May 11, 2018 / 12:52 PM / 2 months ago

NSE Wholesale Debt Market Trades-May 11

    May 11 (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               :       12,280.4           60,203.1
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             38              154

GOVERNMENT SECURITIES                                    Friday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :        8,180.4           39,813.1
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             22              89

NON-GOVERNMENT SECURITIES                                Friday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        4,100.0           20,390.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             16              65

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
----------------------------
7.68%, 2023                        1,346.00                  7.83
7.73%, 2034                        1,279.00                  8.07
6.84%, 2022                        1,000.00                  7.81

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
-------------------------------
7.99%, PFC22                       2,150.00                  8.55

Institutions Non-Slr Bond
-------------------------
7.18%, NBRD20                      1,000.00                  7.36

Banks Perpetual Bond
--------------------
9.15%, ICIC                          350.00                  9.50

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
--------------------
8.85%, HDBK*         1    100.00    99.3298    99.3298    99.3298    99.3298   9.0500
9.15%, ICIC*         2    350.00    98.6368    98.6368    98.6368    98.6368   9.5000
9.00%, SIB*          1     50.00   100.0334   100.0334   100.0334   100.0334   8.9500
Total                4    500.00

Corporate Debentures
--------------------
7.37%, IBHF 2019*    1     50.00    99.5696    99.5696    99.5696    99.5696   8.2500
7.20%, LICH 2019*    1    100.00    99.1602    99.1602    99.1602    99.1602   8.2400
7.585%,LICH 2019*    1    250.00    99.1363    99.1363    99.1363    99.1363   8.3500
Total                3    400.00

Central Government Goi Dated Securities
---------------------------------------
8.12%, 2020*         1    250.00   101.2300   101.2300   101.2300   101.2300   7.5806
8.27%, 2020*         1   1000.00   101.5300   101.5300   101.5300   101.5300   7.4537
6.84%, 2022*         2   1000.00    96.3000    96.2900    96.3000    96.2950   7.8121
8.15%, 2022A*        1    500.00   101.0883   101.0883   101.0883   101.0883   7.8300
7.68%, 2023*         3   1346.00    99.3000    99.3000    99.3000    99.3000   7.8348
7.73%, 2034*         4   1278.95    97.7450    95.7450    97.6206    96.9117   8.0703
Total               12   5374.95

Institutions Non-Slr Bond
-------------------------
7.18%, NBRD 2020*    1   1000.00    99.6451    99.6451    99.6451    99.6451   7.3621
Total                1   1000.00

Public Sector Unit Taxable Bond
-------------------------------
7.99%, PFC 2022*     7   2150.00    98.1182    97.9175    97.9375    97.9413   8.5488
7.93%, PGC 2022*     1     50.00    98.3391    98.3391    98.3391    98.3391   8.4300
Total                8   2200.00

State Government Development Loan
---------------------------------
8.69%, KRN 2022A*    1    150.00   101.4633   101.4633   101.4633   101.4633   8.2200
8.18%, ORS 2023*     1    150.00    99.7853    99.7853    99.7853    99.7853   8.2300
8.27%, RAJ 2023*     1    212.10    99.9038    99.9038    99.9038    99.9038   8.2900
7.70%, TN 2023*      1     50.00    97.6936    97.6936    97.6936    97.6936   8.2900
8.02%, TN 2025*      1    100.00    98.4650    98.4650    98.4650    98.4650   8.3150
7.18%, TN 2027*      2    520.00    93.2689    93.2689    93.2689    93.2689   8.2350
7.52%, TN 2027*      1    250.00    95.4733    95.4733    95.4733    95.4733   8.2400
Total                8   1432.10


Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
May 09, 2019*        1    873.33    93.8361    93.8361    93.8361    93.8361   6.6600
Mar 27, 2019*        1    500.00    94.5399    94.5399    94.5399    94.5399   6.6500
Total                2   1373.33

(*) 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
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