June 22, 2017 / 12:43 PM / 2 months ago

NSE Wholesale Debt Market Trades-Jun 22

    Jun 22 (Reuters) - Below is a summary of Thursday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                       Thursday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       34,713.4           84,397.5
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             85              207

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       26,893.4           69,194.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             54              130

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        7,820.0           15,203.6
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             31              77

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                        3,250.00                  6.42
6.05%, 2019A                       2,500.00                  6.36

Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Sep 21, 2017                       2,550.00                  6.25


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

Public Sector Unit Taxable Bond
-------------------------------
7.49%, IRFC 2027                   1,250.00                  7.30

Public Sector Unit Taxable Bond
-------------------------------
7.00%, IRFC 2018                   1,000.00                  6.85

Public Sector Unit Taxable Bond
-------------------------------
6.90%, PFC 2018                    1,000.00                  6.98

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
--------------------
8.87%, ABF 2020*     1    250.00   102.6313   102.6313   102.6313   102.6313   7.7700
8.95%, ABF 2020*     1    100.00   102.8063   102.8063   102.8063   102.8063   7.7700
8.57%, HDFC 2018*    1    250.00   101.3272   101.3272   101.3272   101.3272   7.1000
7.49%, HDFC 2019*    1    250.00   100.1984   100.1984   100.1984   100.1984   7.3100
7.65%, HDFC 2019*    1    250.00   100.4867   100.4867   100.4867   100.4867   7.3100
7.95%, HDFC 2019*    1    250.00   101.0841   101.0841   101.0841   101.0841   7.4000
7.50%, HDFC 2020*    2    750.00   100.1742   100.1486   100.1742   100.1571   7.4367
7.60%, HDFC 2020*    1    350.00   100.4049   100.4049   100.4049   100.4049   7.4400
8.40%, LICH 2018*    1     50.00   101.1878   101.1878   101.1878   101.1878   7.0800
7.83%, LICH 2026*    1    500.00   101.9309   101.9309   101.9309   101.9309   7.3837
Total               11   3000.00

Corporate Deep Discount Debentures
----------------------------------
CITF 2018A (RESET)   8     20.00   145.5200   145.5200   145.5200   145.5200   0.0000
Total                8     20.00

Central Government Goi Dated Securities
---------------------------------------
6.05%, 2019          2   1528.37    99.3586    99.3586    99.3586    99.3586   6.4000
6.05%, 2019A         1   2500.00    99.5241    99.5241    99.5241    99.5241   6.3600
8.08%, 2022          2   1250.00   106.0000   106.0000   106.0000   106.0000   6.6726
8.35%, 2022          1    100.00   106.9800   106.9800   106.9800   106.9800   6.6530
7.68%, 2023          1    500.00   105.0900   105.0900   105.0900   105.0900   6.6985
7.72%, 2025          3   1250.00   105.6200   105.6000   105.6100   105.6100   6.7916
6.97%, 2026          2    500.00   102.5800   102.5500   102.5800   102.5650   6.5919
8.15%, 2026          1    500.00   108.4100   108.4100   108.4100   108.4100   6.9189
8.33%, 2026          1    500.00   109.4800   109.4800   109.4800   109.4800   6.9028
6.79%, 2027          7   3250.00   102.6800   102.6150   102.6150   102.6400   6.4242
8.24%, 2027          1    450.00   109.1500   109.1500   109.1500   109.1500   6.9220
6.79%, 2029          2   1500.00   100.8550   100.8550   100.8550   100.8550   6.6879
8.97%, 2030          3    650.00   116.5300   116.3800   116.3800   116.5046   7.0500
7.73%, 2034          4   1500.00   108.0500   108.0300   108.0400   108.0400   6.9297
7.40%, 2035          1    250.00   104.2500   104.2500   104.2500   104.2500   6.9826
9.23%, 2043          1    250.00   123.8687   123.8687   123.8687   123.8687   6.8791
8.17%, 2044          1    350.00   112.1177   112.1177   112.1177   112.1177   7.1550
8.13%, 2045          2    600.00   111.9869   111.9209   111.9209   111.9484   7.1379
6.62%, 2051          1     50.00    94.3500    94.3500    94.3500    94.3500   7.0586
Total               37  17478.37

Public Sector Unit Taxable Bond
-------------------------------
7.00%, IRFC 2018*    1   1000.00   100.1969   100.1969   100.1969   100.1969   6.8500
7.49%, IRFC 2027*    4   1250.00   101.3051   101.3051   101.3051   101.3051   7.3000
6.72%, NTPC 2021*    1     50.00    98.6917    98.6917    98.6917    98.6917   7.0550
6.90%, PFC 2018*     1   1000.00    99.9256    99.9256    99.9256    99.9256   6.9800
8.53%, PFC 2020*     3    750.00   103.3838   103.3768   103.3768   103.3792   7.2564
9.61%, RECL 2019*    1    500.00   103.6687   103.6687   103.6687   103.6687   6.9500
8.36%, RECL 2020*    1    250.00   103.4910   103.4910   103.4910   103.4910   7.1050
Total               12   4800.00

State Government Development Loan
---------------------------------
7.64%, HARY 2027*    1    500.00   102.3988   102.3988   102.3988   102.3988   7.2900
7.62%, HP 2027*      1    200.00   102.1908   102.1908   102.1908   102.1908   7.3000
7.61%, KER 2026*     1    515.08   102.1268   102.1268   102.1268   102.1268   7.2850
7.77%, KER 2027*     1    300.00   103.2433   103.2433   103.2433   103.2433   7.2950
7.59%, KRN 2027*     1    700.00   102.1079   102.1079   102.1079   102.1079   7.2800
7.59%, KRN 2027B*    2    500.00   102.1238   102.1238   102.1238   102.1238   7.2800
8.62%, MAH 2023*     1    250.00   106.3006   106.3006   106.3006   106.3006   7.2400
7.96%, MAH 2025*     1    250.00   104.0421   104.0421   104.0421   104.0421   7.3000
7.69%, MAH 2026*     1    250.00   102.6825   102.6825   102.6825   102.6825   7.2800
7.96%, MAH 2026*     1    250.00   104.3029   104.3029   104.3029   104.3029   7.3000
8.36%, MP 2025*      1    100.00   106.3047   106.3047   106.3047   106.3047   7.3100
9.35%, WB 2023*      1    250.00   109.9188   109.9188   109.9188   109.9188   7.3500
Total               13   4065.08


Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Jun 21, 2018*        1    450.00    94.0357    94.0357    94.0357    94.0357   6.3600
Total                1    450.00


Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Aug 03, 2017*        1   2000.00    99.2860    99.2860    99.2860    99.2860   6.2500
Sep 14, 2017*        1    350.00    98.5820    98.5820    98.5820    98.5820   6.2500
Sep 21, 2017*        1   2550.00    98.4657    98.4657    98.4657    98.4657   6.2500
Total                3   4900.00

(*) 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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