July 12, 2017 / 12:46 PM / 12 days ago

NSE Wholesale Debt Market Trades-Jul 12

9 Min Read

   Jul 12 (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               :       45,534.7           110,569.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             84              236

GOVERNMENT SECURITIES                                 Wednesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       37,979.0           74,868.5
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             53              123

NON-GOVERNMENT SECURITIES                             Wednesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        7,555.6           35,700.4
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             31              113

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
----------------------------
6.35%, 2020                       10,000.00                  6.47
8.19%, 2020                        5,000.00                  6.50

Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Jan 11, 2018                      4,929.00                  6.30

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
9.05%, DHFL 2019                   1,100.00                  8.35

Corporate Debentures
--------------------
7.55%, HDFC 2019                     750.00                  7.30

Corporate Debentures
--------------------
9.15%, LT 2019                       550.00                  6.85

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
----------
7.47%, ICIC 2027*    1    250.00   100.0400   100.0400   100.0400   100.0400   7.4583
Total                1    250.00

Banks Perpetual Bond
--------------------
9.00%, SBI*          1    500.00   102.4496   102.4496   102.4496   102.4496   8.2600
Total                1    500.00

Corporate Debentures
--------------------
8.8649%, ABF 2019*   1    250.00   102.1044   102.1044   102.1044   102.1044   7.7500
9.05%, DHFL 2019*    2   1100.00   101.2844   101.2844   101.2844   101.2844   8.3500
9.05%, DHFL 2023*    1    250.00   100.0644   100.0644   100.0644   100.0644   9.0200
7.55%, HDFC 2019*    2    750.00   100.3973   100.3801   100.3801   100.3916   7.3033
7.48%, LICH 2022*    1    250.00   100.1229   100.1229   100.1229   100.1229   7.4400
7.78%, LICH 2022*    1    250.00   101.2550   101.2550   101.2550   101.2550   7.4500
9.15%, LT 2019*      1    550.00   103.0649   103.0649   103.0649   103.0649   6.8500
9.20%, LTF 2018*     1    150.00   100.8478   100.8478   100.8478   100.8478   7.2000
7.85%, LTF 2020C*    1     50.00   100.2069   100.2069   100.2069   100.2069   7.7550
9.15%, RHFL 2027     1      5.65    98.8000    98.8000    98.8000    98.8000   9.3241
Total               12   3605.65

Central Government Goi Dated Securities
---------------------------------------
6.35%, 2020          2  10000.00    99.7272    99.7272    99.7272    99.7272   6.4700
8.19%, 2020          1   5000.00   103.8414   103.8414   103.8414   103.8414   6.5050
7.80%, 2021          1   1000.00   104.0000   104.0000   104.0000   104.0000   6.5727
8.79%, 2021          1    650.00   108.0200   108.0200   108.0200   108.0200   6.6204
8.08%, 2022          1    100.00   105.9900   105.9900   105.9900   105.9900   6.6628
7.16%, 2023          3   1500.00   102.1300   102.1300   102.1300   102.1300   6.7114
8.40%, 2024          1    500.00   108.2800   108.2800   108.2800   108.2800   6.8949
6.97%, 2026          1    150.00   102.1050   102.1050   102.1050   102.1050   6.6573
8.15%, 2026          2   1000.00   108.0000   108.0000   108.0000   108.0000   6.9704
6.79%, 2027          7   2500.00   102.4000   102.3650   102.3650   102.3820   6.4575
6.79%, 2029          5   2250.00   100.3950   100.2700   100.3500   100.3422   6.7483
7.61%, 2030          1    500.00   105.6100   105.6100   105.6100   105.6100   6.9405
7.88%, 2030          1    500.00   106.8500   106.8500   106.8500   106.8500   7.0521
8.97%, 2030          2   2500.00   115.5000   115.5000   115.5000   115.5000   7.1508
6.57%, 2033          7   1450.00    97.2700    97.0800    97.0900    97.1369   6.8627
7.73%, 2034          2    350.00   106.7700   106.7400   106.7700   106.7614   7.0494
6.62%, 2051          1    250.00    93.8100    93.8100    93.8100    93.8100   7.1027
Total               39  30200.00

Public Sector Unit Taxable Bond
-------------------------------
9.95%, FCI 2022*     2    500.00   110.6232   110.6176   110.6176   110.6204   7.1600
8.33%, IRFC 2019*    1    250.00   102.3585   102.3585   102.3585   102.3585   6.8200
7.27%, IRFC 2027*    1     50.00    99.7971    99.7971    99.7971    99.7971   7.3000
7.49%, IRFC 2027*    3    400.00   101.1492   101.0808   101.1492   101.1065   7.3263
7.83%, IRFC 2027*    2    400.00   103.2562   103.2562   103.2562   103.2562   7.3502
7.47%, PFC 2021*     1     50.00   100.7495   100.7495   100.7495   100.7495   7.2400
7.75%, PFC 2027*     1    250.00   103.0973   103.0973   103.0973   103.0973   7.4250
7.30%, PGC 2027*     1    250.00    99.8859    99.8859    99.8859    99.8859   7.3100
7.89%, PGC 2027*     1     50.00   103.4102   103.4102   103.4102   103.4102   7.3700
9.25%, RECL 2017A*   1    250.00   100.2787   100.2787   100.2787   100.2787   6.3500
8.11%, RECL 2025*    2    500.00   104.0913   101.0604   101.0604   102.5759   7.4175
7.95%, RECL 2027*    1    250.00   103.8467   103.8467   103.8467   103.8467   7.3650
Total               17   3200.00

State Government Development Loan
---------------------------------
7.59%, BIH 2027*     1    500.00   101.7240   101.7240   101.7240   101.7240   7.3350
7.77%, GUJ 2023*     1    250.00   102.2825   102.2825   102.2825   102.2825   7.2876
8.21%, RAJ 2023*     1    100.00   103.8892   103.8892   103.8892   103.8892   7.3600
7.92%, WB 2027*      3    500.00   103.8808   103.8808   103.8808   103.8808   7.3500
Total                6   1350.00

Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Jan 11, 2018*        5   4929.01    96.9543    96.9520    96.9520    96.9539   6.3000
Aug 24, 2017*        1    500.00    99.2848    99.2848    99.2848    99.2848   6.2600
Total                6   5429.01

Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Jan 18, 2018*        1    750.00    96.8263    96.8263    96.8263    96.8263   6.3300
Total                1    750.00

Treasury Bill 
-------------
91-Days (maturing on) 
----------------------
Oct 05, 2017*        1    250.00    98.5932    98.5932    98.5932    98.5932   6.2000
Total                1    250.00

(*) 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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