May 18, 2018 / 3:15 PM / a month ago

NSE Wholesale Debt Market Trades-May 18

    May 18 (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               :        9,750.0           60,988.6
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             33              151

GOVERNMENT SECURITIES                                    Friday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :        3,700.0           34,482.6
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             11              66

NON-GOVERNMENT SECURITIES                                Friday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        6,050.0           26,506.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             22              85

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
----------------------------
7.17%, 2028                          500.00                  7.92

State Government Development Loan
---------------------------------
8.63%, TN 2023                       900.00                  8.37
7.52%, TN 2027                       850.00                  8.30

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
7.67%, HDFC 2020                   1,250.00                  8.75

Public Sector Unit Taxable Bond
-------------------------------
8.01%, RECL 2028                   1,000.00                  8.39

Corporate Debentures
--------------------
8.00%, RJIC 2023                     750.00                  8.82

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
--------------------
7.67%, HDFC 2020     4   1250.00    98.0758    98.0758    98.0758    98.0758   8.7500
HDFC 2020D (RESET)   1    100.00   104.1828   104.1828   104.1828   104.1828   8.6894
7.78%, LICH 2020*    1     50.00    98.3040    98.3040    98.3040    98.3040   8.6700
9.2670%, PIRE 2019*  1    100.00   100.2694   100.2694   100.2694   100.2694   8.9500
7.00%, RIL 2022*     1    250.00    94.3210    94.3210    94.3210    94.3210   8.6200
8.90%, RJIC 2020B*   1     50.00   100.3718   100.3718   100.3718   100.3718   8.6000
8.00%, RJIC 2023*    1    750.00    96.7993    96.7993    96.7993    96.7993   8.8200
Total               10   2550.00

Central Government Goi Dated Securities
---------------------------------------
7.17%, 2028*         1    500.00    95.0300    95.0300    95.0300    95.0300   7.9152
8.60%, 2028*         1    100.00   103.5578   103.5578   103.5578   103.5578   8.0750
7.59%, 2029*         1    100.00    96.5253    96.5253    96.5253    96.5253   8.0750
6.68%, 2031*         1    250.00    88.2200    88.2200    88.2200    88.2200   8.1433
Total                4    950.00

Public Sector Unit Taxable Bond
-------------------------------
9.95%, FCI 2022*     1    400.00   104.4541   104.4541   104.4541   104.4541   8.5000
7.49%, IRFC 2027*    3    450.00    93.7650    93.7632    93.7650    93.7638   8.5000
7.30%, PFC 2027*     1    500.00    91.4589    91.4589    91.4589    91.4589   8.6700
8.64%, PGC 2020*     1     50.00   100.1249   100.1249   100.1249   100.1249   8.5400
8.84%, PGC 2020*     1     50.00   100.4340   100.4340   100.4340   100.4340   8.5400
9.30%, PGC 2024A*    1    300.00   102.9396   102.9396   102.9396   102.9396   8.6500
7.45%, RECL 2022*    1    250.00    95.5587    95.5587    95.5587    95.5587   8.6500
7.95%, RECL 2027*    1    500.00    96.0871    96.0871    96.0871    96.0871   8.5900
8.01%, RECL 2028*    2   1000.00    97.8451    97.6569    97.6569    97.7040   8.3894
Total               12   3500.00

State Government Development Loan
---------------------------------
8.14%, HARY 2022*    1    250.00    98.9621    98.9621    98.9621    98.9621   8.4400
8.21%, HARY 2022*    1    150.00    99.3031    99.3031    99.3031    99.3031   8.4200
7.62%, MAH 2021*     1    200.00    98.5506    98.5506    98.5506    98.5506   8.2000
7.38%, MAH 2022*     1    250.00    96.8106    96.8106    96.8106    96.8106   8.3900
8.39%, RAJ 2023*     1    150.00    99.7853    99.7853    99.7853    99.7853   8.4400
8.63%, TN 2023*      1    900.00   100.9735   100.9735   100.9735   100.9735   8.3676
7.52%, TN 2027*      1    850.00    95.1031    95.1031    95.1031    95.1031   8.3025
Total                7   2750.00

 (*) 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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