Reuters logo
NSE Wholesale Debt Market Trades-Jun 28
June 28, 2017 / 12:55 PM / 3 months ago

NSE Wholesale Debt Market Trades-Jun 28

   Jun 28 (Reuters) - Below is a summary of Wednesday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                      Wednesday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       33,997.4           56,137.9
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             81              125

GOVERNMENT SECURITIES                                 Wednesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       27,937.4           44,387.4
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             46              69

NON-GOVERNMENT SECURITIES                             Wednesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        6,060.0           11,750.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             35              56

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
----------------------------
7.46%, 2017                        5,000.00                  6.39

State Government Development Loan
---------------------------------
7.62%, TN  2027                     3,100.00                  7.36
7.59%, KRN 2027B                    5,200.00                  7.35

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Institutions Non-Slr Bond
-------------------------
8.02%, EXIM 2026                     850.00                  7.41

Public Sector Unit Taxable Bond
-------------------------------
7.18%, PFC 2027                      850.00                  7.47

Institutions Non-Slr Bond
-------------------------
8.10%, EXIM 2025                     700.00                  7.45

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
--------------------
8.72%, LICH 2019*    1     50.00   102.5752   102.5752   102.5752   102.5752   7.4800
8.60%, LICH 2020C*   1    200.00   103.2504   103.2504   103.2504   103.2504   7.4999
9.00%, STF 2018*     1     50.00   100.9271   100.9271   100.9271   100.9271   7.7052
8.7424%, TCFS 2018*  1    250.00   100.8294   100.8294   100.8294   100.8294   7.4641
Total                4    550.00

Corporate Deep Discount Debentures
----------------------------------
CFIL 2018Q (RESET)   1     30.00   108.8900   108.8900   108.8900   108.8900   0.0000
CFIL 2018R (RESET)   1     10.00   108.1200   108.1200   108.1200   108.1200   0.0000
CFIL 2018S (RESET)   1     15.00   108.3100   108.3100   108.3100   108.3100   0.0000
CFIL 2019G (RESET)   1      5.00   114.4000   114.4000   114.4000   114.4000   0.0000
Total                4     60.00

Central Government Goi Dated Securities
---------------------------------------
7.46%, 2017          1   5000.00   100.1594   100.1594   100.1594   100.1594   6.3862
6.90%, 2019          1    150.00   100.9378   100.9378   100.9378   100.9378   6.4000
7.68%, 2023          1    500.00   104.9500   104.9500   104.9500   104.9500   6.7220
7.72%, 2025          1    250.00   105.1600   105.1600   105.1600   105.1600   6.8618
6.97%, 2026          1    500.00   102.0800   102.0800   102.0800   102.0800   6.6617
6.79%, 2029          4   2500.00   100.2450   100.1300   100.1300   100.1895   6.7672
7.61%, 2030          2    200.00   105.9000   105.7400   105.7400   105.8200   6.9179
8.33%, 2036          1    150.00   111.9300   111.9300   111.9300   111.9300   7.1682
8.17%, 2044          1    150.00   111.5500   111.5500   111.5500   111.5500   7.1982
Total               13   9400.00

Institutions Non-Slr Bond
-------------------------
8.10%, EXIM 2025*    4    700.00   103.8528   103.8328   103.8528   103.8471   7.4509
8.25%, EXIM 2025*    1    100.00   104.7146   104.7146   104.7146   104.7146   7.4500
8.02%, EXIM 2026*    2    850.00   104.2690   103.5671   103.5671   103.7735   7.4098
7.56%, EXIM 2027*    2    500.00   101.4520   101.3135   101.4520   101.3828   7.3500
8.37%, NBRD 2020*    2    100.00   103.4228   103.4228   103.4228   103.4228   7.0500
7.25%, SIDB 2020*    1     50.00   100.2262   100.2262   100.2262   100.2262   7.1400
Total               12   2300.00

