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NSE Wholesale Debt Market Trades-Jun 8
June 8, 2017 / 12:43 PM / 6 months ago

NSE Wholesale Debt Market Trades-Jun 8

    Jun 8 (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               :       44,009.0           105,154.3
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :            101              262

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       28,150.0           75,495.3
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             52              163

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       15,859.0           29,659.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             49              99

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
----------------------------
7.80%, 2020                        7,000.00                  6.54
8.13%, 2022                        2,500.00                  6.70
8.33%, 2026                        2,000.00                  6.92

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
-------------------------------
7.50%, PFC 2020                    2,650.00                  7.23

Public Sector Unit Taxable Bond
-------------------------------
7.30%, PFC 2020                    1,700.00                  7.22

Public Sector Unit Taxable Bond
-------------------------------
7.75%, PFC 2027                    1,500.00                  7.42

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
----------
9.50%, IDFB 2019*    1    900.00   103.5850   103.5850   103.5850   103.5850   7.3800
8.00%, SYNB 2027*    2    500.00   100.6659   100.6649   100.6649   100.6654   7.8560
Total                3   1400.00

Banks Perpetual Bond
--------------------
8.85%, HDBK*         1    250.00   101.6326   101.6326   101.6326   101.6326   8.4200
Total                1    250.00

Corporate Debentures
--------------------
9.05%, DHFL 2019*    1    250.00   101.1167   101.1167   101.1167   101.1167   8.4500
8.15%, HDFC 2018*    2   1350.00   100.9762   100.9656   100.9762   100.9695   7.1963
8.25%, HDFC 2018*    1    500.00   101.1728   101.1728   101.1728   101.1728   7.2700
7.80%, HDFC 2019*    1     50.00   100.6392   100.6392   100.6392   100.6392   7.4900
7.95%, HDFC 2019*    3    750.00   100.9490   100.9490   100.9490   100.9490   7.4700
9.65%, HDFC 2019A*   1     50.00   103.0646   103.0646   103.0646   103.0646   7.5000
9.55%, LICH 2018*    1    500.00   102.8435   102.8435   102.8435   102.8435   7.2500
7.65%, LICH 2020*    3   1000.00   100.2343   100.1313   100.1513   100.1878   7.5758
8.75%, LICH 2021A*   1    500.00   103.6160   103.6160   103.6160   103.6160   7.5700
Total               14   4950.00

Corporate Deep Discount Debentures
----------------------------------
CCFI 2018S (RESET)   2      5.00   112.4600   112.4600   112.4600   112.4600   0.0000
CFIL 2019G (RESET)   1      7.00   113.9700   113.9700   113.9700   113.9700   0.0000
Total                3     12.00

Central Government Goi Dated Securities
---------------------------------------
7.80%, 2020          1   7000.00   103.2699   103.2699   103.2699   103.2699   6.5400
7.80%, 2021          1    500.00   103.9700   103.9700   103.9700   103.9700   6.6081
8.08%, 2022          1    500.00   105.9113   105.9113   105.9113   105.9113   6.7000
8.13%, 2022          2   2500.00   106.2591   106.2136   106.2136   106.2409   6.7040
8.20%, 2022          1    150.00   106.0400   106.0400   106.0400   106.0400   6.6731
7.16%, 2023          1    500.00   102.0000   102.0000   102.0000   102.0000   6.7450
7.68%, 2023          1    250.00   105.0100   105.0100   105.0100   105.0100   6.7177
9.15%, 2024          1    500.00   112.5922   112.5922   112.5922   112.5922   6.9500
6.97%, 2026          1    500.00   102.3500   102.3500   102.3500   102.3500   6.6239
8.33%, 2026          4   2000.00   109.3822   109.3822   109.3822   109.3822   6.9200
8.24%, 2027          3    850.00   108.6800   108.5900   108.6800   108.6341   6.9953
8.28%, 2027          1     50.00   109.1600   109.1600   109.1600   109.1600   7.0125
6.79%, 2029          2   1250.00   101.2400   101.1100   101.1100   101.2140   6.6453
7.61%, 2030          1    500.00   106.1500   106.1500   106.1500   106.1500   6.8826
8.97%, 2030          2    800.00   116.0500   115.9000   116.0500   116.0125   7.1050
8.28%, 2032          1    100.00   110.3465   110.3465   110.3465   110.3465   7.1300
6.57%, 2033          3    300.00    97.2100    97.1700    97.2100    97.2033   6.8556
8.24%, 2033          1    250.00   110.8367   110.8367   110.8367   110.8367   7.1100
7.73%, 2034          4   1750.00   107.2500   107.0000   107.2100   107.0929   7.0200
8.83%, 2041          1    100.00   118.3773   118.3773   118.3773   118.3773   6.8909
8.30%, 2042          2    450.00   112.6370   112.6370   112.6370   112.6370   7.2100
8.17%, 2044          3    750.00   111.9400   111.8000   111.8500   111.8633   7.1752
Total               38  21550.00

