May 23, 2019 / 12:55 PM / 4 months ago

NSE Wholesale Debt Market Trades-May 23

   May 23 (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               :       22,856.4           79,834.5
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             61              189

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       12,496.4           57,674.5
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             37              132

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       10,360.0           22,160.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             24              57

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

Central Government Goi Dated Securities
---------------------------------------
8.08%, 2022                        1,975.40                  6.78

Central Government Goi Dated Securities
---------------------------------------
8.26%, 2027                        1,850.00                  7.40

State Government Development Loan
---------------------------------
8.08%, MAH 2028                    1,332.90                  7.89

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
8.58%, TFSI 2019                   2,000.00                  7.35

Corporate Debentures
--------------------
8.70%, HDFC 2020A                  1,700.00                  8.18

Corporate Debentures
--------------------
8.30%, RIL 2022                    1,250.00                  7.83

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
----------
8.44%, HDBK 2028*    3    450.00   100.4501   100.4501   100.4501   100.4501   8.3500
8.90%, SBI 2028*     1    250.00   103.7116   103.7116   103.7116   103.7116   7.8500
Total                4    700.00

Corporate Debentures
--------------------
8.70%, HDFC 2020A*   1   1700.00   100.6632   100.6632   100.6632   100.6632   8.1800
9.05%, HDFC 2023*    2    400.00   102.1669   102.1669   102.1669   102.1669   8.4200
8.55%, HDFC 2029*    3    500.00   100.5578   100.5578   100.5578   100.5578   8.4500
7.5850%, LICH 2019*  1    250.00    99.9812    99.9812    99.9812    99.9812   7.2500
8.70%, LICH 2029*    1     50.00   101.0066   101.0066   101.0066   101.0066   8.5300
8.30%, RIL 2022*     2   1250.00   101.0701   101.0701   101.0701   101.0701   7.8300
8.58%, TFSI 2019*    1   2000.00   100.0628   100.0628   100.0628   100.0628   7.3500
Total               11   6150.00

Corporate Deep Discount Debentures
----------------------------------
CITI 2020E (RESET)   1     10.00   130.1334   130.1334   130.1334   130.1334   0.0000
Total                1     10.00

Central Government Goi Dated Securities
---------------------------------------
8.08%, 2022*         2   1975.43   103.6712   103.6712   103.6712   103.6712   6.7750
7.35%, 2024*         2    100.00   101.1900   101.1900   101.1900   101.1900   7.0650
8.26%, 2027*         1   1850.00   105.1628   105.1628   105.1628   105.1628   7.4050
7.17%, 2028*         1    500.00    98.6500    98.6500    98.6500    98.6500   7.3825
7.26%, 2029*         1     50.00   100.2500   100.2500   100.2500   100.2500   7.2217
7.88%, 2030*         1    200.00   102.8500   102.8500   102.8500   102.8500   7.4887
8.30%, 2042*         1    200.00   108.6898   108.6898   108.6898   108.6898   7.5075
Total                9   4875.43

Institutions Non-Slr Bond
-------------------------
7.09%, EXIM 2020*    1    900.00    99.7828    99.7828    99.7828    99.7828   7.2500
6.98%, NBRD 2020*    1    250.00    99.1805    99.1805    99.1805    99.1805   7.6300
7.65%, NHB 2022*     1    250.00   100.2211   100.2211   100.2211   100.2211   7.2600
Total                3   1400.00

Public Sector Unit Taxable Bond
-------------------------------
8.25%, IRFC 2024*    1    250.00   102.3691   102.3691   102.3691   102.3691   7.6500
8.23%, IRFC 2029*    1    500.00   100.2891   100.2891   100.2891   100.2891   8.1900
8.12%, NHPC 2029*    1    100.00   100.8712   100.8712   100.8712   100.8712   7.9818
8.18%, NTPC 2020*    1   1000.00   101.0530   101.0530   101.0530   101.0530   7.4000
8.30%, RECL 2029*    1    250.00   100.3332   100.3332   100.3332   100.3332   8.4100
Total                5   2100.00

State Government Development Loan
---------------------------------
8.60%, BIH 2026*     1    500.00   103.8706   103.8706   103.8706   103.8706   7.8500
8.83%, GUJ 2022*     1     89.97   103.9366   103.9366   103.9366   103.9366   7.4000
8.24%, GUJ 2023*     2    900.00   102.4631   102.4631   102.4631   102.4631   7.5000
9.75%, GUJ 2024*     1    500.00   107.9307   107.9307   107.9307   107.9307   7.7200
8.08%, GUJ 2028*     3    550.00   101.2500   101.2165   101.2500   101.2348   7.8923
8.23%, GUJ 2028*     1    141.71   102.1617   102.1617   102.1617   102.1617   7.8800
8.28%, GUJ 2029*     2    400.00   102.6615   102.6615   102.6615   102.6615   7.8800
8.27%, KRN 2026*     1     50.00   102.1248   102.1248   102.1248   102.1248   7.8500
8.52%, KRN 2028*     1    400.00   104.0226   104.0226   104.0226   104.0226   7.9100
8.90%, MAH 2022B*    1    100.00   104.6213   104.6213   104.6213   104.6213   7.4000
8.98%, MAH 2024*     1    356.46   105.5612   105.5612   105.5612   105.5612   7.6700
8.08%, MAH 2028*     6   1332.88   101.3170   101.1831   101.3170   101.2785   7.8857
8.75%, TN 2022*      1    350.00   103.5284   103.5284   103.5284   103.5284   7.3000
8.62%, TN 2023*      1    500.00   103.6067   103.6067   103.6067   103.6067   7.4900
8.27%, TN 2026*      1     50.00   102.1248   102.1248   102.1248   102.1248   7.8500
8.72%, TN 2026*      1     50.00   104.7555   104.7555   104.7555   104.7555   7.8500
Total               25   6271.02


Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Aug 15, 2019*        1    250.00    98.6142    98.6142    98.6142    98.6142   6.1800
Total                1    250.00

Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Jul 04, 2019*        1    600.00    99.3051    99.3051    99.3051    99.3051   6.2300
Total                1    600.00

Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Jul 11, 2019*        1    500.00    99.1835    99.1835    99.1835    99.1835   6.2600
Total                1    500.00

 (*) Indicates at least one deal in above securities is of Rs. 5 crore or above.

Contact Mumbai Rate Reporting Unit:
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