June 5, 2017 / 12:56 PM / 2 months ago

NSE Wholesale Debt Market Trades-Jun 5

7 Min Read

    Jun 5 (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               :       16,980.0           16,980.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             51              51

GOVERNMENT SECURITIES                                    Monday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       13,170.0           13,170.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             40              40

NON-GOVERNMENT SECURITIES                                Monday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        3,810.0            3,810.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             11              11

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
----------------------------
8.15%, 2026                        2,500.00                  7.12
8.97%, 2030                        1,150.00                  7.28
8.13%, 2022                        1,000.00                  6.87

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
7.5072%, LICH 2018                 1,500.00                  7.40

Institutions Non-Slr Bond
-------------------------
7.49%, HDFC 2019                   1,000.00                  7.46

Corporate Debentures
--------------------
8.55%, RJIC 2018                     500.00                  7.13

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
--------------------
7.49%, HDFC 2019*    1   1000.00    99.9830    99.9830    99.9830    99.9830   7.4600
8.75%, IBHF 2021*    1    250.00   100.1472   100.1472   100.1472   100.1472   8.6800
7.5072%LICH 2018*    1   1500.00   100.1420   100.1420   100.1420   100.1420   7.4000
7.80%, PNB 2021*     1     50.00   100.0000   100.0000   100.0000   100.0000   7.8020
8.55%, RJIC 2018*    1    500.00   101.4826   101.4826   101.4826   101.4826   7.1300
Total                5   3300.00

Corporate Deep Discount Debentures
----------------------------------
CFIL 2018N (RESET)   3     40.00   108.1900   108.1900   108.1900   108.1900   0.0000
CFIL 2018O (RESET)   1     10.00   109.3600   109.3600   109.3600   109.3600   0.0000
Total                4     50.00

Central Government Goi Dated Securities
---------------------------------------
6.90%, 2019          1    500.00   100.6876   100.6876   100.6876   100.6876   6.5400
6.35%, 2020          1    500.00    99.4632    99.4632    99.4632    99.4632   6.5775
7.80%, 2021          2    350.00   103.5400   103.5400   103.5400   103.5400   6.7354
8.13%, 2022          1   1000.00   105.4952   105.4952   105.4952   105.4952   6.8700
8.20%, 2022          1    100.00   105.2723   105.2723   105.2723   105.2723   6.8625
8.15%, 2022A         2    550.00   105.3939   105.3615   105.3939   105.3910   6.8607
7.68%, 2023          2    700.00   104.2900   104.2800   104.2900   104.2850   6.8539
7.35%, 2024          2    750.00   102.1300   102.1200   102.1300   102.1267   6.9620
7.72%, 2025          2    200.00   104.2400   104.2400   104.2400   104.2400   7.0155
8.15%, 2026          3   2500.00   107.0000   106.9700   106.9700   106.9940   7.1211
6.79%, 2027          1   1000.00   101.0675   101.0675   101.0675   101.0675   6.6408
6.79%, 2029          1    500.00    99.7400    99.7400    99.7400    99.7400   6.8205
8.97%, 2030          5   1150.00   114.3300   114.3300   114.3300   114.3300   7.2844
8.32%, 2032          1    100.00   109.2400   109.2400   109.2400   109.2400   7.3003
6.57%, 2033          1    150.00    94.9500    94.9500    94.9500    94.9500   7.0942
8.17%, 2044          1    250.00   109.1800   109.1800   109.1800   109.1800   7.3850
7.06%, 2046          2    150.00    97.2200    97.2200    97.2200    97.2200   7.2898
6.62%, 2051          3    720.00    91.0200    90.7900    91.0200    90.8254   7.3556
Total               32  11170.00

Public Sector Unit Taxable Bond
-------------------------------
7.42%, PFC 2020*     1    250.00   100.1536   100.1536   100.1536   100.1536   7.3550
8.55%, PFC 2021*     1    210.00   104.0675   104.0675   104.0675   104.0675   7.4300
Total                2    460.00

State Government Development Loan
---------------------------------
7.52%, GUJ 2027*     1    150.00   100.5863   100.5863   100.5863   100.5863   7.4350
8.36%, MAH 2026*     1    100.00   105.0581   105.0581   105.0581   105.0581   7.5500
8.51%, MAH 2026*     1    250.00   105.9858   105.9858   105.9858   105.9858   7.5600
8.27%, MP 2025*      1    250.00   104.2568   104.2568   104.2568   104.2568   7.5600
8.29%, RAJ 2025*     1    200.00   104.2891   104.2891   104.2891   104.2891   7.5600
8.53%, TEL 2026*     1    500.00   105.9481   105.9481   105.9481   105.9481   7.5850
7.52%, TN 2027*      2    550.00   100.4473   100.4473   100.4473   100.4473   7.4550
Total                8   2000.00


 (*) 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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