NSE Wholesale Debt Market Trades-Feb 29

Feb 29 (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 : 24,925.2 127,104.2
--Total traded value of repo deals in mln rupees : --- ---
--Total number of trades : 117 381

GOVERNMENT SECURITIES Wednesday's So far this week
--------------------- --------- ----------------
--Total traded value in mln rupees : 18,311.0 61,856.0
--Total traded value of repo deals in mln rupees : --- ---
--Total number of trades : 60 178

NON-GOVERNMENT SECURITIES Wednesday's So far this week
------------------------- --------- ----------------
--Total traded value in mln rupees : 6,614.2 65,248.2
--Total traded value of repo deals in mln rupees : --- ---
--Total number of trades : 57 203

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
----------------------------
8.79%, 2021 6,600.00 8.19
9.15%, 2024 6,400.00 8.27
Treasury Bill
-------------
91-Days (maturing on)
----------------------
May 18, 2012 2,900.00 8.95

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
-------------------------------
9.28%, RECL 2017 1,400.00 9.30
Corporate Debentures
--------------------
9.25%, HDFC 2013 700.00 9.72
9.50%, HDFC 2014 600.00 9.70

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
-------------------------------------------------------------------------------------
Corporate Debentures
--------------------
9.90%, HDFC 2012* 1 200.00 99.4017 99.4017 99.4017 99.4017 10.6487
9.25%, HDFC 2013* 3 700.00 99.1798 99.1798 99.1798 99.1798 9.7164
9.50%, HDFC 2014* 1 600.00 99.6035 99.6035 99.6035 99.6035 9.6982
9.68%, HDFC 2015* 1 150.00 99.9778 99.9778 99.9778 99.9778 9.6694
9.70%, LICH 2013A* 1 250.00 99.6268 99.6268 99.6268 99.6268 10.0568
10.20%, LICH 2014* 1 50.00 100.3908 100.3908 100.3908 100.3908 9.9357
9.45%, LICH 2022* 2 300.00 100.0414 100.0414 100.0414 100.0414 9.4297
8.40%, ONGV 2014* 1 250.00 97.4633 97.4633 97.4633 97.4633 9.4339
Total 11 2500.00

Corporate Deep Discount Debentures
----------------------------------
CITI 2013O (RESET) 7 12.20 104.6600 104.6600 104.6600 104.6600 0.3786
CITI 2013P (RESET) 20 53.00 106.2900 106.2900 106.2900 106.2900 0.3745
Total 27 65.20

Central Government Goi Dated Securities
---------------------------------------
12.60%, 2018 1 250.00 121.0072 121.0072 121.0072 121.0072 8.4378
7.83%, 2018 3 600.00 97.7300 97.7200 97.7300 97.7227 8.3098
8.79%, 2021 23 6600.00 103.9650 103.8800 103.8800 103.9318 8.1910
9.15%, 2024 26 6400.00 106.8400 106.7200 106.8200 106.7998 8.2722
8.97%, 2030 1 50.00 103.7000 103.7000 103.7000 103.7000 8.5676
8.83%, 2041 1 1.00 103.0000 103.0000 103.0000 103.0000 8.5483
Total 55 13901.00

Institutions Non-Slr Bond
-------------------------
9.25%, EXIM 2012B* 1 200.00 99.5536 99.5536 99.5536 99.5536 9.7252
9.00%, EXIM 2019* 1 200.00 100.3421 100.3421 100.3421 100.3421 8.9218
9.32%, NBRD 2015* 1 300.00 99.9500 99.9500 99.9500 99.9500 9.3269
Total 3 700.00

Institutions Tax-Free Bond
--------------------------
6.85%, IIFC 2014* 2 460.00 99.0275 99.0275 99.0275 99.0275 7.3939
Total 2 460.00

Public Sector Unit Taxable Bond
-------------------------------
9.57%, IRFC 2021* 1 100.00 104.1903 104.1903 104.1903 104.1903 8.8869
9.55%, PFC 2015* 1 100.00 100.0145 100.0145 100.0145 100.0145 9.5136
9.33%, PFC 2017* 2 589.00 99.9845 99.9845 99.9845 99.9845 9.3198
9.70%, PFC 2018* 4 550.00 101.9178 101.7926 101.7926 101.8609 9.2951
9.28%, RECL 2017* 4 1400.00 99.8677 99.8668 99.8668 99.8674 9.2997
9.48%, RECL 2021* 1 50.00 101.2409 101.2409 101.2409 101.2409 9.2512
9.75%, RECL 2021* 1 100.00 103.4311 103.4311 103.4311 103.4311 9.1774
Total 14 2889.00

State Government Development Loan
---------------------------------
8.88%, RAJ 2021 1 10.00 100.9300 100.9300 100.9300 100.9300 8.7334
Total 1 10.00

Treasury Bill
-------------
91-Days (maturing on)
----------------------
May 18, 2012 2 2900.00 98.1233 98.1233 98.1233 98.1233 8.9500
Total 2 2900.00

Treasury Bill
-------------
182-Days (maturing on)
----------------------
May 11, 2012 1 1000.00 98.2888 98.2888 98.2888 98.2888 8.9502
May 25, 2012 1 500.00 97.9583 97.9583 97.9583 97.9583 8.9500
Total 2 1500.00

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

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