June 13, 2017 / 1:00 PM / a month ago

NSE Wholesale Debt Market Trades-Jun 13

9 Min Read

   Jun 13 (Reuters) - Below is a summary of Tuesday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                        Tuesday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       37,148.4           60,247.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             78              126

GOVERNMENT SECURITIES                                   Tuesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       28,543.4           43,067.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             47              74

NON-GOVERNMENT SECURITIES                               Tuesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        8,605.0           17,180.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             31              52

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
----------------------------
7.80%, 2020                        5,350.00                  6.51
8.15%, 2022A                       3,350.00                  6.66

Treasury Bill 
------------- 
312-Days (maturing on) 
----------------------
Mar 16, 2018                        7,500.00                  6.34

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
7.45%, HDFC 2018                   1,000.00                  7.10

Corporate Debentures
--------------------
8.15%, HDFC 2018                     750.00                  7.21

Public Sector Unit Taxable Bond
-------------------------------
8.53%, PFC 2020                      750.00                  7.18

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
----------
7.95%, HDBK 2026*    1    500.00   103.2106   103.2106   103.2106   103.2106   7.4450
Total                1    500.00

Banks Perpetual Bond
--------------------
8.75%, AXBKA*        1    250.00    99.9618    99.9618    99.9618    99.9618   8.7300
Total                1    250.00

Corporate Debentures
--------------------
7.45%, HDFC 2018*    1   1000.00   100.3284   100.3284   100.3284   100.3284   7.1000
8.15%, HDFC 2018*    2    750.00   100.9464   100.9464   100.9464   100.9464   7.2100
8.90%, IBHF 2021*    1     50.00   102.1425   102.1425   102.1425   102.1425   8.2600
7.83%, LICH 2026*    2    500.00   101.5361   101.5361   101.5361   101.5361   7.5800
Total                6   2300.00

Corporate Deep Discount Debentures
----------------------------------
CITF 2018A (RESET)   1      2.50   145.2900   145.2900   145.2900   145.2900   0.0000
CITI 2018C (RESET)   1      2.50   125.0700   125.0700   125.0700   125.0700   0.0000
Total                2      5.00

Central Government Goi Dated Securities
---------------------------------------
7.80%, 2020          3   5350.00   103.3300   103.3300   103.3300   103.3300   6.5115
8.19%, 2020          2   1500.00   103.9524   103.9524   103.9524   103.9524   6.5025
7.80%, 2021          2    500.00   104.1500   104.1500   104.1500   104.1500   6.5516
7.94%, 2021          3    500.00   104.4900   104.4900   104.4900   104.4900   6.6260
6.84%, 2022          2    750.00   101.2000   101.1900   101.1900   101.1967   6.5774
8.08%, 2022          2   1000.00   106.0500   106.0500   106.0500   106.0500   6.6659
8.35%, 2022          1    250.00   107.0000   107.0000   107.0000   107.0000   6.6542
8.15%, 2022A         4   3350.00   106.2400   106.2200   106.2200   106.2275   6.6628
7.68%, 2023          1    250.00   105.1700   105.1700   105.1700   105.1700   5.9869
8.24%, 2027          3    950.00   109.0500   109.0400   109.0400   109.0463   6.9380
8.28%, 2027          1    500.00   109.7300   109.7300   109.7300   109.7300   6.9372
7.61%, 2030          2    650.00   106.7400   106.7000   106.7400   106.7092   6.8187
9.20%, 2030          2    300.00   118.3000   118.3000   118.3000   118.3000   7.0539
6.57%, 2033          1    250.00    97.8200    97.8200    97.8200    97.8200   6.7916
7.73%, 2034          1    500.00   107.8800   107.8800   107.8800   107.8800   6.9452
7.40%, 2035          1   1000.00   104.1000   104.1000   104.1000   104.1000   6.9970
8.17%, 2044          2    150.00   112.5200   112.3000   112.5200   112.3733   7.1359
Total               33  17750.00

Public Sector Unit Taxable Bond
-------------------------------
6.73%, IRFC 2020*    1    250.00    99.3456    99.3456    99.3456    99.3456   7.0100
7.37%, NTPC 2031*    1     50.00    99.9844    99.9844    99.9844    99.9844   7.3600
7.85%, PFC 2019*     1     50.00   101.1264   101.1264   101.1264   101.1264   7.1500
7.30%, PFC 2020*     2    500.00   100.3871   100.3871   100.3871   100.3871   7.1500
7.50%, PFC 2020*     2    350.00   101.0038   100.9743   100.9743   100.9827   7.1471
8.53%, PFC 2020*     1    750.00   103.6035   103.6035   103.6035   103.6035   7.1800
8.36%, PFC 2020A*    2    600.00   103.2280   103.2280   103.2280   103.2280   7.1800
7.47%, PFC 2021*     1    250.00   100.7513   100.7513   100.7513   100.7513   7.2400
9.04%, RECL 2019*    1    500.00   104.0732   104.0732   104.0732   104.0732   7.0500
9.02%, RECL 2019A*   1    250.00   103.6198   103.6198   103.6198   103.6198   7.0291
7.13%, RECL 2020*    1    500.00   100.2866   100.2866   100.2866   100.2866   7.0200
8.87%, RECL 2020*    2    350.00   104.2079   104.2079   104.2079   104.2079   7.0900
7.14%, RECL 2021*    1    250.00   100.0297   100.0297   100.0297   100.0297   7.1100
7.24%, RECL 2021*    2    750.00   100.4342   100.3976   100.3976   100.4098   7.1067
8.27%, RECL 2025*    1     50.00   104.9280   104.9280   104.9280   104.9280   7.4000
7.95%, RECL 2027*    1    100.00   104.0532   104.0532   104.0532   104.0532   7.3400
Total               21   5550.00

State Government Development Loan
---------------------------------
7.60%, GUJ 2026*     1    150.00   101.9631   101.9631   101.9631   101.9631   7.3000
8.27%, GUJ 2026*     1    150.00   106.0953   106.0953   106.0953   106.0953   7.3000
7.52%, GUJ 2027*     2    550.00   101.9542   101.9542   101.9542   101.9542   7.2400
8.25%, MAH 2025A*    1    343.43   105.6225   105.6225   105.6225   105.6225   7.3082
8.39%, RAJ 2020A*    3    600.00   103.5090   103.5090   103.5090   103.5090   6.9600
8.39%, RAJ 2022*     1    500.00   104.8725   104.8725   104.8725   104.8725   7.1578
8.53%, TEL 2026*     1    500.00   107.6901   107.6901   107.6901   107.6901   7.3200
Total               10   2793.43

Treasury Bill 
------------- 
312-Days (maturing on) 
----------------------
Mar 16, 2018         3   7500.00    95.4411    95.4411    95.4411    95.4411   6.3400
Total                3   7500.00

Treasury Bill 
------------- 
317-Days (maturing on) 
----------------------
Mar 15, 2018         1    500.00    95.4637    95.4637    95.4637    95.4637   6.3300
Total                1    500.00

 (*) 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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