July 7, 2017 / 12:54 PM / 18 days ago

NSE Wholesale Debt Market Trades-Jul 7

8 Min Read

    Jul 7 (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               :       20,345.0           133,623.5
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             48              326

GOVERNMENT SECURITIES                                    Friday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       12,500.0           92,783.5
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             22              181

NON-GOVERNMENT SECURITIES                                Friday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        7,845.0           40,840.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             26              145

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%, 2029                        4,500.00                  6.85
8.39%, RAJ19                       2,500.00                  6.90

Treasury Bill
-------------
364-Days (maturing on) 
----------------------
May 24, 2018                       1,550.00                  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
--------------------
7.77%, PNB20                         900.00                  7.65

Corporate Debentures
--------------------
9.3%, DHFL26                         750.00                  9.10
Institutions Non-Slr Bond
-------------------------
Public Sector Unit Taxable Bond
-------------------------------
8.11%, RECL25                        600.00                  7.47

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
----------
8.43%, IDFB 2017*    1    250.00   100.4284   100.4284   100.4284   100.4284   6.8200
9.0675%IDFB 2017*    1    100.00   100.4240   100.4240   100.4240   100.4240   7.0000
Total                2    350.00

Banks Perpetual Bond
--------------------
8.75%, AXBKB*        1    500.00   100.0860   100.0860   100.0860   100.0860   8.7200
Total                1    500.00

Corporate Debentures
--------------------
7.80%, APTY 2022*    1    200.00   100.4383   100.4383   100.4383   100.4383   7.6800
9.05%, DHFL 2019*    1    100.00   101.1508   101.1508   101.1508   101.1508   8.4200
9.30%, DHFL 2026*    2    750.00   101.1319   101.1319   101.1319   101.1319   9.1000
9.10%, DHFL 2026A*   2    300.00    99.9505    99.9305    99.9505    99.9405   9.0984
9.25%, HDFC 2018*    1    250.00   101.2379   101.2379   101.2379   101.2379   7.0000
7.90%, HDFC 2026*    1    200.00   102.0373   102.0373   102.0373   102.0373   7.5730
7.85%, LTF 2020*     1     50.00   100.0744   100.0744   100.0744   100.0744   7.8000
7.77%, PNB 2020*     1    900.00   100.3741   100.3741   100.3741   100.3741   7.6500
8.75%, RIL 2020      1     45.00   104.1103   104.1103   104.1103   104.1103   7.0700
Total               11   2795.00

Central Government Goi Dated Securities
---------------------------------------
6.84%, 2022          3   1000.00   100.7100   100.7100   100.7100   100.7100   6.6809
7.68%, 2023          1    500.00   104.5600   104.5600   104.5600   104.5600   6.7915
6.79%, 2029          7   4500.00    99.6800    99.4200    99.6200    99.5228   6.8471
7.88%, 2030          1    500.00   106.5000   106.5000   106.5000   106.5000   7.0928
7.73%, 2034          2    300.00   106.0800   106.0800   106.0800   106.0800   7.1153
Total               14   6800.00

Public Sector Unit Taxable Bond
-------------------------------
7.20%, IRFC 2020*    1    250.00   100.4791   100.4791   100.4791   100.4791   7.0300
7.49%, IRFC 2027*    1    250.00   100.7719   100.7719   100.7719   100.7719   7.3750
8.05%, NTPC 2026*    1    200.00   104.3343   104.3343   104.3343   104.3343   7.3540
7.42%, PFC 2020*     1    500.00   100.4103   100.4103   100.4103   100.4103   7.2500
7.46%, PFC 2020*     1    250.00   100.4939   100.4939   100.4939   100.4939   7.2500
7.40%, PFC 2021*     1    250.00   100.2897   100.2897   100.2897   100.2897   7.3000
7.30%, PGC 2027*     1    500.00   100.3941   100.3941   100.3941   100.3941   7.2371
9.04%, RECL 2019*    1     50.00   103.9193   103.9193   103.9193   103.9193   7.0700
6.83%, RECL 2020*    1    300.00    99.4363    99.4363    99.4363    99.4363   7.0400
8.37%, RECL 2020*    1    450.00   103.4212   103.4212   103.4212   103.4212   7.0900
8.11%, RECL 2025*    1    600.00   103.7542   103.7542   103.7542   103.7542   7.4700
7.95%, RECL 2027*    1    600.00   103.4693   103.4693   103.4693   103.4693   7.4200
Total               12   4200.00

State Government Development Loan
---------------------------------
8.36%, KER 2021*     1    500.00   104.0047   104.0047   104.0047   104.0047   7.1000
8.39%, RAJ 2019*     2   2500.00   102.3102   102.3102   102.3102   102.3102   6.9000
8.69%, TN 2026*      1    400.00   108.0350   108.0350   108.0350   108.0350   7.4100
Total                4   3400.00


Treasury Bill
-------------
364-Days (maturing on) 
----------------------
Jun 07, 2018*        2    750.00    94.5558    94.5558    94.5558    94.5558   6.3300
May 24, 2018*        2   1550.00    94.7733    94.7733    94.7733    94.7733   6.3300
Total                4   2300.00


(*) 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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