NSE Wholesale Debt Market Trades-Feb 29

Wed Feb 29, 2012 6:25pm IST

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.	
	
Contact Mumbai Rate Reporting Unit:	
+91 22 6636 9222, rru.data@reuters.com
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