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NSE Wholesale Debt Market Trades-Jul 5
July 5, 2017 / 12:56 PM / 5 months ago

NSE Wholesale Debt Market Trades-Jul 5

    Jul 5 (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               :       35,505.0           97,468.3
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             77              221

GOVERNMENT SECURITIES                                 Wednesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       24,405.0           70,693.3
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             40              126

NON-GOVERNMENT SECURITIES                             Wednesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       11,100.0           26,775.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             37              95

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                        2,750.00                  6.84

Treasury Bill 
-------------
329-Days (maturing on) 
----------------------
Mar 12, 2018                       5,000.00                  6.36

Treasury Bill 
-------------
312-Days (maturing on) 
----------------------
Mar 16, 2018                       3,000.00                  6.34



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
-------------------------------
7.30%, PGC 2027                    1,250.00                  7.40

Banks Perpetual Bond
--------------------
8.75%, AXBKA                       1,000.00                  8.75

Corporate Debentures
--------------------
7.45%, HDFC 2018                   1,000.00                  7.16

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 Perpetual Bond
--------------------
8.75%, AXBKA*        1   1000.00    99.8900    99.8900    99.8900    99.8900   8.7502
9.14%, BOB*          1    250.00   101.2805   101.2805   101.2805   101.2805   8.7700
8.75%, SBI*          1     50.00   101.6113   101.6113   101.6113   101.6113   8.2600
Total                3   1300.00

Corporate Debentures
--------------------
9.05%, DHFL 2019*    1    250.00   101.1545   101.1545   101.1545   101.1545   8.4200
9.30%, DHFL 2026*    2    250.00   101.1294   101.1294   101.1294   101.1294   9.1000
7.60%, HDFC 2017A*   1    200.00   100.3251   100.3251   100.3251   100.3251   6.8500
7.45%, HDFC 2018*    1   1000.00   100.2378   100.2378   100.2378   100.2378   7.1644
7.65%, HDFC 2019*    1   1000.00   100.3460   100.3460   100.3460   100.3460   7.3900
7.50%, HDFC 2020*    1    500.00    99.9287    99.9287    99.9287    99.9287   7.5200
7.54%, LICH 2020*    1    500.00    99.9584    99.9584    99.9584    99.9584   7.5300
7.90%, LICH 2026*    1    100.00   101.6677   101.6677   101.6677   101.6677   7.6300
7.86%, LICH 2027*    2    500.00   101.6962   101.5583   101.6962   101.6273   7.6100
7.95%, LICH 2027*    1     50.00   102.2568   102.2568   102.2568   102.2568   7.6000
9.00%, MMFS 2026*    1    250.00   104.5479   104.5479   104.5479   104.5479   8.2500
8.57%, NVCL 2020*    1    500.00   101.9191   101.9191   101.9191   101.9191   8.0200
8.66%, NVCL 2021*    1    750.00   102.4102   102.4102   102.4102   102.4102   8.1200
Total               15   5850.00

Central Government Goi Dated Securities
---------------------------------------
6.35%, 2020          2   1400.00    99.6400    99.6400    99.6400    99.6400   6.5085
8.19%, 2020          1   1100.00   103.7877   103.7877   103.7877   103.7877   6.5385
7.16%, 2023          2    500.00   101.6600   101.6200   101.6600   101.6400   6.8141
6.79%, 2027          3   1250.00   101.8000   101.7700   101.7925   101.7865   6.5397
6.79%, 2029         10   2750.00    99.5850    99.4950    99.5600    99.5548   6.8433
7.59%, 2029          2   1500.00   104.1500   104.1300   104.1300   104.1367   7.0628
7.88%, 2030          1    250.00   106.3400   106.3400   106.3400   106.3400   7.1117
6.57%, 2033          3   2000.00    96.4300    96.2900    96.3500    96.3400   6.9464
7.40%, 2035          2   1000.00   102.8500   102.8500   102.8500   102.8500   7.1166
8.17%, 2044          1    750.00   110.7151   110.7151   110.7151   110.7151   7.2625
8.13%, 2045          1    750.00   110.6373   110.6373   110.6373   110.6373   7.2375
6.62%, 2051          1    250.00    92.9300    92.9300    92.9300    92.9300   7.1758
Total               29  13500.00

Institutions Non-Slr Bond
-------------------------
8.25%, NBRD 2018*    1    250.00   101.3862   101.3862   101.3862   101.3862   6.8000
Total                1    250.00

Public Sector Unit Taxable Bond
-------------------------------
7.27%, IRFC 2027*    1    250.00    99.1157    99.1157    99.1157    99.1157   7.4000
7.83%, IRFC 2027*    1    250.00   102.5060   102.5060   102.5060   102.5060   7.4600
8.28%, PFC 2018*     1    250.00   101.3357   101.3357   101.3357   101.3357   7.0100
8.12%, PFC 2019*     1    250.00   101.3666   101.3666   101.3666   101.3666   7.1784
7.30%, PFC 2020*     2    500.00   100.1651   100.1651   100.1651   100.1651   7.2276
7.23%, PFC 2027*     1    150.00    97.8877    97.8877    97.8877    97.8877   7.5350
7.20%, PGC 2021*     1    300.00   100.1635   100.1635   100.1635   100.1635   7.1350
7.30%, PGC 2027*     7   1250.00    99.3400    99.1006    99.3400    99.2784   7.4000
8.40%, PGC 2027*     1    200.00   106.5001   106.5001   106.5001   106.5001   7.4400
9.04%, RECL 2019*    1    250.00   103.8308   103.8308   103.8308   103.8308   7.1200
9.02%, RECL 2019A*   1     50.00   103.3558   103.3558   103.3558   103.3558   7.1100
Total               18   3700.00

State Government Development Loan
---------------------------------
7.98%, GUJ 2026A*    1    354.97   103.4529   103.4529   103.4529   103.4529   7.4400
9.68%, MP 2023*      2    500.00   111.0237   111.0237   111.0237   111.0237   7.4300
7.60%, MP 2027*      1    200.00   101.1411   101.1411   101.1411   101.1411   7.4300
8.33%, RAJ 2025*     2    350.00   105.0878   105.0878   105.0878   105.0878   7.4700
Total                6   1404.97


Treasury Bill 
-------------
312-Days (maturing on) 
----------------------
Mar 16, 2018*        3   3000.00    95.7841    95.7809    95.7841    95.7829   6.3443
Total                3   3000.00

Treasury Bill 
-------------
317-Days (maturing on) 
----------------------
Mar 15, 2018*        1   1500.00    95.8000    95.8000    95.8000    95.8000   6.3500
Total                1   1500.00

Treasury Bill 
-------------
329-Days (maturing on) 
----------------------
Mar 12, 2018*        1   5000.00    95.8448    95.8448    95.8448    95.8448   6.3550
Total                1   5000.00

(*) 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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