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NSE Wholesale Debt Market Trades-Aug 5
August 5, 2013 / 12:52 PM / 4 years ago

NSE Wholesale Debt Market Trades-Aug 5

Aug 5 (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               :       20,273.0           20,273.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             71              71

GOVERNMENT SECURITIES                                    Monday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       15,328.0           15,328.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             41              41

NON-GOVERNMENT SECURITIES                                Monday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        4,945.0            4,945.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             30              30

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
----------------------------
7.28%, 2019                        7,000.00                  8.60

State Government Development Loan
---------------------------------
9.49%, KER 2023                    1,000.00                  9.11

Treasury Bill 
-------------
364-Days (maturing on) 
----------------------
Jun 12, 2014                       1,500.00                  9.50

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
-------------------------------
8.75%, PFC 2018                    1,000.00                  9.13

Public Sector Unit Taxable Bond
-------------------------------
8.27%, PFC 2016                      500.00                  9.80

Public Sector Unit Taxable Bond
-------------------------------
8.35%, PFC 2016                      500.00                  9.80

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
--------------------
9.30%, HDFC 2017*    1     50.00    97.4650    97.4650    97.4650    97.4650  10.0500
9.55%, HIND 2022A*   2    100.00    99.0542    99.0542    99.0542    99.0542   9.7000
Total                3    150.00

Corporate Deep Discount Debentures
----------------------------------
0.00%, HDFC 2013*    1    400.00   126.4645   126.4645   126.4645   126.4645  11.5805
0.00%, HDFC 2016*    1    250.00   121.9390   121.9390   121.9390   121.9390   9.8094
Total                2    650.00

Central Government Goi Dated Securities
---------------------------------------
8.07%, 2017A         2   1000.00    98.2800    98.2700    98.2700    98.2750   8.5951
7.28%, 2019          1   7000.00    94.0500    94.0500    94.0500    94.0500   8.5959
8.15%, 2022A         2    150.00    97.0000    96.9700    97.0000    96.9800   8.6423
8.20%, 2025          1    250.00    97.2200    97.2200    97.2200    97.2200   8.5707
8.28%, 2032          1    250.00    96.4900    96.4900    96.4900    96.4900   8.6634
8.32%, 2032          3    850.00    96.9000    96.9000    96.9000    96.9000   8.6552
Total               10   9500.00

Institutions Non-Slr Bond
-------------------------
9.00%, EXIM 2019*    1    250.00    98.3782    98.3782    98.3782    98.3782   9.3729
8.48%, IDFC 2013*    1    150.00    99.4596    99.4596    99.4596    99.4596  11.9384
8.85%, IDFC 2016*    1    100.00    97.5037    97.5037    97.5037    97.5037  10.0000
9.48%, NBRD 2014A*   1    200.00    99.6406    99.6406    99.6406    99.6406   9.7809
8.95%, NBRD 2016A*   2    100.00    98.0155    98.0140    98.0155    98.0148   9.8000
Total                6    800.00

Public Sector Unit Taxable Bond
-------------------------------
8.27%, PFC 2016*     1    500.00    96.2492    96.2492    96.2492    96.2492   9.8000
8.35%, PFC 2016*     2    500.00    96.5321    96.5321    96.5321    96.5321   9.8000
9.64%, PFC 2016*     2    350.00    99.0226    98.4225    99.0226    98.5940  10.1071
8.75%, PFC 2018*     2   1000.00    97.8573    97.8573    97.8573    97.8573   9.1260
8.95%, PFC 2018*     2    150.00    96.9180    96.9180    96.9180    96.9180   9.7800
8.70%, PGC 2018*     1    150.00    96.6917    96.6917    96.6917    96.6917   9.5600
8.85%, PGC 2018*     2     95.00    97.1057    97.1057    97.1057    97.1057   9.5600
8.80%, PGC 2023A*    1    100.00    96.7841    96.7841    96.7841    96.7841   9.3000
8.70%, PGC 2028*     3    200.00    95.0329    95.0329    95.0329    95.0329   9.3200
9.25%, RECL 2017*    1    100.00    98.6631    98.6631    98.6631    98.6631   9.6500
8.82%, RECL 2023*    2    200.00    96.6580    96.6580    96.6580    96.6580   9.3400
Total               19   3345.00

State Government Development Loan
---------------------------------
9.23%, GUJ 2021      1     50.00   100.7212   100.7212   100.7212   100.7212   9.1000
8.59%, GUJ 2021B     1     50.00    97.1248    97.1248    97.1248    97.1248   9.1000
9.12%, GUJ 2022      1     50.00   100.0949   100.0949   100.0949   100.0949   9.1000
7.77%, GUJ 2023      1    100.00    91.4406    91.4406    91.4406    91.4406   9.1000
9.49%, KER 2023      9   1000.00   102.6853   102.3891   102.6853   102.4845   9.1055
8.90%, KRN 2022      2    400.00    98.8613    98.8613    98.8613    98.8613   9.0800
9.39%, KRN 2023      2    250.00   102.0704   102.0376   102.0376   102.0507   9.0730
9.01%, WB 2022       3    144.00    99.1118    99.1118    99.1118    99.1118   9.1500
9.72%, WB 2023       1    100.00   103.4130   103.4130   103.4130   103.4130   9.1900
Total               21   2144.00

Treasury Bill 
-------------
91-Days (maturing on) 
----------------------
Oct 31, 2013         3    450.00    97.6509    97.6509    97.6509    97.6509  10.2099
Total                3    450.00


182-Days (maturing on) 
----------------------
Sep 12, 2013         1    184.00    98.9965    98.9965    98.9965    98.9965   9.9997
Aug 15, 2013         1    750.00    99.7786    99.7786    99.7786    99.7786   8.9989
Jan 30, 2014         2    150.00    95.3750    95.3750    95.3750    95.3750   9.9999
Total                4   1084.00


364-Days (maturing on) 
----------------------
Jan 09, 2014         1    500.00    95.8698    95.8698    95.8698    95.8698  10.0799
Jun 12, 2014         1   1500.00    92.5339    92.5339    92.5339    92.5339   9.5000
Jul 24, 2014         1    150.00    91.4860    91.4860    91.4860    91.4860   9.6500
Total                3   2150.00

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

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