NSE Wholesale Debt Market Trades-July 4
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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