NSE Wholesale Debt Market Trades-Jan 28

Mon Jan 28, 2013 7:06pm IST

Jan 28 (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               :       27,031.0           27,031.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :            136              136

GOVERNMENT SECURITIES                                    Monday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       17,452.0           17,452.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             75              75

NON-GOVERNMENT SECURITIES                                Monday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        9,579.0            9,579.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             61              61

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
----------------------------
8.33%, 2026                        5,500.00                  7.96
8.97%, 2030                        2,394.00                  8.06
8.15%, 2022A                       2,200.00                  7.87

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
-------------------------------
9.40%, RECL 2017                     680.00                  8.73

Public Sector Unit Taxable Bond
-------------------------------
8.65%, BPCL 2017                     550.00                  8.65

Public Sector Unit Taxable Bond
-------------------------------
9.52%, PFC 2017                      500.00                  9.01

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
----------
9.15%, AXBK 2022*    5    297.00   101.3505   101.3493   101.3493   101.3495   8.9300
8.93%, OBC 2022*     1    250.00   101.1067   101.1067   101.1067   101.1067   8.7450
Total                6    547.00

Corporate Debentures
--------------------
9.90%, HDFC 2013*    1    100.00   100.5739   100.5739   100.5739   100.5739   9.1455
9.20%, HDFC 2015*    1    350.00   100.0206   100.0206   100.0206   100.0206   9.1600
9.55%, HDFC 2015*    1    300.00   100.7696   100.7696   100.7696   100.7696   9.1600
9.75%, HDFC 2016A*   1    200.00   101.9045   101.9045   101.9045   101.9045   9.1200
9.30%, HDFC 2017*    2    300.00   100.5549   100.5549   100.5549   100.5549   9.1200
9.50%, HDFC 2017C*   1     50.00   101.2402   101.2402   101.2402   101.2402   9.1200
9.90%, HDFC 2018A*   1     50.00   103.3191   103.3191   103.3191   103.3191   9.1343
9.55%, HIND 2022*    1     50.00   102.7162   102.7162   102.7162   102.7162   9.0850
9.55%, HIND 2022A*   3    350.00   102.8829   102.7571   102.7571   102.8470   9.0657
8.40%, LICH 2013A*   1    250.00    99.3803    99.3803    99.3803    99.3803   9.3163
9.95%, LICH 2014*    1     50.00   100.9359   100.9359   100.9359   100.9359   9.1000
9.75%, LICH 2015*    1    250.00   101.3384   101.3384   101.3384   101.3384   9.1600
9.57%, LICH 2017*    1    150.00   101.5882   101.5882   101.5882   101.5882   9.1000
SUNF 2015 (RESET)*   1    250.00   100.6087   100.6087   100.6087   100.6087   9.6499
Total               17   2700.00

Corporate Deep Discount Debentures
----------------------------------
CITF 2013 (RESET)    1      2.00   160.1900   160.1900   160.1900   160.1900   0.0000
CITI 2013I (RESET)   1     40.00   116.0000   116.0000   116.0000   116.0000   0.0000
Total                2     42.00

Central Government Goi Dated Securities
---------------------------------------
8.07%, 2017A         5   1500.00   100.7600   100.7300   100.7500   100.7500   7.8635
7.83%, 2018          1    500.00    99.5100    99.5100    99.5100    99.5100   7.9425
8.24%, 2018          1    700.00   101.2300   101.2300   101.2300   101.2300   7.9433
8.12%, 2020          2    750.00   101.4100   101.4000   101.4100   101.4033   7.8745
8.19%, 2020          1      8.00   101.1800   101.1800   101.1800   101.1800   7.9650
8.15%, 2022A        11   2200.00   101.9150   101.7800   101.8700   101.8489   7.8650
9.15%, 2024          4    800.00   108.1600   108.1000   108.1000   108.1188   8.0671
8.20%, 2025          4    650.00   102.0150   101.8850   101.9900   101.9975   7.9447
8.33%, 2026         15   5500.00   103.0900   102.9150   103.0900   103.0424   7.9564
8.97%, 2030         13   2394.00   108.6000   108.3700   108.6000   108.5308   8.0586
8.83%, 2041         11   1900.00   108.3000   108.2500   108.2500   108.2516   8.0860
8.30%, 2042          2    100.00   102.7000   102.7000   102.7000   102.7000   8.0609
Total               70  17002.00