Public Sector Unit Taxable Bond
-------------------------------
7.20%, IRFC 2020*    1    100.00   100.5640   100.5640   100.5640   100.5640   7.0041
9.57%, IRFC 2021*    1    100.00   108.3830   108.3830   108.3830   108.3830   7.2000
7.50%, PFC 2021*     1     50.00   100.4709   100.4709   100.4709   100.4709   7.3500
7.18%, PFC 2027*     3    850.00    98.9424    98.9098    98.9098    98.9290   7.4671
7.60%, PFC 2027*     2    300.00   101.8973   101.8973   101.8973   101.8973   7.4500
7.20%, PGC 2021*     1    500.00   100.1080   100.1080   100.1080   100.1080   7.1500
7.13%, RECL 2020*    1    100.00    99.9145    99.9145    99.9145    99.9145   7.1560
7.42%, RECL 2020*    1    250.00   100.6700   100.6700   100.6700   100.6700   7.1500
8.23%, RECL 2025*    1     50.00   104.4264   104.4264   104.4264   104.4264   7.4400
7.54%, RECL 2026*    1    500.00   101.0570   101.0570   101.0570   101.0570   7.3670
7.95%, RECL 2027*    2    350.00   103.6188   103.6188   103.6188   103.6188   7.4000
Total               15   3150.00

State Government Development Loan
---------------------------------
7.63%, GUJ 2027*     4   1650.00   101.9130   101.8781   101.8781   101.8993   7.3520
6.70%, KRN 2019*     1     50.00    99.7222    99.7222    99.7222    99.7222   6.8900
8.69%, KRN 2022A*    1    500.00   105.6635   105.6635   105.6635   105.6635   7.2200
8.14%, KRN 2025*     1    250.00   104.7974   104.7974   104.7974   104.7974   7.3600
8.16%, KRN 2025*     1    150.00   104.9392   104.9392   104.9392   104.9392   7.3600
7.86%, KRN 2027*     1    500.00   103.5141   103.5141   103.5141   103.5141   7.3450
7.59%, KRN 2027B*   10   5200.00   101.7023   101.5980   101.5980   101.6328   7.3500
6.73%, MAH 2019*     1     50.00    99.7653    99.7653    99.7653    99.7653   6.8900
8.46%, MAH 2019*     1     50.00   102.4651   102.4651   102.4651   102.4651   6.8900
8.51%, MAH 2026*     1     87.35   107.2718   107.2718   107.2718   107.2718   7.3600
7.77%, PUN 2019*     1     50.00   101.4329   101.4329   101.4329   101.4329   6.8900
8.60%, TN 2023*      2   2000.00   105.9444   105.8494   105.8494   105.8969   7.3100
7.61%, TN 2027*      1   1500.00   101.6554   101.6554   101.6554   101.6554   7.3650
7.62%, TN 2027*      3   3100.00   101.7694   101.7346   101.7346   101.7430   7.3638
7.74%, TN 2027*      1    150.00   102.3728   102.3728   102.3728   102.3728   7.3900
7.85%, TN 2027*      1    250.00   103.4106   103.4106   103.4106   103.4106   7.3500
Total               31  15537.35

Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Jun 07, 2018*        1   2500.00    94.3520    94.3520    94.3520    94.3520   6.3700
Total                1   2500.00

Treasury Bill 
-------------
91-Days (maturing on) 
----------------------
Sep 28, 2017*        1    500.00    98.4621    98.4621    98.4621    98.4621   6.2650
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

Our Standards:The Thomson Reuters Trust Principles.
0 : 0
  • narrow-browser-and-phone
  • medium-browser-and-portrait-tablet
  • landscape-tablet
  • medium-wide-browser
  • wide-browser-and-larger
  • medium-browser-and-landscape-tablet
  • medium-wide-browser-and-larger
  • above-phone
  • portrait-tablet-and-above
  • above-portrait-tablet
  • landscape-tablet-and-above
  • landscape-tablet-and-medium-wide-browser
  • portrait-tablet-and-below
  • landscape-tablet-and-below