May 26, 2017 / 1:11 PM / 3 months ago

NSE Wholesale Debt Market Trades-May 26

    May 26 (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               :       28,490.2           119,624.4
--Total traded value of repo deals in mln rupees :             ---             ---
--Total number of trades                         :             65              329

GOVERNMENT SECURITIES                                    Friday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       17,340.2           75,440.4
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             30              173

NON-GOVERNMENT SECURITIES                                Friday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       11,150.0           44,184.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             35              156

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
----------------------------
8.13%, 2022                        5,250.00                  6.92
7.51%, MAH27                       2,340.20                  7.47
7.59%, 2029                        1,500.00                  7.15

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Institutions Non-Slr Bond
-------------------------
7.56%, EXIM27                      2,100.00                  7.54
Corporate Debentures
--------------------
8.38%, HDFC 2019                     850.00                  7.58

Corporate Debentures
--------------------
7.45%, HDFC 2018                     750.00                  7.30

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%, AXBK 2023*    1    250.00    99.2781    99.2781    99.2781    99.2781   7.7300
Total                1    250.00

Banks Perpetual Bond
--------------------
9.14%, BOB*          1    150.00   100.7529   100.7529   100.7529   100.7529   8.9200
Total                1    150.00

Corporate Debentures
--------------------
7.45%, HDFC 2018*    1    750.00   100.1541   100.1541   100.1541   100.1541   7.3000
8.25%, HDFC 2018*    1    500.00   100.9326   100.9326   100.9326   100.9326   7.4700
8.38%, HDFC 2019*    1    850.00   101.4891   101.4891   101.4891   101.4891   7.5800
HDFC 2020F (RESET)   1     50.00   100.1518   100.1518   100.1518   100.1518   7.7000
8.73%, LICH 2018*    1    750.00   101.2778   101.2778   101.2778   101.2778   7.3000
Total                5   2900.00

Central Government Goi Dated Securities
---------------------------------------
8.13%, 2022          1   5250.00   105.2974   105.2974   105.2974   105.2974   6.9175
8.20%, 2022          1    500.00   105.2200   105.2200   105.2200   105.2200   6.8797
7.16%, 2023          1    250.00   100.9000   100.9000   100.9000   100.9000   6.9726
7.72%, 2025          2    250.00   104.0100   104.0100   104.0100   104.0100   7.0544
8.20%, 2025          2    750.00   106.6000   106.5400   106.5400   106.5800   7.1348
6.90%, 2026          1    250.00    96.2381    96.2381    96.2381    96.2381   7.4950
8.15%, 2026          1    500.00   106.8000   106.8000   106.8000   106.8000   7.1502
8.33%, 2026          1   1000.00   107.6852   107.6852   107.6852   107.6852   7.1650
6.79%, 2027          2    750.00   101.0000   100.9800   100.9800   100.9867   6.6524
8.28%, 2027          3   1000.00   108.0000   107.8800   107.9800   107.9600   7.1722
8.60%, 2028          1    500.00   110.2500   110.2500   110.2500   110.2500   7.2334
6.79%, 2029          1    250.00    99.7200    99.7200    99.7200    99.7200   6.8227
7.59%, 2029          2   1500.00   103.4800   103.4600   103.4600   103.4733   7.1475
8.83%, 2041          2    300.00   114.8000   114.8000   114.8000   114.8000   7.5013
7.06%, 2046          3   1000.00    96.5000    96.4700    96.4800    96.4800   7.3531
Total               24  14050.00

Institutions Non-Slr Bond
-------------------------
8.80%, EXIM 2023*    2    500.00   105.8641   105.8641   105.8641   105.8641   7.5000
7.56%, EXIM 2027*    1   2100.00   100.0986   100.0986   100.0986   100.0986   7.5400
8.37%, NBRD 2020*    2    650.00   103.0847   102.9808   103.0847   103.0048   7.2308
7.25%, SIDB 2020*    1    100.00   100.1179   100.1179   100.1179   100.1179   7.1900
Total                6   3350.00

Public Sector Unit Taxable Bond
-------------------------------
7.00%, IRFC 2018*    2    500.00   100.0118    99.9999   100.0118   100.0059   7.0249
7.65%, IRFC 2019*    1    250.00   101.0560   101.0560   101.0560   101.0560   7.1200
7.83%, IRFC 2027*    3    350.00   102.1608   101.9895   101.9895   102.1119   7.5222
7.88%, PFC 2017*     2    250.00   100.2928   100.2928   100.2928   100.2928   6.8000
8.65%, PFC 2024*     1    100.00   105.4913   105.4913   105.4913   105.4913   7.6500
7.63%, PFC 2026*     1    250.00    99.9229    99.9229    99.9229    99.9229   7.6300
8.85%, PGC 2017*     1    100.00   100.6543   100.6543   100.6543   100.6543   6.7600
9.25%, PGC 2018B*    1     50.00   102.9549   102.9549   102.9549   102.9549   7.1500
7.20%, PGC 2021*     1    750.00    99.6958    99.6958    99.6958    99.6958   7.2600
9.47%, PGC 2021*     1     50.00   106.8259   106.8259   106.8259   106.8259   7.3500
9.25%, PGC 2021B*    1    100.00   107.0819   107.0819   107.0819   107.0819   7.3500
8.20%, PGC 2022*     2    750.00   103.2124   103.2124   103.2124   103.2124   7.3400
8.36%, RECL 2020*    1    250.00   102.9540   102.9540   102.9540   102.9540   7.3100
7.52%, RECL 2026*    1    200.00    99.2363    99.2363    99.2363    99.2363   7.6200
7.95%, RECL 2027*    3    550.00   102.4775   102.3403   102.3403   102.4034   7.5809
Total               22   4500.00

State Government Development Loan
---------------------------------
7.86%, KRN 2027*     1    200.00   101.9284   101.9284   101.9284   101.9284   7.5750
7.51%, MAH 2027*     3   2340.23   100.2762   100.2650   100.2750   100.2711   7.4707
7.76%, MP 2027*      1    250.00   101.2075   101.2075   101.2075   101.2075   7.5800
8.32%, PUN 2020*     1    500.00   103.1169   103.1169   103.1169   103.1169   7.2000
Total                6   3290.23


(*) 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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