2022          2   1000.00   105.0830   105.0830   105.0830   105.0830   6.9150
7.68%, 2023          1    250.00   103.8400   103.8400   103.8400   103.8400   6.9396
7.72%, 2025          2    550.00   103.8800   103.8200   103.8800   103.8473   7.0816
8.20%, 2025          2    500.00   106.6000   106.5000   106.5000   106.5500   7.1405
7.59%, 2026          1    250.00   104.1950   104.1950   104.1950   104.1950   6.9337
8.15%, 2026          2   1500.00   106.6500   106.6473   106.6473   106.6482   7.1724
8.28%, 2027          2    750.00   107.7541   107.6408   107.7541   107.6786   7.2100
6.79%, 2029          1    100.00    99.6450    99.6450    99.6450    99.6450   6.8316
7.61%, 2030          1    500.00   104.7000   104.7000   104.7000   104.7000   7.0500
7.88%, 2030          1    100.00   105.5400   105.5400   105.5400   105.5400   7.2085
7.95%, 2032          1    500.00   104.9500   104.9500   104.9500   104.9500   7.4012
8.83%, 2041          1   1500.00   114.5681   114.5681   114.5681   114.5681   7.5200
Total               25  11350.00

Institutions Non-Slr Bond
-------------------------
8.18%, NBRD 2020*    1    250.00   102.2812   102.2812   102.2812   102.2812   7.2000
7.25%, SIDB 2020*    2   1000.00   100.0690   100.0684   100.0684   100.0689   7.2100
Total                3   1250.00

Public Sector Unit Taxable Bond
-------------------------------
6.73%, IRFC 2020*    1     50.00    98.9174    98.9174    98.9174    98.9174   7.1800
7.20%, IRFC 2020*    3   1750.00   100.1190   100.1190   100.1190   100.1190   7.1800
7.83%, IRFC 2027*    1    500.00   102.6614   102.6614   102.6614   102.6614   7.4428
6.90%, PFC 2018*     1   1000.00    99.8339    99.8339    99.8339    99.8339   7.0700
7.47%, PFC 2021*     1    250.00   100.0330   100.0330   100.0330   100.0330   7.4400
8.40%, PGC 2026*     1     50.00   104.5990   104.5990   104.5990   104.5990   7.6700
8.36%, RECL 2020*    1    300.00   102.8168   102.8168   102.8168   102.8168   7.3600
7.14%, RECL 2021*    2    750.00    99.2040    99.2040    99.2040    99.2040   7.3300
7.54%, RECL 2026*    1    100.00    99.4064    99.4064    99.4064    99.4064   7.6150
Total               12   4750.00

State Government Development Loan
---------------------------------
8.24%, AP 2025A*     1    500.00   103.8023   103.8023   103.8023   103.8023   7.6250
7.80%, CHTSI 2027*   1    150.00   101.2573   101.2573   101.2573   101.2573   7.6125
8.21%, HARY 2026*    1    500.00   103.4381   103.4381   103.4381   103.4381   7.6650
7.75%, KRN 2027*     1     50.00   101.2088   101.2088   101.2088   101.2088   7.5700
7.86%, KRN 2027*     1     50.00   101.8951   101.8951   101.8951   101.8951   7.5800
8.01%, RAJ 2020*     1    550.00   102.1350   102.1350   102.1350   102.1350   7.2200
8.39%, RAJ 2020A*    1    550.00   102.9546   102.9546   102.9546   102.9546   7.2000
8.21%, RAJ 2022*     2    550.00   103.1912   103.1503   103.1912   103.1726   7.4145
8.39%, RAJ 2022*     2    500.00   103.8415   103.8415   103.8415   103.8415   7.4200
Total               11   3400.00

Treasury Bill
------------- 
182-Days (maturing on) 
----------------------
Nov 16, 2017*        1    450.00    97.0506    97.0506    97.0506    97.0506   6.3750
Total                1    450.00

Treasury Bill
------------- 
323-Days (maturing on) 
----------------------
Mar 13, 2018*        1    250.00    95.1380    95.1380    95.1380    95.1380   6.4100
Total                1    250.00

 (*) 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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