May 17, 2018 / 1:01 PM / 2 months ago

NSE Wholesale Debt Market Trades-May 17

   May 17 (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               :       10,350.0           51,238.6
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             33              118

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :        3,200.0           30,782.6
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             10              55

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        7,150.0           20,456.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             23              63

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%, 2022                        1,750.00                  7.90
6.84%, 2022                          600.00                  7.91
8.12%, 2020                          350.00                  7.60

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
7.80%, CHOI 2019                   1,500.00                  9.00

Public Sector Unit Taxable Bond
-------------------------------
7.42%, PFC 2020                      650.00                  8.60

Corporate Debentures
--------------------
8.37%, ABF 2018                      500.00                  8.41

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     50.00    99.0386    99.0386    99.0386    99.0386   9.1400
9.00%, SBI*          1    250.00    99.6204    99.6204    99.6204    99.6204   9.1001
Total                2    300.00

Corporate Debentures
--------------------
8.37%, ABF 2018*     1    500.00    99.8691    99.8691    99.8691    99.8691   8.4100
7.80%, CHOI 2019*    2   1500.00    98.6500    98.6500    98.6500    98.6500   9.0000
8.10%, CHOI 2019A*   1    500.00    98.7589    98.7589    98.7589    98.7589   8.9400
HDFC 2020D (RESET)   2    200.00   104.2070   104.2070   104.2070   104.2070   8.6863
8.95%, IBS 2020*     1    200.00   100.5066   100.5066   100.5066   100.5066   8.6500
7.65%, LICH 2020*    1    250.00    98.6530    98.6530    98.6530    98.6530   8.2500
8.10%, RJIC 2019A*   1    250.00    99.6308    99.6308    99.6308    99.6308   8.5000
8.32%, RJIC 2021*    1    500.00    98.9312    98.9312    98.9312    98.9312   8.7000
9.25%, RJIC 2024*    2    300.00   101.5242   101.5242   101.5242   101.5242   8.9000
Total               12   4200.00

Corporate Deep Discount Debentures
----------------------------------
CITI 2021J (RESET)   1    100.00   107.0058   107.0058   107.0058   107.0058   0.0000
Total                1    100.00

Central Government Goi Dated Securities
---------------------------------------
8.12%, 2020*         1    350.00   101.1800   101.1800   101.1800   101.1800   7.6007
6.84%, 2022*         2    600.00    96.0700    95.9000    96.0700    95.9283   7.9134
8.20%, 2022*         3   1750.00   101.0000   100.9198   101.0000   100.9519   7.8950
7.17%, 2028*         1    100.00    95.0850    95.0850    95.0850    95.0850   7.9061
9.20%, 2030*         1    200.00   107.8248   107.8248   107.8248   107.8248   8.1800
Total                8   3000.00

Public Sector Unit Taxable Bond
-------------------------------
6.83%, PFC 2020*     1    500.00    96.9532    96.9532    96.9532    96.9532   8.6000
7.30%, PFC 2020*     1    250.00    97.5608    97.5608    97.5608    97.5608   8.6125
7.42%, PFC 2020*     2    650.00    97.8008    97.8008    97.8008    97.8008   8.6000
7.53%, PFC 2020*     1    250.00    98.3913    98.3913    98.3913    98.3913   8.6000
10.10%, PGC 2019*    1     50.00   101.6048   101.6048   101.6048   101.6048   8.4400
7.18%, RECL 2021*    1    350.00    96.6028    96.6028    96.6028    96.6028   8.5000
7.45%, RECL 2022*    1    500.00    95.3761    95.3761    95.3761    95.3761   8.7000
Total                8   2550.00

State Government Development Loan
---------------------------------
8.05%, GUJ 2028*     1    150.00    97.9475    97.9475    97.9475    97.9475   8.3600
7.97%, ORS 2024*     1     50.00    98.2505    98.2505    98.2505    98.2505   8.3600
Total                2    200.00

 (*) 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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