NSE Wholesale Debt Market Trades-Feb 8

Fri Feb 8, 2013 6:45pm IST

Feb 8 (Reuters) - Below is a summary of Friday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                         Friday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       53,802.0           211,960.9
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :            152              586

GOVERNMENT SECURITIES                                    Friday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       41,352.0           156,440.9
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :            108              377

NON-GOVERNMENT SECURITIES                                Friday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       12,450.0           55,520.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             44              209

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
----------------------------
8.20%, 2025                       14,000.00                  7.94
8.15%, 2022A                       6,850.00                  7.86
9.15%, 2024                        6,052.00                  8.05

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
-------------------------------
8.84%, RECL 2014                   2,150.00                  8.88

Institutions Non-Slr Bond
-------------------------
8.83%, NBRD 2015                   1,900.00                  8.88

Public Sector Unit Taxable Bond
-------------------------------
9.63%, PFC 2014                    1,600.00                  8.97

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
----------
8.93%, OBC 2022*     1    250.00   100.1010   100.1010   100.1010   100.1010   8.9000
Total                1    250.00

Corporate Debentures
--------------------
9.55%, HIND 2022A*   2    200.00   102.3779   102.3311   102.3779   102.3545   9.1438
8.48%, LICH 2013A*   2    300.00    99.3001    99.3001    99.3001    99.3001   9.5195
9.20%, RBXY 2015*    1    500.00   100.2434   100.2434   100.2434   100.2434   9.0684
2.00%, TML 2014*     1     50.00   125.9959   125.9959   125.9959   125.9959   8.6686
10.00%, TML 2019*    2    500.00   101.7000   101.5615   101.7000   101.6308   9.6173
9.69%, TML 2019*     1    250.00   100.2036   100.2036   100.2036   100.2036   9.6322
Total                9   1800.00

Central Government Goi Dated Securities
---------------------------------------
7.27%, 2013          1   1000.00    99.6424    99.6424    99.6424    99.6424   7.9200
8.07%, 2017A         5   1750.00   100.7500   100.7300   100.7400   100.7379   7.8646
8.12%, 2020          3    750.00   101.4800   101.4100   101.4800   101.4400   7.8672
8.19%, 2020          1    100.00   101.1700   101.1700   101.1700   101.1700   7.9652
10.25%, 2021         1    500.00   113.1778   113.1778   113.1778   113.1778   8.0400
7.80%, 2021          1     50.00    98.8500    98.8500    98.8500    98.8500   7.9916
8.15%, 2022A        14   6850.00   101.9950   101.8100   101.9950   101.8899   7.8578
9.15%, 2024         19   6052.00   108.3000   108.2100   108.3000   108.2573   8.0478
8.20%, 2025         26  14000.00   102.1300   101.9900   102.0550   102.0708   7.9354
8.33%, 2026         15   4050.00   103.2550   103.0900   103.2550   103.1740   7.9397
8.97%, 2030          6    950.00   108.7500   108.5500   108.7500   108.6242   8.0483
8.33%, 2036          1    100.00   102.7300   102.7300   102.7300   102.7300   8.0666
8.83%, 2041          7   1450.00   108.3200   108.1800   108.3200   108.2834   8.0829
Total              100  37602.00

Institutions Non-Slr Bond
-------------------------
8.83%, EXIM 2023*    1    250.00   100.3256   100.3256   100.3256   100.3256   8.7700
9.75%, IDFC 2014*    1    500.00   100.8267   100.8267   100.8267   100.8267   9.0500
9.75%, IDFC 2014A*   1    250.00   100.7889   100.7889   100.7889   100.7889   9.0500
9.75%, IDFC 2014B*   1    250.00   100.7918   100.7918   100.7918   100.7918   9.0500
8.83%, NBRD 2015*    1   1900.00    99.8257    99.8257    99.8257    99.8257   8.8768
8.65%, NBRD 2016*    1    250.00    99.6660    99.6660    99.6660    99.6660   8.7784
Total                6   3400.00

Public Sector Unit Taxable Bond
-------------------------------
7.70%, HPCL 2013*    2    250.00    99.6366    99.6366    99.6366    99.6366   9.6109
8.85%, PFC 2014*     2    250.00    99.8428    99.8428    99.8428    99.8428   8.9000
9.63%, PFC 2014*     2   1600.00   101.0258   101.0258   101.0258   101.0258   8.9674
9.46%, PFC 2015*     1    250.00   101.0151   101.0151   101.0151   101.0151   8.9000
9.27%, PFC 2017*     1    150.00   101.5046   101.5046   101.5046   101.5046   8.8200
9.40%, PFC 2017*     1     50.00   102.3144   102.3144   102.3144   102.3144   8.7100
8.75%, PFC 2018*     1   1000.00    99.7972    99.7972    99.7972    99.7972   8.6255
9.20%, PGC 2013*     1    150.00   100.0083   100.0083   100.0083   100.0083   8.7290
8.84%, PGC 2019*     1    100.00   100.1205   100.1205   100.1205   100.1205   8.8000
8.84%, RECL 2014*    6   2150.00    99.8894    99.8583    99.8583    99.8619   8.8777
9.38%, RECL 2016*    2    300.00   101.4959   101.4660   101.4660   101.4909   8.8354
9.02%, RECL 2022A*   8    750.00   101.4985   101.3693   101.4985   101.4834   8.7723
Total               28   7000.00

State Government Development Loan
---------------------------------
8.89%, TN 2022A      1    100.00   101.4785   101.4785   101.4785   101.4785   8.6600
8.92%, TN 2022B      1     50.00   101.6571   101.6571   101.6571   101.6571   8.6600
8.90%, WB 2022       1    250.00   101.3000   101.3000   101.3000   101.3000   8.6952
Total                3    400.00

Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
May 09, 2013         1    250.00    98.1357    98.1357    98.1357    98.1357   7.9701
Total                1    250.00

364-Days (maturing on) 
----------------------
Feb 06, 2014         2    850.00    92.8054    92.8054    92.8054    92.8054   7.8600
Aug 09, 2013         1    250.00    96.2521    96.2521    96.2521    96.2521   7.9399
Nov 15, 2013         1   2000.00    94.3235    94.3235    94.3235    94.3235   7.9300
Total                4   3100.00

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

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