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NSE Wholesale Debt Market Trades-Mar 20
March 20, 2012 / 12:51 PM / 6 years ago

NSE Wholesale Debt Market Trades-Mar 20

Mar 20 (Reuters) - Below is a summary of Tuesday's Transactions on the	
National Stock Exchange of India's wholesale debt market segment:	
	
	
TOTAL WDM TRADES                                        Tuesday's  So far this week	
----------------                                       ---------   ----------------	
--Total traded value in mln rupees               :       24,262.1         34,508.1	
--Total traded value of repo deals in mln rupees :           ---               ---	
--Total number of trades                         :            103              148	
	
GOVERNMENT SECURITIES                                   Tuesday's  So far this week	
---------------------                                  ---------   ----------------	
--Total traded value in mln rupees               :       11,356.1         16,846.1	
--Total traded value of repo deals in mln rupees :           ---               ---	
--Total number of trades                         :             45              69	
	
NON-GOVERNMENT SECURITIES                               Tuesday's  So far this week	
-------------------------                              ---------   ----------------	
--Total traded value in mln rupees               :       12,906.0         17,662.0	
--Total traded value of repo deals in mln rupees :           ---               ---	
--Total number of trades                         :             58              79	
	
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	
----------------------------	
8.79%, 2021                        3,100.00                  8.41	
11.83%, 2014                       1,500.00                  8.19	
Treasury Bill 	
------------- 	
91-Days (maturing on) 	
----------------------	
Jun 15, 2012                       1,091.60                  8.96	
	
TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES	
--------------------------------------------------------------------	
Security                        Traded Value       Weighted Yield (%)	
                                (mln rupees)       ---Traded value---	
                                                         > 1 cr	
--------------------------------------------------------------------	
Corporate Debentures	
--------------------	
9.75%, HDFC 2016A                  2,700.00                  9.70	
9.90%, HDFC 2021                   1,800.00                  9.60	
9.90%, HDFC 2021A                  1,100.00                  9.60	
	
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	
--------------------	
9.60%, HDFC 2016*    2    250.00    99.6375    99.6375    99.6375    99.6375   9.6922	
9.70%, HDFC 2016*    1     50.00    99.9331    99.9331    99.9331    99.9331   9.6991	
9.75%, HDFC 2016*    5    550.00   100.1238    99.9875    99.9875   100.0990   9.7078	
9.90%, HDFC 2016*    1    100.00   100.5732   100.5732   100.5732   100.5732   9.6931	
9.65%, HDFC 2016A*   1    250.00    99.6823    99.6823    99.6823    99.6823   9.6961	
9.75%, HDFC 2016A*   3   2700.00   100.0545   100.0540   100.0540   100.0542   9.6979	
8.95%, HDFC 2020*    1     50.00    96.1687    96.1687    96.1687    96.1687   9.5981	
8.98%, HDFC 2020*    1    100.00    96.3199    96.3199    96.3199    96.3199   9.5986	
9.30%, HDFC 2021*    1     50.00    98.1557    98.1557    98.1557    98.1557   9.5992	
9.90%, HDFC 2021*    8   1800.00   101.8000   101.6055   101.6661   101.6435   9.6002	
9.90%, HDFC 2021A*   6   1100.00   101.6823   101.6823   101.6823   101.6823   9.5984	
9.85%, LICH 2014*    2    100.00    99.7350    99.7350    99.7350    99.7350  10.0000	
9.70%, LICH 2016*    2    750.00    99.6174    99.6174    99.6174    99.6174   9.7678	
9.74%, LICH 2016*    1     50.00    99.5006    99.5006    99.5006    99.5006   9.8446	
9.75%, LICH 2016*    1    100.00    99.8391    99.8391    99.8391    99.8391   9.7558	
10.15%, LTFN 2013F   1    900.00   100.2948   100.2948   100.2948   100.2948   9.8981	
2.00%, TML 2013*     2   1000.00   117.2378   117.2378   117.2378   117.2378   9.9714	
Total               39   9900.00	
	
NBFC Perpetual Bond	
--------------------	
TISC (RESET)         1      6.00   106.1000   106.1000   106.1000   106.1000  10.7173	
Total                1      6.00	
	
