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.

Contact Mumbai Rate Reporting Unit:
+91 22 6180 7222 / 3317 7222 rru.data@thomsonreuters.com
Comments (0)
This discussion is now closed. We welcome comments on our articles for a limited period after their publication.

  • Most Popular
  • Most Shared

REUTERS SHOWCASE

Global Trade Deal

Global Trade Deal

Rural votes, old traumas drive India's WTO brinkmanship.`  Full Article 

E-Commerce Funding

E-Commerce Funding

E-tailer Flipkart raises $1 billion in funding.  Full Article 

Chopper Deal

Chopper Deal

Finmeccanica settles with Italy prosecutors to end Indian chopper deal probe.  Full Article 

Adani Project

Adani Project

Australia approves Adani's $16 bln Carmichael coal project  Full Article 

New Frontiers

New Frontiers

EXCLUSIVE - Goldman moves executive to new role building ETFs.  Full Article 

India-U.S. Talks

India-U.S. Talks

Kerry to woo Modi's India, but quick progress unlikely  Full Article 

Argentina Debt Default

Argentina Debt Default

Insight - Jaded Argentines brace for looming debt default   Full Article 

Anti-trust Probe

Anti-trust Probe

Microsoft targeted in apparent Chinese anti-trust probe  Full Article 

Gaza Conflict

Gaza Conflict

Israel strikes house of Hamas Gaza leader, digs in for long fight.  Full Article 

Reuters India Mobile

Reuters India Mobile

Get the latest news on the go. Visit Reuters India on your mobile device.  Full Coverage