Institution Perpetual Bond
-----------------------------------
8.60%, EXIM*         2    497.00   100.5013   100.4629   100.5013   100.4822   8.4550
Total                2    497.00

Public Sector Unit Taxable Bond
-------------------------------
9.17%, NTPC 2024A*   1    150.00   109.4274   109.4274   109.4274   109.4274   7.4300
8.40%, PFC 2018A*    1    500.00   101.4527   101.4527   101.4527   101.4527   6.9100
7.30%, PFC 2020*     3   1700.00   100.3118   100.0196   100.2585   100.2133   7.2171
7.42%, PFC 2020*     1    100.00   100.4533   100.4533   100.4533   100.4533   7.2400
7.46%, PFC 2020*     1    250.00   100.5500   100.5500   100.5500   100.5500   7.2400
7.50%, PFC 2020*     7   2650.00   100.8373   100.5257   100.8373   100.7491   7.2313
8.65%, PFC 2024*     1    150.00   106.5822   106.5822   106.5822   106.5822   7.4623
7.63%, PFC 2026*     1     50.00   100.7047   100.7047   100.7047   100.7047   7.5100
8.03%, PFC 2026*     1    250.00   103.2305   103.2305   103.2305   103.2305   7.5100
7.75%, PFC 2027*     4   1500.00   103.1512   103.1512   103.1512   103.1512   7.4200
8.32%, PGC 2025*     1    250.00   105.3794   105.3794   105.3794   105.3794   7.4300
7.24%, RECL 2021*    1    500.00   100.2881   100.2881   100.2881   100.2881   7.1400
7.46%, RECL 2022*    1    250.00   101.1385   101.1385   101.1385   101.1385   7.1503
8.11%, RECL 2025*    1    250.00   103.8380   103.8380   103.8380   103.8380   7.4600
7.54%, RECL 2026*    1    200.00   100.0565   100.0565   100.0565   100.0565   7.5169
Total               26   8750.00

State Government Development Loan
---------------------------------
7.88%, CHTIS 2027*   1   1350.00   103.6301   103.6301   103.6301   103.6301   7.3500
8.21%, HARY 2022*    3    750.00   103.7813   103.6586   103.6586   103.6995   7.2800
8.21%, HARY 2026*    1    250.00   105.2229   105.2229   105.2229   105.2229   7.3900
7.64%, HARY 2027*    2    500.00   102.2303   102.2302   102.2302   102.2303   7.3150
7.59%, KRN 2027B*    1    250.00   101.9897   101.9897   101.9897   101.9897   7.3000
8.39%, RAJ 2025*     1   1000.00   105.9927   105.9927   105.9927   105.9927   7.3600
8.39%, RAJ 2026*     1   1000.00   106.3834   106.3834   106.3834   106.3834   7.3850
7.62%, TN 2027*      1    500.00   102.0570   102.0570   102.0570   102.0570   7.3200
Total               11   5600.00


Treasury Bill 
-------------
364-Days (maturing on) 
----------------------
Nov 09, 2017*        1    250.00    97.4311    97.4311    97.4311    97.4311   6.2900
Total                1    250.00


Treasury Bill 
-------------
91-Days (maturing on) 
----------------------
Aug 03, 2017*        1    250.00    99.0640    99.0640    99.0640    99.0640   6.2700
Sep 07, 2017*        1    500.00    98.4775    98.4775    98.4775    98.4775   6.2700
Total                2    750.00


(*) Indicates at least one deal in above securities is of Rs. 5 crore or above.
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