June 20, 2017 / 12:55 PM / 4 months ago

NSE Wholesale Debt Market Trades-Jun 20

    Jun 20 (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               :       38,093.1           49,684.1
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             86              122

GOVERNMENT SECURITIES                                   Tuesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       34,020.0           42,300.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             57              76

NON-GOVERNMENT SECURITIES                               Tuesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        4,073.1            7,383.6
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             29              46

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
----------------------------
8.13%, 2045                        4,500.00                  6.85
8.30%, 2040                        3,050.00                  7.18
6.79%, 2029                        3,000.00                  6.74

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

Corporate Debentures
--------------------
7.59%, LICH 2019                     750.00                  7.40

Public Sector Unit Taxable Bond
-------------------------------
8.53%, PFC 2020                      550.00                  7.27

Banks Perpetual Bond
--------------------
9.10%, UBIA                         500.00                  9.07

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 Perpetual Bond
--------------------
9.10%, UBIA*         2    500.00   100.0100   100.0100   100.0100   100.0100   9.0735
Total                2    500.00

Corporate Debentures
--------------------
9.25%, DHFL 2023*    1    100.00   100.8318   100.8318   100.8318   100.8318   9.0500
7.60%, HDFC 2020*    1    500.00   100.4060   100.4060   100.4060   100.4060   7.4400
7.59%, LICH 2019*    2    750.00   100.3535   100.3535   100.3535   100.3535   7.4000
8.35%, LICH 2020*    1    250.00   102.3476   102.3476   102.3476   102.3476   7.5000
9.15%, RHFL 2027     1      3.07    98.5212    98.5212    98.5212    98.5212   9.3693
Total                6   1603.07

Corporate Deep Discount Debentures
----------------------------------
CCFI 2018S (RESET)   1      2.50   112.7100   112.7100   112.7100   112.7100   0.0000
CCFI 2019D (RESET)   1      5.00   122.4800   122.4800   122.4800   122.4800   0.0000
CITF 2018A (RESET)   5     12.50   145.4900   145.4900   145.4900   145.4900   0.0000
Total                7     20.00

Central Government Goi Dated Securities
---------------------------------------
11.60%, 2020         1    300.00   115.3703   115.3703   115.3703   115.3703   6.6275
7.80%, 2021          2   2500.00   104.0700   104.0600   104.0700   104.0660   6.5701
8.13%, 2022          1   1250.00   106.3391   106.3391   106.3391   106.3391   6.6750
8.20%, 2022          3   2200.00   106.0583   106.0583   106.0583   106.0583   6.6600
7.16%, 2023          1   1000.00   102.0000   102.0000   102.0000   102.0000   6.7426
7.35%, 2024          6   2800.00   103.1050   103.0100   103.1000   103.0630   6.5038
8.40%, 2024          1    500.00   108.5335   108.5335   108.5335   108.5335   6.8600
7.72%, 2025          1    500.00   105.3100   105.3100   105.3100   105.3100   6.8398
8.20%, 2025          1    500.00   108.0000   108.0000   108.0000   108.0000   6.9097
6.97%, 2026          2    750.00   102.2700   102.2300   102.2700   102.2567   6.6365
8.15%, 2026          1    100.00   108.1886   108.1886   108.1886   108.1886   6.9500
6.79%, 2027          3   1250.00   102.4200   102.3225   102.4200   102.3430   6.4647
8.28%, 2027          1    500.00   109.5000   109.5000   109.5000   109.5000   6.9654
8.60%, 2028          2   1500.00   112.1000   112.0877   112.1000   112.0959   6.9990
6.79%, 2029          4   3000.00   100.4600   100.4400   100.4550   100.4508   6.7359
7.61%, 2030          1    500.00   106.4600   106.4600   106.4600   106.4600   6.8460
7.73%, 2034          3   1250.00   107.4500   107.4000   107.4500   107.4100   6.9894
8.30%, 2040          3   3050.00   112.5831   112.5525   112.5525   112.5686   7.1762
8.30%, 2042          2   1450.00   112.8265   112.8265   112.8265   112.8265   7.1950
8.17%, 2044          1     50.00   111.9000   111.9000   111.9000   111.9000   7.1717
8.13%, 2045          5   4500.00   111.7892   111.7892   111.7892   111.7892   6.8499
6.62%, 2051          1    250.00    93.8000    93.8000    93.8000    93.8000   7.1037
Total               46  29700.00

Public Sector Unit Taxable Bond
-------------------------------
8.45%, IRFC 2018*    1     50.00   102.2742   102.2742   102.2742   102.2742   6.9600
7.65%, IRFC 2019*    1    250.00   101.3369   101.3369   101.3369   101.3369   6.9500
8.55%, IRFC 2019*    1    100.00   102.4994   102.4994   102.4994   102.4994   6.9600
7.85%, PFC 2019*     1     50.00   101.1450   101.1450   101.1450   101.1450   7.1300
8.53%, PFC 2020*     2    550.00   103.3397   103.3397   103.3397   103.3397   7.2700
8.65%, PFC 2024*     3    400.00   106.6179   106.5008   106.6179   106.5596   7.4623
7.44%, PFC 2027*     1    100.00   100.0000   100.0000   100.0000   100.0000   7.4348
9.38%, RECL 2018*    2    100.00   103.0047   103.0047   103.0047   103.0047   6.9600
8.36%, RECL 2020*    1    250.00   103.3924   103.3924   103.3924   103.3924   7.1400
9.02%, RECL 2022A*   1    100.00   107.3777   107.3777   107.3777   107.3777   7.3000
Total               14   1950.00

State Government Development Loan
---------------------------------
8.06%, MAH 2025*     1     50.00   104.2574   104.2574   104.2574   104.2574   7.3200
8.21%, MAH 2025*     1     50.00   105.5389   105.5389   105.5389   105.5389   7.3200
7.23%, RAJ 2027*     1    400.00   100.2000   100.2000   100.2000   100.2000   7.2012
7.73%, TN 2024*      1     50.00   102.0124   102.0124   102.0124   102.0124   7.3400
7.73%, TN 2025*      1     50.00   102.2409   102.2409   102.2409   102.2409   7.3400
7.73%, TN 2026*      1     50.00   102.4535   102.4535   102.4535   102.4535   7.3400
7.73%, TN 2027*      1     50.00   102.6513   102.6513   102.6513   102.6513   7.3400
7.73%, TN 2028       1     40.00   102.8354   102.8354   102.8354   102.8354   7.3400
Total                8    740.00


Treasury Bill 
------------- 
329-Days (maturing on) 
----------------------
Mar 12, 2018*        1    500.00    95.6154    95.6154    95.6154    95.6154   6.3400
Total                1    500.00


Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
May 24, 2018*        1   3000.00    94.4371    94.4371    94.4371    94.4371   6.3800
Total                1   3000.00


Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Aug 24, 2017*        1     80.00    98.9229    98.9229    98.9229    98.9229   6.2100
Total                1     80.00


(*) Indicates at least one deal in above securities is of Rs. 5 crore or above.
Contact Mumbai Rate Reporting Unit:
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