Reuters logo
NSE Wholesale Debt Market Trades-May 24
May 24, 2017 / 1:28 PM / 6 months ago

NSE Wholesale Debt Market Trades-May 24

   May 24 (Reuters) - Below is a summary of Wednesday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                      Wednesday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       22,323.8           67,529.2
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             74              202

GOVERNMENT SECURITIES                                 Wednesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       15,367.8           42,650.2
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             37              105

NON-GOVERNMENT SECURITIES                             Wednesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        6,956.0           24,879.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             37              97

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
----------------------------
8.20%, 2025                        2,000.00                  7.18

Treasury Bill 
------------- 
317-Days (maturing on) 
----------------------
Mar 15, 2018                       1,513.20                  6.43
Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Jul 28, 2017                        3,000.00                  6.23

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
8.57%, HDFC 2018                   2,000.00                  7.36

Corporate Debentures
--------------------
8.45%, HDFC 2019A                    950.00                  7.61

Public Sector Unit Taxable Bond
-------------------------------
7.46%, PFC 2020                      850.00                  7.36

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
----------
8.52%, IDFB 2025*    1    500.00   103.3523   103.3523   103.3523   103.3523   7.9100
Total                1    500.00

Banks Perpetual Bond
--------------------
9.20%, ICICA*        1    250.00   100.9030   100.9030   100.9030   100.9030   8.9400
Total                1    250.00

Corporate Debentures
--------------------
9.05%, DHFL 2019*    1    200.00   100.7834   100.7834   100.7834   100.7834   8.6201
10.10%, HDFC 2017A   1     50.00   100.8326   100.8326   100.8326   100.8326   6.8500
8.57%, HDFC 2018*    3   2000.00   101.1685   101.1685   101.1685   101.1685   7.3600
8.38%, HDFC 2019*    1    350.00   101.4323   101.4323   101.4323   101.4323   7.6100
8.45%, HDFC 2019A*   1    950.00   101.6559   101.6559   101.6559   101.6559   7.6100
8.10%, IBHF 2018*    1    100.00   100.1054   100.1054   100.1054   100.1054   7.9000
8.65%, PNB 2019*     1    400.00   101.7840   101.7840   101.7840   101.7840   7.7000
8.85%, TCFS 2017C*   1    250.00   100.2775   100.2775   100.2775   100.2775   6.8500
Total               10   4300.00

Corporate Deep Discount Debentures
----------------------------------
CCFL 2019H (RESET)   1      5.00   103.9300   103.9300   103.9300   103.9300   0.0000
CITF 2018 (RESET)   13     43.50   149.4500   149.4500   149.4500   149.4500   0.0000
CITI 2018A (RESET)   1      2.50   130.7600   130.7600   130.7600   130.7600   0.0000
Total               15     51.00

Central Government Goi Dated Securities
---------------------------------------
8.12%, 2020          2   1000.00   104.2075   104.2050   104.2050   104.2063   6.7629
7.80%, 2021          1   1000.00   103.4100   103.4100   103.4100   103.4100   6.7816
8.15%, 2022A         1    500.00   105.0062   105.0062   105.0062   105.0062   6.9550
7.35%, 2024          2    400.00   101.6000   101.5900   101.6000   101.5938   7.0584
8.20%, 2025          3   2000.00   106.3000   106.3000   106.3000   106.3000   7.1795
7.59%, 2026          1    100.00   104.0600   104.0600   104.0600   104.0600   6.9544
8.15%, 2026          2   1000.00   106.4100   106.4000   106.4100   106.4050   7.2070
8.33%, 2026          1    500.00   107.4000   107.4000   107.4000   107.4000   7.2070
6.79%, 2029          4   1500.00    99.5800    99.3600    99.3600    99.4642   6.8533
7.61%, 2030          1    500.00   104.4450   104.4450   104.4450   104.4450   7.0795
9.20%, 2030          1    350.00   114.5315   114.5315   114.5315   114.5315   7.4600
6.57%, 2033          1     50.00    94.0700    94.0700    94.0700    94.0700   7.1886
8.30%, 2042          1     50.00   108.3115   108.3115   108.3115   108.3115   7.5600
Total               21   8950.00

Taxable Green Bond
------------------
7.85%, IRED27        1    300.00   102.0987   102.0987   102.0987   102.0987   7.6800
Total                1    300.00

Taxable Bond
------------
8.10%, NTPC21        1    155.00   102.6846   102.6846   102.6846   102.6846   7.3000
9.70%, PFC18         1    100.00   103.3357   103.3357   103.3357   103.3357   7.3000
7.46%, PFC20         4    850.00   100.2498   100.2226   100.2226   100.2466   7.3612
8.36%, PFC20A        1    100.00   102.6328   102.6328   102.6328   102.6328   7.4062
8.48%, PFC24         1    250.00   104.1754   104.1754   104.1754   104.1754   7.7100
8.65%, PFC24         1    100.00   105.2075   105.2075   105.2075   105.2075   7.7000
Total                9   1555.00

State Government Development Loan
---------------------------------
8.20%, GUJ 2025A*    1    250.00   103.4918   103.4918   103.4918   103.4918   7.6350
7.75%, KRN 2027*     1    100.00   101.0374   101.0374   101.0374   101.0374   7.5950
8.12%, MAH 2025*     2    200.00   102.9793   102.9793   102.9793   102.9793   7.6350
8.27%, TEL 2028A*    1     50.00   104.3292   104.3292   104.3292   104.3292   7.6700
7.98%, TEL 2030*     1     50.00   102.4791   102.4791   102.4791   102.4791   7.6700
8.08%, TEL 2031*     1    100.14   103.3967   103.3967   103.3967   103.3967   7.8333
7.95%, TEL 2032*     1    100.00   102.4375   102.4375   102.4375   102.4375   7.8118
7.96%, TEL 2032*     2    150.00   102.5199   102.5199   102.5199   102.5199   7.6700
Total               10   1000.14

Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Jul 28, 2017*        2   3000.00    98.9194    98.9194    98.9194    98.9194   6.2300
Total                2   3000.00

Treasury Bill 
------------- 
312-Days (maturing on) 
----------------------
Mar 16, 2018*        2    500.00    95.0617    95.0526    95.0617    95.0572   6.4338
Total                2    500.00

Treasury Bill 
------------- 
317-Days (maturing on) 
----------------------
Mar 15, 2018*        1   1513.15    95.0776    95.0776    95.0776    95.0776   6.4275
Total                1   1513.15

Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Aug 24, 2017*        1    404.46    98.4681    98.4681    98.4681    98.4681   0.0000
Total                1    404.46

 (*) 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

Our Standards:The Thomson Reuters Trust Principles.
0 : 0
  • narrow-browser-and-phone
  • medium-browser-and-portrait-tablet
  • landscape-tablet
  • medium-wide-browser
  • wide-browser-and-larger
  • medium-browser-and-landscape-tablet
  • medium-wide-browser-and-larger
  • above-phone
  • portrait-tablet-and-above
  • above-portrait-tablet
  • landscape-tablet-and-above
  • landscape-tablet-and-medium-wide-browser
  • portrait-tablet-and-below
  • landscape-tablet-and-below