June 28, 2018 / 12:51 PM / 6 months ago

NSE Wholesale Debt Market Trades-Jun 28

   Jun 28 (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               :       17,930.0           51,426.1
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             40              144

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       15,420.0           34,763.6
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             20              67

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        2,510.0           16,662.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             20              77

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------

Cash Management Bill 
------------- 
70-Days (maturing on) 
----------------------
70D Aug 21, 2018                   4,500.00                  6.44

Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Oct 04, 2018                       2,450.00                  6.54
Oct 11, 2018                       2,420.00                  6.55

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Banks Bond
----------
7.60%, AXBK 2023                     495.00                  8.80

Corporate Debentures
--------------------
7.55%, HDFC 2019                     250.00                  8.60

Institutions Non-Slr Bond
-------------------------
8.60%, NBRD 2022                     250.00                  8.61

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%, AXBK 2023*    2    495.00    94.9893    94.9893    94.9893    94.9893   8.8000
Total                2    495.00

Corporate Debentures
--------------------
7.55%, HDFC 2019*    1    250.00    99.0541    99.0541    99.0541    99.0541   8.6000
Total                1    250.00

Corporate Deep Discount Debentures
----------------------------------
CITI 2020F (RESET)   1     20.00   109.6564   109.6564   109.6564   109.6564   0.0000
Total                1     20.00

Central Government Goi Dated Securities
---------------------------------------
8.15%, 2022A*        2   1000.00   100.4256   100.4256   100.4256   100.4256   8.0200
7.17%, 2028*         1    250.00    94.9650    94.9650    94.9650    94.9650   7.9327
8.97%, 2030*         2    450.00   106.0831   106.0831   106.0831   106.0831   8.1800
6.68%, 2031*         1    500.00    88.6600    88.6600    88.6600    88.6600   8.0907
7.06%, 2046*         1    150.00    88.2000    88.2000    88.2000    88.2000   8.1304
Total                7   2350.00

Institutions Non-Slr Bond
-------------------------
8.60%, NBRD 2022*    2    250.00    99.9929    99.9929    99.9929    99.9929   8.6100
Total                2    250.00

Public Sector Unit Taxable Bond
-------------------------------
7.50%, PFC 2020*     1    200.00    97.6876    97.6876    97.6876    97.6876   8.6800
7.50%, PFC 2021*     2    250.00    96.7465    96.7465    96.7465    96.7465   8.7100
9.70%, PFC 2021*     3    100.00   102.9739   102.9739   102.9739   102.9739   8.5000
7.10%, PFC 2022*     2    250.00    94.4522    94.4522    94.4522    94.4522   8.7500
7.28%, PFC 2022*     2    195.00    95.2313    95.2313    95.2313    95.2313   8.7500
7.75%, PFC 2027*     1    100.00    95.3928    95.3928    95.3928    95.3928   8.6800
8.40%, PGC 2026*     1     50.00    98.6020    98.6020    98.6020    98.6020   8.6400
7.30%, PGC 2027*     1    200.00    91.7077    91.7077    91.7077    91.7077   8.6600
7.70%, RECL 2021*    1    150.00    98.0470    98.0470    98.0470    98.0470   8.5000
Total               14   1495.00

State Government Development Loan
---------------------------------
8.85%, PUN 2019*     1    150.00   101.1213   101.1213   101.1213   101.1213   7.6900
8.07%, RAJ 2028*     1    250.00    97.3340    97.3340    97.3340    97.3340   8.4800
8.05%, TN 2028A*     1     50.00    97.5113    97.5113    97.5113    97.5113   8.4250
Total                3    450.00

Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Oct 04, 2018*        1   2450.00    98.2917    98.2917    98.2917    98.2917   6.5400
Oct 11, 2018*        1   2420.03    98.1679    98.1679    98.1679    98.1679   6.5500
Dec 20, 2018*        1   2000.00    96.8333    96.8333    96.8333    96.8333   6.8600
Total                3   6870.03

Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Jan 03, 2019*        1    250.00    96.5776    96.5776    96.5776    96.5776   6.8800
Total                1    250.00

Cash Management Bill 
------------- 
70-Days (maturing on) 
----------------------
Aug 21, 2018*        5   4500.00    99.0764    99.0707    99.0764    99.0739   6.4378
Total                5   4500.00

Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Sep 27, 2018*        1   1000.00    98.4225    98.4225    98.4225    98.4225   6.5000
Total                1   1000.00

(*) 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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