May 21, 2018 / 12:41 PM / 5 months ago

NSE Wholesale Debt Market Trades-May 21

    May 21 (Reuters) - Below is a summary of Monday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                         Monday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :        4,362.5            4,362.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             21              21

GOVERNMENT SECURITIES                                    Monday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :        2,810.0            2,810.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             13              13

NON-GOVERNMENT SECURITIES                                Monday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        1,552.5            1,552.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :              8               8

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
----------------------------
7.94%, 2021                        1,000.00                  7.66
6.68%, 2031                          500.00                  8.05
9.84%, AP23A                         350.00                  8.40

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------

Corporate Debentures
--------------------
8.00%, RJIC 2023                     500.00                  8.82

Corporate Debentures
--------------------
8.00%, RJIC 2023A                    250.00                  8.82

Corporate Debentures
--------------------
7.20%, HDFC 2020                     250.00                  8.75

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
--------------------
7.20%, HDFC 2020*    1    250.00    96.8681    96.8681    96.8681    96.8681   8.7500
HDFC 2020 (RESET)*   1    150.00   104.5785   104.5785   104.5785   104.5785   8.7500
8.00%, RJIC 2023*    1    500.00    96.8042    96.8042    96.8042    96.8042   8.8200
8.00%, RJIC 2023A*   1    250.00    96.7993    96.7993    96.7993    96.7993   8.8200
Total                4   1150.00

Corporate Deep Discount Debentures
----------------------------------
CCFI 2019D (RESET)   1      2.50   142.1554   142.1554   142.1554   142.1554   0.0000
Total                1      2.50

Central Government Goi Dated Securities
---------------------------------------
7.94%, 2021*         1   1000.00   100.7516   100.7516   100.7516   100.7516   7.6550
6.84%, 2022*         1    250.00    96.3400    96.3400    96.3400    96.3400   7.8044
7.17%, 2028*         2    250.00    95.3850    95.3700    95.3700    95.3760   7.8617
6.68%, 2031*         1    500.00    88.8800    88.8800    88.8800    88.8800   8.0546
7.73%, 2034*         1     50.00    96.6000    96.6000    96.6000    96.6000   8.1054
9.23%, 2043*         1    250.00   112.1082   112.1082   112.1082   112.1082   8.1000
Total                7   2300.00

Public Sector Unit Taxable Bond
-------------------------------
7.65%, IRFC 2021*    1    250.00    98.2335    98.2335    98.2335    98.2335   8.4000
7.27%, PFC 2021*     1     50.00    95.9446    95.9446    95.9446    95.9446   8.6000
7.20%, PGC 2027*     1    100.00    91.5988    91.5988    91.5988    91.5988   8.5400
Total                3    400.00

State Government Development Loan
---------------------------------
9.84%, AP 2023A*     4    350.00   106.0752   106.0752   106.0752   106.0752   8.4000
9.47%, HARY 2024*    1    100.00   104.9360   104.9360   104.9360   104.9360   8.3800
8.36%, PUN 2021*     1     60.00   100.2108   100.2108   100.2108   100.2108   8.2700
Total                6    510.00

(*) 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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