June 30, 2017 / 1:02 PM / in 6 months

NSE Wholesale Debt Market Trades-Jun 30

    Jun 30 (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               :       55,008.0           144,048.9
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :            100              299

GOVERNMENT SECURITIES                                    Friday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       43,920.0           111,407.4
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             45              155

NON-GOVERNMENT SECURITIES                                Friday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       11,088.0           32,641.5
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             55              144

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                       16,100.00                  6.52
6.35%, 2020                       16,100.00                  6.48
6.79%, 2027                        2,000.00                  6.50

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
7.50%, HDFC 2020                   2,000.00                  7.50

Corporate Debentures
--------------------
7.55%, HDFC 2019                   1,500.00                  7.45

Public Sector Unit Taxable Bond
-------------------------------
7.49%, IRFC 2027                   1,350.00                  7.41

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
----------
7.60%, ICIC 2023*    1    250.00   100.5373   100.5373   100.5373   100.5373   7.4750
Total                1    250.00

Corporate Debentures
--------------------
7.55%, HDFC 2019*    3   1500.00   100.1501   100.1476   100.1476   100.1484   7.4500
7.50%, HDFC 2020*    6   2000.00   100.0103    99.9821    99.9821    99.9934   7.4963
9.57%, LICH 2017*    1    350.00   100.4488   100.4488   100.4488   100.4488   6.6500
9.44%, LICH 2019*    1    250.00   103.7101   103.7101   103.7101   103.7101   7.4996
7.86%, LICH 2027*    1    100.00   102.1796   102.1796   102.1796   102.1796   7.5300
7.72%, LTHF 2020*    1    100.00   100.3060   100.3060   100.3060   100.3060   7.7200
9.25%, RJIC 2024*    1     50.00   106.3202   106.3202   106.3202   106.3202   8.0198
Total               14   4350.00

Corporate Deep Discount Debentures
----------------------------------
CCFI 2018T (RESET)   1     15.50   112.4100   112.4100   112.4100   112.4100   0.0000
CFIL 2018Q (RESET)   2    515.00   108.3600   108.2600   108.3600   108.3571   0.0000
CFIL 2018S (RESET)   4    650.00   107.7600   107.7600   107.7600   107.7600   0.0000
CFIL 2018T (RESET)   1     50.00   107.7100   107.7100   107.7100   107.7100   0.0000
CITI 2018 (RESET)    1      2.50   145.3000   145.3000   145.3000   145.3000   0.0000
CITI 2018A (RESET)   1      2.50   131.7700   131.7700   131.7700   131.7700   0.0000
CITI 2018C (RESET)   1      2.50   125.5300   125.5300   125.5300   125.5300   0.0000
Total               11   1238.00

Central Government Goi Dated Securities
---------------------------------------
6.35%, 2020          3  16100.00    99.6930    99.6930    99.6930    99.6930   6.4850
7.80%, 2020          3  16100.00   103.2363   103.2363   103.2363   103.2363   6.5250
7.80%, 2021          2   1000.00   104.0400   104.0400   104.0400   104.0400   6.5687
8.15%, 2022A         4   1750.00   105.9302   105.9087   105.9087   105.9271   6.7182
7.35%, 2024          1    250.00   102.8500   102.8500   102.8500   102.8500   6.8286
6.97%, 2026          1    250.00   101.8900   101.8900   101.8900   101.8900   6.6891
6.79%, 2027          4   2000.00   102.0750   102.0050   102.0750   102.0575   6.5027
8.97%, 2030          3    300.00   115.6500   115.6000   115.6500   115.6333   7.1391
8.17%, 2044          1    500.00   111.3800   111.3800   111.3800   111.3800   7.2111
7.06%, 2046          1    500.00    99.3500    99.3500    99.3500    99.3500   7.1118
6.62%, 2051          1   1000.00    93.7400    93.7400    93.7400    93.7400   7.1085
Total               24  39750.00

Public Sector Unit Taxable Bond
-------------------------------
7.49%, IRFC 2027*   10   1350.00   100.6049   100.4675   100.6049   100.5289   7.4111
7.83%, IRFC 2027*    5    650.00   102.9231   102.7167   102.9205   102.8118   7.4163
8.50%, NPC 2019*     1    400.00   103.4230   103.4230   103.4230   103.4230   7.0300
7.85%, PFC 2019*     1    250.00   100.9776   100.9776   100.9776   100.9776   7.2200
8.50%, PFC 2019A*    1    250.00   102.2923   102.2923   102.2923   102.2923   7.2200
7.75%, PFC 2027*     3    450.00   102.6633   102.6633   102.6633   102.6633   7.3535
7.30%, PGC 2027*     3    750.00    99.6870    99.3776    99.5149    99.5265   7.3633
6.83%, RECL 2020*    2    500.00    99.1456    99.1456    99.1456    99.1456   7.1500
7.24%, RECL 2021*    1    250.00   100.2525   100.2525   100.2525   100.2525   7.1500
9.34%, RECL 2024*    1    250.00   110.0542   110.0542   110.0542   110.0542   7.4600
7.95%, RECL 2027*    1    150.00   103.3382   103.3382   103.3382   103.3382   7.4400
Total               29   5250.00

State Government Development Loan
---------------------------------
7.98%, HARY 2026*    1    200.00   103.7575   103.7575   103.7575   103.7575   7.4000
8.52%, KRN 2020*     1    250.00   103.6469   103.6469   103.6469   103.6469   7.0000
7.59%, KRN 2027B*    2   1000.00   101.5274   101.4235   101.5274   101.4755   7.3725
8.46%, MAH 2021*     1    500.00   104.3072   104.3072   104.3072   104.3072   7.1000
7.92%, MP 2024*      2    300.00   102.4847   102.4847   102.4847   102.4847   7.8892
8.03%, MP 2025*      2    300.00   103.3999   103.3999   103.3999   103.3999   7.8101
7.69%, MP 2026*      2    300.00   101.5657   101.5657   101.5657   101.5657   7.7562
7.91%, MP 2027*      2    300.00   103.1936   103.1936   103.1936   103.1936   7.7080
8.25%, MP 2028*      2    300.00   105.8930   105.8930   105.8930   105.8930   7.4400
8.05%, MP 2029*      2    300.00   104.6978   104.6978   104.6978   104.6978   7.4400
8.06%, MP 2031*      2    120.00   105.2563   105.2563   105.2563   105.2563   7.4400
7.93%, MP 2032*      2    300.00   104.3209   104.3209   104.3209   104.3209   7.5802
Total               21   4170.00

 (*) 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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