Central Government Goi Dated Securities	
---------------------------------------	
6.85%, 2012          2    500.00    99.8800    99.8800    99.8800    99.8800   9.8600	
7.40%, 2012          2    500.00    99.7700    99.7700    99.7700    99.7700   9.2945	
11.83%, 2014         2   1500.00   108.4600   108.4600   108.4600   108.4600   8.1931	
7.32%, 2014          2   1000.00    98.0400    98.0400    98.0400    98.0400   8.1734	
7.99%, 2017          1     50.00    97.9500    97.9500    97.9500    97.9500   8.4734	
7.83%, 2018          4    850.00    96.9850    96.9375    96.9450    96.9531   8.4820	
8.19%, 2020          2    200.00    98.5900    98.5900    98.5900    98.5900   8.4365	
8.79%, 2021          9   3100.00   102.5800   102.4500   102.4600   102.4790   8.4067	
8.13%, 2022          1    100.00    97.3700    97.3700    97.3700    97.3700   8.5139	
9.15%, 2024          1     50.00   105.5900   105.5900   105.5900   105.5900   8.4207	
8.28%, 2027          4    300.00    97.7800    97.7800    97.7800    97.7800   8.5410	
8.97%, 2030          1     50.00   102.9000   102.9000   102.9000   102.9000   8.6519	
7.40%, 2035          1      7.50    87.9500    87.9500    87.9500    87.9500   8.6029	
8.83%, 2041          2    201.00   102.6500   101.9000   102.6500   101.9037   8.6488	
Total               34   8408.50	
	
Institutions Non-Slr Bond	
-------------------------	
9.15%, EXIM 2013*    1    100.00    99.3823    99.3823    99.3823    99.3823   9.8678	
9.44%, NBRD 2014*    1    650.00    99.6514    99.6514    99.6514    99.6514   9.5429	
9.43%, NBRD 2015*    1    100.00    99.5738    99.5738    99.5738    99.5738   9.4818	
Total                3    850.00	
	
Public Sector Unit Taxable Bond	
-------------------------------	
7.70%, HPCL 2013*    4    800.00    97.3353    97.3353    97.3353    97.3353  10.4388	
9.40%, PFC 2013*     4    450.00    99.6364    99.6364    99.6364    99.6364   9.7618	
8.50%, PFC 2014*     1    100.00    97.4293    97.4293    97.4293    97.4293   9.5692	
8.60%, PFC 2014*     1    250.00    97.9056    97.9056    97.9056    97.9056   9.5679	
9.70%, PFC 2018*     1    100.00   100.8895   100.8895   100.8895   100.8895   9.4886	
9.48%, RECL 2021*    3    250.00   100.0772   100.0772   100.0772   100.0772   9.4410	
9.75%, RECL 2021*    1    200.00   101.6975   101.6975   101.6975   101.6975   9.4485	
Total               15   2150.00	
	
State Government Development Loan	
---------------------------------	
9.23%, GUJ 2021      1    100.00   101.9100   101.9100   101.9100   101.9100   8.9275	
8.99%, GUJ 2022      1     50.00   100.2800   100.2800   100.2800   100.2800   8.9464	
9.19%, KRN 2021      1     16.00   101.9300   101.9300   101.9300   101.9300   8.8846	
8.76%, MAH 2022      1    200.00    98.8193    98.8193    98.8193    98.8193   8.9400	
9.04%, WB 2021       1     40.00   102.2327   102.2327   102.2327   102.2327   8.6913	
Total                5    406.00	
	
Treasury Bill 	
------------- 	
91-Days (maturing on) 	
----------------------	
Jun 01, 2012         1    250.00    98.2594    98.2594    98.2594    98.2594   8.9802	
Jun 15, 2012         2   1091.60    97.9325    97.9325    97.9325    97.9325   8.9601	
Total                3   1341.60	
	
Treasury Bill 	
------------- 	
182-Days (maturing on) 	
----------------------	
Jul 20, 2012         1    300.00    97.1185    97.1185    97.1185    97.1185   8.9500	
Total                1    300.00	
	
Treasury Bill 	
------------- 	
364-Days (maturing on) 	
----------------------	
Jul 13, 2012         1    400.00    97.2807    97.2807    97.2807    97.2807   8.9499	
May 18, 2012         1    500.00    98.5869    98.5869    98.5869    98.5869   9.0202	
Total                2    900.00	
	
* Indicates at least one deal in above securities is of Rs. 5 crore or above.	
	
Contact Mumbai Rate Reporting Unit:	
+91 22 6180 7222, rru.data@reuters.com

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