NSE Wholesale Debt Market Trades-Dec 10

Mon Dec 10, 2012 6:15pm IST

Dec 10 (Reuters) - Below is a summary of Monday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                         Monday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       27,808.0           27,808.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             79              79

GOVERNMENT SECURITIES                                    Monday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       17,804.0           17,804.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             39              39

NON-GOVERNMENT SECURITIES                                Monday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       10,004.0           10,004.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             40              40

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
----------------------------

Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Oct 18, 2013                       5,650.00                  8.02

Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Jun 06, 2013                       3,550.00                  8.13

Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Mar 07, 2013                         850.00                  8.15

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Institutions Non-Slr Bond
-------------------------
9.65%, NHB 2015                    3,000.00                  9.58

Corporate Debentures
--------------------
11.45%, RIL 2013                   1,050.00                  8.84

Public Sector Unit Taxable Bond
-------------------------------
9.25%, RECL 2017                     900.00                  8.95

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
--------------------
9.45%, HDFC 2013*    1    400.00    99.9793    99.9793    99.9793    99.9793   8.9911
9.70%, HDFC 2017A*   2    150.00   101.0910   101.0558   101.0910   101.0793   9.3583
9.55%, HIND 2022A*   1    100.00   101.0266   101.0266   101.0266   101.0266   9.3600
9.85%, LICH 2014*    1    100.00   100.4613   100.4613   100.4613   100.4613   9.3700
9.38%, LICH 2015*    1     50.00   100.0000   100.0000   100.0000   100.0000   9.3657
9.55%, LICH 2016*    1    250.00   100.5021   100.5021   100.5021   100.5021   9.3784
9.70%, LICH 2016*    1    250.00   100.9700   100.9700   100.9700   100.9700   9.3900
11.45%, RIL 2013*    2   1050.00   102.2801   102.2801   102.2801   102.2801   8.8366
11.45%, RIL 2013A*   1    150.00   102.2982   102.2982   102.2982   102.2982   8.8166
10.54%, SUNF 2013*   1    350.00   100.2703   100.2703   100.2703   100.2703   9.6788
Total               12   2850.00

Corporate Deep Discount Debentures
----------------------------------
CFI 2012X (RESET)*   2    120.00   116.2700   116.2700   116.2700   116.2700  11.9082
DIIP 2013H (RESET)   1     34.00   115.7870   115.7870   115.7870   115.7870  11.0159
Total                3    154.00

Central Government Goi Dated Securities
---------------------------------------
12.40%, 2013         1    500.00   102.8078   102.8078   102.8078   102.8078   8.0999
7.27%, 2013          1     50.00    99.4621    99.4621    99.4621    99.4621   8.0200
9.81%, 2013          1     50.00   100.7688   100.7688   100.7688   100.7688   8.0958
7.37%, 2014          1    510.00    99.2000    99.2000    99.2000    99.2000   7.9960
8.19%, 2020          1    100.00   100.0300   100.0300   100.0300   100.0300   8.1819
8.15%, 2022A         3    800.00    99.9100    99.8900    99.8900    99.9025   8.1650
8.20%, 2025          3    750.00    99.6600    99.6500    99.6600    99.6550   8.2416
8.33%, 2026          3    800.00   100.7200   100.6550   100.7200   100.6753   8.2450
8.97%, 2030          2    500.00   105.9300   105.9100   105.9100   105.9200   8.3289
Total               16   4060.00

Institutions Non-Slr Bond
-------------------------
8.87%, EXIM 2022*    1     50.00    99.4700    99.4700    99.4700    99.4700   8.9400
9.71%, IDFC 2014*    1    350.00   100.8091   100.8091   100.8091   100.8091   9.0400
9.50%, NBRD 2014*    1    250.00   100.6809   100.6809   100.6809   100.6809   8.8299
8.83%, NBRD 2015*    1    100.00    99.9637    99.9637    99.9637    99.9637   8.8369
8.83%, NBRD 2015A*   2    700.00   100.0343    99.9491   100.0343    99.9917   8.8266
9.65%, NHB 2015*     3   3000.00   100.0521   100.0521   100.0521   100.0521   9.5845
Total                9   4450.00

Public Sector Unit Taxable Bond
-------------------------------
9.03%, PFC 2013*     1    250.00    99.9206    99.9206    99.9206    99.9206   9.0093
8.70%, PFC 2015*     1    150.00    99.3635    99.3635    99.3635    99.3635   8.9600
7.95%, PFC 2016*     3    200.00    97.1864    97.1627    97.1627    97.1719   8.9747
8.91%, PFC 2017*     3    200.00    99.6666    99.6281    99.6281    99.6377   8.9875
9.44%, PFC 2021*     1     50.00   101.8317   101.8317   101.8317   101.8317   9.1108
8.84%, RECL 2014*    1    250.00    99.9026    99.9026    99.9026    99.9026   8.8700
9.25%, RECL 2017*    4    900.00   101.0135   101.0135   101.0135   101.0135   8.9500
9.40%, RECL 2017*    1    500.00   101.5251   101.5251   101.5251   101.5251   8.9500
9.02%, RECL 2022A*   1     50.00   100.2360   100.2360   100.2360   100.2360   8.9750
Total               16   2550.00

State Government Development Loan
---------------------------------
8.93%, KER 2022      2    200.00   100.3400   100.3400   100.3400   100.3400   8.8764
5.60%, MAH 2014      1     20.70    95.9500    95.9500    95.9500    95.9500   8.8005
8.84%, MAH 2022A     1    100.00    99.8503    99.8503    99.8503    99.8503   8.8600
8.92%, RAJ 2022B     1    100.00   100.2837   100.2837   100.2837   100.2837   8.8750
8.96%, WB 2022       1    200.00   100.0725   100.0725   100.0725   100.0725   8.9450
9.01%, WB 2022       1    100.00   100.3700   100.3700   100.3700   100.3700   8.9515
Total                7    720.70

Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Mar 07, 2013         1    850.00    98.1148    98.1148    98.1148    98.1148   8.1549
Dec 21, 2012         1    500.00    99.7786    99.7786    99.7786    99.7786   8.0990
Total                2   1350.00

182-Days (maturing on) 
----------------------
Jun 06, 2013         2   3550.00    96.2070    96.2070    96.2070    96.2070   8.1301
Mar 15, 2013         1    500.00    97.9405    97.9405    97.9405    97.9405   8.1652
Dec 21, 2012         1    750.00    99.7786    99.7786    99.7786    99.7786   8.0990
Apr 25, 2013         1    500.00    97.0669    97.0669    97.0669    97.0669   8.1699
Total                5   5300.00

364-Days (maturing on) 
----------------------
Dec 14, 2012         1    650.00    99.9332    99.9332    99.9332    99.9332   8.1328
Oct 18, 2013         6   5650.00    93.6036    93.6036    93.6036    93.6036   8.0200
Nov 28, 2013         1     48.30    92.8375    92.8375    92.8375    92.8375   8.0000
Dec 28, 2012         1     25.00    99.6000    99.6000    99.6000    99.6000   8.6227
Total                9   6373.30

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

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