July 20, 2017 / 12:55 PM / 4 months ago

NSE Wholesale Debt Market Trades-Jul 20

    Jul 20 (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               :       24,986.0           127,676.9
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             74              289

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       18,700.0           94,140.9
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             42              152

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        6,286.0           33,536.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             32              137

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%, 2027                        4,500.00                  6.45
8.33%, 2026                        3,000.00                  6.93
6.79%, 2029                        2,500.00                  6.73

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
-------------------------------
6.88%, RECL 2018                   1,250.00                  6.65

Corporate Debentures
--------------------
8.00%, HDFC 2018                   1,000.00                  6.72

Corporate Debentures
--------------------
8.45%, LICH 2018                     700.00                  7.02

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 2017A*   1    150.00   100.4902   100.4902   100.4902   100.4902   6.8000
Total                1    150.00

Banks Perpetual Bond
--------------------
8.75%, AXBKB*        1    250.00   100.8173   100.8173   100.8173   100.8173   8.5300
8.39%, SBI*          1    250.00   100.5785   100.5785   100.5785   100.5785   8.2000
8.75%, SBI*          1     50.00   101.7964   101.7964   101.7964   101.7964   8.2050
Total                3    550.00

Corporate Debentures
--------------------
9.25%, DHFL 2023*    1    100.00   101.2575   101.2575   101.2575   101.2575   8.9600
7.33%, HDFC 2018*    1    250.00   100.4118   100.4118   100.4118   100.4118   7.0500
8.00%, HDFC 2018*    1   1000.00   100.4783   100.4783   100.4783   100.4783   6.7200
9.20%, HDFC 2018A*   1    150.00   101.3955   101.3955   101.3955   101.3955   6.7900
8.45%, LICH 2018*    1    700.00   101.4723   101.4723   101.4723   101.4723   7.0200
8.61%, LICH 2019*    1    250.00   102.9081   102.9081   102.9081   102.9081   7.2100
7.48%, LICH 2022*    1    250.00   100.1973   100.1973   100.1973   100.1973   7.4200
7.85%, LTF 2020B*    1    100.00   100.2885   100.2885   100.2885   100.2885   7.7200
Total                8   2800.00

Corporate Deep Discount Debentures
----------------------------------
CCFI 2018R (RESET)   2      5.00   114.3500   114.3500   114.3500   114.3500   0.0000
CCFI 2018S (RESET)   3     18.50   113.3500   113.3500   113.3500   113.3500   0.0000
CITI 2018 (RESET)    1      2.50   145.8200   145.8200   145.8200   145.8200   0.0000
CITI 2018A (RESET)   4     10.00   132.2500   132.2500   132.2500   132.2500   0.0000
Total               10     36.00

Central Government Goi Dated Securities
---------------------------------------
7.35%, 2024          2    300.00   103.2700   103.2700   103.2700   103.2700   6.7485
6.97%, 2026          1    250.00   102.1450   102.1450   102.1450   102.1450   6.6511
8.33%, 2026          4   3000.00   109.2000   109.1800   109.2000   109.1933   6.9350
6.79%, 2027          7   4500.00   102.4750   102.4450   102.4650   102.4628   6.4458
6.79%, 2029          6   2500.00   100.5625   100.4625   100.4625   100.5310   6.7255
8.97%, 2030          2    850.00   115.6200   115.6000   115.6000   115.6024   7.1382
7.95%, 2032          1    250.00   107.9317   107.9317   107.9317   107.9317   7.0850
7.50%, 2034          2    800.00   104.3171   104.3000   104.3000   104.3118   7.0605
7.73%, 2034          2    800.00   106.7700   106.6800   106.7700   106.7363   7.0512
7.40%, 2035          3   1050.00   103.3309   103.2700   103.2700   103.3019   7.0728
8.17%, 2044          2    750.00   111.7727   111.7402   111.7727   111.7510   7.1817
8.13%, 2045          1    500.00   111.5718   111.5718   111.5718   111.5718   7.1650
Total               33  15550.00

Institutions Non-Slr Bond
-------------------------
9.15%, EXIM 2021*    2    350.00   106.5174   106.5174   106.5174   106.5174   7.0394
9.15%, EXIM 2021A*   1    100.00   106.4222   106.4222   106.4222   106.4222   7.0394
9.15%, EXIM 2021C*   1    150.00   106.5711   106.5711   106.5711   106.5711   7.0400
Total                4    600.00

Public Sector Unit Taxable Bond
-------------------------------
8.65%, PFC 2019*     1    250.00   103.2978   103.2978   103.2978   103.2978   7.0500
8.36%, PFC 2020*     1    300.00   102.8812   102.8812   102.8812   102.8812   7.0800
7.27%, PFC 2021*     1     50.00   100.1794   100.1794   100.1794   100.1794   7.2000
7.63%, PFC 2026*     1     50.00   101.2384   101.2384   101.2384   101.2384   7.4300
7.30%, PGC 2027*     1    250.00   100.2440   100.2440   100.2440   100.2440   7.2575
6.88%, RECL 2018*    1   1250.00   100.2434   100.2434   100.2434   100.2434   6.6500
Total                6   2150.00

State Government Development Loan
---------------------------------
8.94%, GUJ 2022*     1    100.00   106.9335   106.9335   106.9335   106.9335   7.1500
9.23%, GUJ 2022*     1    100.00   108.0461   108.0461   108.0461   108.0461   7.1750
8.21%, HARY 2026*    1    250.00   105.3695   105.3695   105.3695   105.3695   7.3600
8.85%, MAH 2022*     1    100.00   107.0314   107.0314   107.0314   107.0314   7.1500
8.69%, TN 2026*      3   1100.00   108.5000   108.4150   108.5000   108.4227   7.3486
Total                7   1650.00


Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Jul 05, 2018*        1   1000.00    94.3865    94.3865    94.3865    94.3865   6.2200
Sep 14, 2017*        1    500.00    99.0818    99.0818    99.0818    99.0818   6.1500
Total                2   1500.00


(*) Indicates at least one deal in above securities is of Rs. 5 crore or above.
Contact Mumbai Rate Reporting Unit:
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