June 16, 2017 / 12:52 PM / 2 months ago

NSE Wholesale Debt Market Trades-Jun 16

    Jun 16 (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               :       32,141.1           150,094.2
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             62              333

GOVERNMENT SECURITIES                                    Friday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       25,266.1           109,939.2
--Total traded value of repo deals in mln rupees :           ---              ---
--Total number of trades                         :             33              194

NON-GOVERNMENT SECURITIES                                Friday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        6,875.0           40,155.0
--Total traded value of repo deals in mln rupees :           ---               ---
--Total number of trades                         :             29              139

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
----------------------------
7.8%, 2021                         6,400.00                  6.58
7.35%, 2024                        2,250.00                  6.79

Treasury Bill 
------------- 
329-Days (maturing on) 
----------------------
Mar 12, 2018                        3,000.00                  6.33


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

Corporate Debentures
--------------------
7.5%, HDFC2 200                    2,000.00                  7.42

Public Sector Unit Taxable Bond
-------------------------------
9.3%, PFC 2017                     1,550.00                  6.50

Corporate Debentures
--------------------
7.45%, HDFC 2018                     500.00                  7.08

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
----------
7.60%, AXBK 2023*    2    500.00   100.6584   100.6584   100.6584   100.6584   7.4500
8.85%, AXBK 2024*    3    250.00   107.2811   107.2811   107.2811   107.2811   7.5200
Total                5    750.00

Corporate Debentures
--------------------
7.45%, HDFC 2018*    1    500.00   100.3411   100.3411   100.3411   100.3411   7.0800
8.50%, HDFC 2018*    2    300.00   101.1836   101.1576   101.1576   101.1619   7.0750
8.45%, HDFC 2019*    1     50.00   101.5463   101.5463   101.5463   101.5463   7.3800
7.50%, HDFC 2020*    3   2000.00   100.2032   100.1767   100.2032   100.1900   7.4250
887.63%, LTF 2019*   1    200.00   102.2895   102.2895   102.2895   102.2895   7.8000
887.63%, LTF 2019A   1    250.00   102.3203   102.3203   102.3203   102.3203   7.8000
Total                9   3300.00

Corporate Deep Discount Debentures
----------------------------------
CFIL 2018L (RESET)   1     15.00   109.9700   109.9700   109.9700   109.9700   0.0000
CFIL 2018S (RESET)   1     10.00   108.0900   108.0900   108.0900   108.0900   0.0000
Total                2     25.00

Central Government Goi Dated Securities
---------------------------------------
7.80%, 2021          3   6400.00   104.0392   104.0000   104.0000   104.0361   6.5809
6.84%, 2022          3   1000.00   101.0900   101.0800   101.0900   101.0850   6.6016
7.35%, 2024          3   2250.00   103.1374   103.0100   103.0100   103.1091   6.7850
6.97%, 2026          1   1000.00   102.0750   102.0750   102.0750   102.0750   6.6630
6.79%, 2027          2   1250.00   102.1700   102.1300   102.1700   102.1620   6.4896
8.24%, 2027          1    150.00   109.0500   109.0500   109.0500   109.0500   6.9363
8.60%, 2028          2   1000.00   111.9200   111.9200   111.9200   111.9200   7.0212
6.79%, 2029          1    500.00   100.3950   100.3950   100.3950   100.3950   6.7425
7.06%, 2046          1   1050.00    99.7500    99.7500    99.7500    99.7500   7.0792
6.62%, 2051          1    250.00    93.7500    93.7500    93.7500    93.7500   7.1078
Total               18  14850.00

Public Sector Unit Taxable Bond
-------------------------------
7.49%, IRFC 2027*    3    250.00   101.1713   101.0993   101.0993   101.1137   7.3280
7.83%, IRFC 2027*    1     50.00   103.3486   103.3486   103.3486   103.3486   7.3400
9.30%, PFC 2017*     3   1550.00   100.4329   100.4134   100.4134   100.4165   6.5000
7.85%, PFC 2019*     1    150.00   101.1558   101.1558   101.1558   101.1558   7.1300
7.42%, PFC 2020*     1    100.00   100.5312   100.5312   100.5312   100.5312   7.2100
7.18%, PFC 2027*     1    200.00    99.1665    99.1665    99.1665    99.1665   7.4300
7.44%, PFC 2027*     1    250.00   100.0000   100.0000   100.0000   100.0000   7.4353
8.56%, RECL 2019*    2    250.00   103.2853   103.2853   103.2853   103.2853   7.0000
Total               13   2800.00

State Government Development Loan
---------------------------------
8.24%, GUJ 2023*     1    783.91   104.3959   104.3959   104.3959   104.3959   7.3000
7.99%, MAH 2025*     1    500.00   104.3099   104.3099   104.3099   104.3099   7.2900
7.51%, MAH 2027*     1    200.00   101.8500   101.8500   101.8500   101.8500   7.2444
8.08%, ORS 2020*     1    500.00   102.7473   102.7473   102.7473   102.7473   6.9500
7.86%, RAJ 2019*     2   1693.20   101.7729   101.7729   101.7729   101.7729   6.9000
8.21%, RAJ 2019A*    1    350.00   102.1597   102.1597   102.1597   102.1597   6.8900
8.16%, TN 2020*      1    346.47   103.3099   103.3099   103.3099   103.3099   6.9350
8.42%, TN 2020*      1    342.52   104.1463   104.1463   104.1463   104.1463   6.9400
8.63%, TN 2023*      1    450.00   105.9784   105.9784   105.9784   105.9784   7.3000
8.67%, UTK 2023*     1    250.00   106.2187   106.2187   106.2187   106.2187   7.3000
Total               11   5416.10


Treasury Bill 
------------- 
312-Days (maturing on) 
----------------------
Mar 16, 2018*        2   2000.00    95.5270    95.5270    95.5270    95.5270   6.3300
Total                2   2000.00

Treasury Bill 
------------- 
329-Days (maturing on) 
----------------------
Mar 12, 2018*        2   3000.00    95.5903    95.5903    95.5903    95.5903   6.3300
Total                2   3000.00

(*) 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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