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NSE Wholesale Debt Market Trades-July 4

Fri Jul 4, 2008 6:48pm IST
 
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 July 4 (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          
 :      25,650.0           63,071.6 --Total traded value of
repo deals in mln rupees :          ---               ---
--Total number of trades                         :           
46              176 GOVERNMENT SECURITIES                      
         Friday's  So far this week ---------------------   
                          ---------   ----------------
--Total traded value in mln rupees               :     
20,650.0           53,600.6 --Total traded value of repo deals
in mln rupees :          ---               --- --Total number
of trades                         :            35             
137 NON-GOVERNMENT SECURITIES                              
Friday's  So far this week -------------------------           
              ---------   ---------------- --Total traded
value in mln rupees               :       5,000.0           
9,471.0 --Total traded value of repo deals in mln rupees :     
 ---               --- --Total number of trades             
        :            11              39 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 ----------------------------
5.48%, 2009                       10,250.00                
9.03 5.87%, 2010                        1,950.00               
 9.24 6.65%, 2009                        1,750.00              
  9.21 TOP SECURITIES TRADED TODAY IN NON REPO TRADES -
NON-GOVT. SECURITIES
----------------------------------------------------------------
 ----Security                        Traded Value      
Weighted Yield (%)
                             (mln rupees)       ---Traded
value---
                                                      > 1 cr
----------------------------------------------------------------
 ----Corporate Deep discount Debentures
---------------------------------- 0.00%, HDFC 2008G           
   4,500.00                10.68 Taxable Supra National Bond
---------------------------------- 5.40%, ADB 2014             
     250.00                10.33 Public Sector Unit (Taxable
Bond) ------------------------------- 9.68%, IRFC 2012         
        200.00                10.54 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
-------------------- 10.20%, TISC 2015*   1     50.00   
95.8594    95.8594   95.8594    95.8594  11.0750 Total         
   1     50.00 Corporate Deep discount Debentures
---------------------------------- 0%, HDFC 2008G*      7  
4500.00    98.1090    98.1090   98.1090    98.1090  10.6755
Total                7   4500.00 Taxable Supra National Bond
---------------------------------- 5.40%, ADB 2014*     1   
250.00    79.2543    79.2543   79.2543    79.2543  10.3331
Total                1    250.00 India Govt. Dated-Securities
---------------------------- 5.48%, 2009         14  10250.00  
 97.0020    96.7500   96.9300    96.8899   9.0314 6.65%, 2009  
    1   1750.00    98.1800    98.1800   98.1800    98.1800  
9.2088 5.87%, 2010          3   1950.00    95.4500    95.4000  
95.4000    95.4128   9.2430 9.39%, 2011          1    200.00  
100.1500   100.1500  100.1500   100.1500   9.3302 7.27%, 2013  
    1    500.00    92.5500    92.5500   92.5500    92.5500  
9.1085 7.37%, 2014          1   1550.00    92.5000    92.5000  
92.5000    92.5000   9.0620 8.24%, 2018          2    100.00   
94.4200    94.3500   94.4200    94.3850   9.1156 Total         
  23  16300.00 Public Sector Unit (Taxable Bond)
------------------------------- 9.68%, IRFC 2012 *   2   
200.00    97.2682    97.1744   97.2682    97.2213  10.5403
Total                2    200.00 Treasury Bill
-------------------------------- 91-Days (maturing on)
---------------------- Aug 01, 2008         1    200.00   
99.4347    99.4347   99.4347    99.4347   8.3003 Sep 12, 2008  
   4   1300.00    98.4548    98.4530   98.4548    98.4531  
8.5597 Total                5   1500.00 182-Days (maturing on)
---------------------- Dec 26, 2008         1    500.00   
96.0183    96.0183   96.0183    96.0183   8.7998 Total         
   1    500.00 364-Days (maturing on) ----------------------
Jan 02, 2009         1    250.00    95.8179    95.8179  
95.8179    95.8179   8.9000 Nov 06, 2008         1    750.00   
97.1711    97.1711   97.1711    97.1711   8.7099 Oct 10, 2008  
   1    250.00    97.7982    97.7982   97.7982    97.7982  
8.6500 May 22, 2009         2    500.00    92.7830    92.6778  
92.7830    92.7304   8.9700 Apr 24, 2009         1    600.00   
93.4093    93.4093   93.4093    93.4093   8.8500 Total         
   6   2350.00 * Indicates at least one deal in above
securities is of Rs. 5 crore or above. Contact Bangalore Rate
Reporting Unit: +91 80 4135 6505 fax +91 80 4135 6307,
rru.data@thomsonreuters.com 

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