Institutions Non-Slr Bond
-------------------------
9.50%, EXIM 2013*    1    250.00   100.5617   100.5617   100.5617   100.5617   8.7477
9.07%, EXIM 2017*    1    300.00   101.1782   101.1782   101.1782   101.1782   8.7200
8.76%, EXIM 2018*    1    300.00   100.2375   100.2375   100.2375   100.2375   8.6900
8.94%, EXIM 2022*    1    100.00   101.2988   101.2988   101.2988   101.2988   8.7300
9.14%, EXIM 2022*    1    150.00   102.2567   102.2567   102.2567   102.2567   8.7600
9.52%, IDFC 2015*    1    250.00   101.2409   101.2409   101.2409   101.2409   8.8900
8.85%, IDFC 2016*    1    200.00   100.0000   100.0000   100.0000   100.0000   8.8449
9.50%, NBRD 2014*    1    250.00   100.8744   100.8744   100.8744   100.8744   8.5987
9.50%, NBRD 2015*    1    150.00   101.4415   101.4415   101.4415   101.4415   8.7500
8.95%, NHB 2015*     1    250.00   100.3332   100.3332   100.3332   100.3332   8.7799
9.65%, NHB 2015*     1    250.00   100.0752   100.0752   100.0752   100.0752   9.5958
Total               11   2450.00

Institutions Zero Coupon Bond
-----------------------------
0.00%, IDFC 2014L*   1     60.00    90.4758    90.4758    90.4758    90.4758   8.5569
Total                1     60.00

Public Sector Unit Taxable Bond
-------------------------------
8.65%, BPCL 2017*    2    550.00    99.9005    99.8777    99.9005    99.8881   8.6547
8.75%, HPCL 2015*    1     50.00   100.1997   100.1997   100.1997   100.1997   8.6400
9.43%, IRFC 2018*    2    100.00   103.9261   103.9261   103.9261   103.9261   8.4917
9.46%, PFC 2015*     1    200.00   101.2226   101.2226   101.2226   101.2226   8.8000
9.27%, PFC 2017*     1    200.00   101.8491   101.8491   101.8491   101.8491   8.7300
9.40%, PFC 2017*     1     50.00   102.2569   102.2569   102.2569   102.2569   8.7300
9.52%, PFC 2017*     1    500.00   100.8576   100.8576   100.8576   100.8576   9.0140
8.85%, PFC 2030*     1    100.00   100.5639   100.5639   100.5639   100.5639   8.7700
8.64%, PGC 2014*     1     50.00    99.8985    99.8985    99.8985    99.8985   8.6500
8.84%, PGC 2015A*    1    400.00   100.3966   100.3966   100.3966   100.3966   8.6400
8.85%, PGC 2018*     2    100.00   100.5183   100.4989   100.5183   100.5086   8.7122
8.84%, PGC 2018A*    1    150.00   100.4768   100.4768   100.4768   100.4768   8.7100
8.85%, PGC 2022*     1    150.00   100.7245   100.7245   100.7245   100.7245   8.7200
8.85%, PGC 2024*     1     50.00   100.6007   100.6007   100.6007   100.6007   8.7500
9.25%, RECL 2017*    2    200.00   101.7265   101.7265   101.7265   101.7265   8.7450
9.40%, RECL 2017*    2    680.00   102.2801   102.2790   102.2790   102.2794   8.7300
9.02%, RECL 2022A*   3    250.00   101.7057   101.6398   101.6398   101.6789   8.7440
Total               24   3780.00

State Government Development Loan
---------------------------------
8.58%, GUJ 2023      2    200.00   100.1100   100.1000   100.1100   100.1075   8.5634
8.67%, KRN 2017      1    150.00   100.6900   100.6900   100.6900   100.6900   8.4799
5.60%, MAH 2014      1     50.00    96.7127    96.7127    96.7127    96.7127   8.4500
8.66%, MAH 2021      1     50.00   100.4426   100.4426   100.4426   100.4426   8.5833
Total                5    450.00


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

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