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NSE Wholesale Debt Market Trades-Jun 19
June 19, 2017 / 12:47 PM / 3 months ago

NSE Wholesale Debt Market Trades-Jun 19

    Jun 19 (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               :       11,941.0           11,941.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             37              37

GOVERNMENT SECURITIES                                    Monday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :        8,630.5            8,630.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             20              20

NON-GOVERNMENT SECURITIES                                Monday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        3,310.5            3,310.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             17              17

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
----------------------------
6.79%, 2027                        1,750.00                  6.60
9.15%, 2024                        1,000.00                  6.89
8.17%, 2044                        1,000.00                  7.16

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
7.50%, HDFC 2020                   1,000.00                  7.44

Corporate Debentures
--------------------
9.25%, DHFL 2023                     300.00                  9.06

Public Sector Unit Taxable Bond
-------------------------------
8.65%, PFC 2019                      300.00                  7.17

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
--------------------
9.25%, DHFL 2023*    2    300.00   100.8051   100.7751   100.8051   100.7901   9.0589
9.30%, DHFL 2026*    2    100.00   101.2115   101.2115   101.2115   101.2115   9.0850
7.45%, HDFC 2018*    1    250.00   100.3600   100.3600   100.3600   100.3600   7.0500
8.50%, HDFC 2018*    1    100.00   101.1788   101.1788   101.1788   101.1788   7.0500
7.50%, HDFC 2020*    1   1000.00   100.1494   100.1494   100.1494   100.1494   7.4400
Total                7   1750.00

Corporate Deep Discount Debentures
----------------------------------
CFIL 2018J (RESET)   1     50.00   110.6500   110.6500   110.6500   110.6500   0.0000
CITF 2018A (RESET)   1     10.50   145.4700   145.4700   145.4700   145.4700   0.0000
Total                2     60.50

Central Government Goi Dated Securities
---------------------------------------
7.80%, 2021          2    150.00   104.0800   104.0800   104.0800   104.0800   6.5664
9.15%, 2024          1   1000.00   112.9000   112.9000   112.9000   112.9000   6.8931
8.20%, 2025          1    500.00   107.9375   107.9375   107.9375   107.9375   6.9196
6.97%, 2026          1    750.00   102.2400   102.2400   102.2400   102.2400   6.6389
6.79%, 2027          3   1750.00   102.2400   100.2650   100.2800   101.3979   6.5951
6.79%, 2029          1    250.00   100.4600   100.4600   100.4600   100.4600   6.7348
8.32%, 2032          1     80.50   111.5800   111.5800   111.5800   111.5800   7.0601
6.57%, 2033          1     50.00    97.5100    97.5100    97.5100    97.5100   6.8237
8.83%, 2041          1    500.00   118.6278   118.6278   118.6278   118.6278   7.2000
8.17%, 2044          2   1000.00   111.9883   111.9883   111.9883   111.9883   7.1650
8.13%, 2045          2   1000.00   111.7892   111.7892   111.7892   111.7892   7.1500
Total               16   7030.50

Institutions Non-Slr Bond
-------------------------
9.50%, EXIM 2018*    1    100.00   103.0167   103.0167   103.0167   103.0167   6.9496
7.95%, NBRD 2019*    1    250.00   101.4660   101.4660   101.4660   101.4660   6.9000
Total                2    350.00

Public Sector Unit Taxable Bond
-------------------------------
8.65%, PFC 2019*     2    300.00   103.1363   103.1163   103.1363   103.1263   7.1745
7.50%, PFC 2020*     1    250.00   100.8264   100.8264   100.8264   100.8264   7.2000
7.44%, PFC 2027*     1    100.00    99.9975    99.9975    99.9975    99.9975   7.4354
7.14%, RECL 2021*    1    250.00    99.8430    99.8430    99.8430    99.8430   7.1600
7.24%, RECL 2021*    1    250.00   100.1790   100.1790   100.1790   100.1790   7.1700
Total                6   1150.00

State Government Development Loan
---------------------------------
9.89%, HARY 2023*    1    350.00   112.4221   112.4221   112.4221   112.4221   7.3400
Total                1    350.00


Treasury Bill 
-------------
323-Days (maturing on) 
----------------------
Mar 13, 2018*        1    850.00    95.5903    95.5903    95.5903    95.5903   6.3300
Total                1    850.00


Treasury Bill 
-------------
329-Days (maturing on) 
----------------------
Mar 12, 2018*        2    400.00    95.6095    95.6062    95.6095    95.6083   6.3269
Total                2    400.00


(*) 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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