September 17, 2012 / 12:51 PM / 5 years ago

NSE Wholesale Debt Market Trades-Sep 17

Sep 17 (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               :       35,682.8           35,682.8
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :            169              169

GOVERNMENT SECURITIES                                    Monday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       23,790.6           23,790.6
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             71              71

NON-GOVERNMENT SECURITIES                                Monday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       11,892.2           11,892.2
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             98              98

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
----------------------------
8.15%, 2022A                       5,250.00                  8.14
8.33%, 2026                        2,750.00                  8.28

Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Jul 26, 2013                       5,000.00                  7.95

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
-------------------------------
9.52%, PFC 2017                    3,000.00                  9.13

Public Sector Unit Taxable Bond
-------------------------------
9.25%, RECL 2017                   2,150.00                  9.06

Public Sector Unit Taxable Bond
-------------------------------
9.29%, PFC 2022                      600.00                  9.10

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 2014A*   1    150.00   100.0376   100.0376   100.0376   100.0376   9.5500
9.60%, HDFC 2015A*   1     50.00   100.3204   100.3204   100.3204   100.3204   9.4500
9.70%, HDFC 2015A*   1    100.00   100.2210   100.2210   100.2210   100.2210   9.5500
9.70%, HDFC 2017A*   1    250.00   100.3678   100.3678   100.3678   100.3678   9.5700
9.55%, HDFC 2021*    1    100.00   101.5516   101.5516   101.5516   101.5516   9.2700
9.90%, HDFC 2021*    1    250.00   103.5422   103.5422   103.5422   103.5422   9.2700
9.90%, HDFC 2021A*   1     50.00   103.7454   103.7454   103.7454   103.7454   9.2563
9.75%, LICH 2015B*   1    100.00   100.5798   100.5798   100.5798   100.5798   9.5100
10.40%, TMF 2015B*   1    150.00   100.2100   100.2100   100.2100   100.2100  10.2664
Total                9   1200.00

Corporate Deep Discount Debentures
----------------------------------
CITF 2012B (RESET)   8     15.20   122.3395   122.3395   122.3395   122.3395  14.5423
CITF 2012D (RESET)   1      2.50   122.0710   122.0710   122.0710   122.0710   0.0000
CTF 2012I (RESET)   15     43.70   119.3700   119.3700   119.3700   119.3700  14.6083
0.00%, HDFC 2017C*   1    250.00   106.8526   106.8526   106.8526   106.8526   9.2558
Total               25    311.40

Central Government Goi Dated Securities
---------------------------------------
7.46%, 2017          1    250.00    97.2700    97.2700    97.2700    97.2700   8.1399
7.99%, 2017          1    250.00    99.4000    99.4000    99.4000    99.4000   8.1385
8.07%, 2017A         2   1500.00    99.5200    99.4700    99.4700    99.5033   8.1924
8.19%, 2020          6    700.00    99.8600    99.3900    99.3900    99.7129   8.2396
8.13%, 2022          1     50.00    98.6000    98.6000    98.6000    98.6000   8.3388
8.15%, 2022A        28   5250.00   100.1850    99.7300    99.7500   100.0287   8.1427
8.33%, 2026         12   2750.00   100.6100    99.9700   100.0450   100.3592   8.2835
8.28%, 2027          3    550.00    98.6300    98.6100    98.6100    98.6191   8.4438
8.97%, 2030          5    400.00   104.4700   103.9700   103.9700   104.3200   8.4971
8.83%, 2041          1    100.00   103.1100   103.1100   103.1100   103.1100   8.5371
Total               60  11800.00

Institutions Non-Slr Bond
-------------------------
9.15%, EXIM 2015*    1     50.00   100.2803   100.2803   100.2803   100.2803   9.0113
9.14%, EXIM 2022*    2    150.00   101.0083   100.8148   101.0083   100.8793   8.9900
9.44%, IDFC 2014*    1    250.00   100.2190   100.2190   100.2190   100.2190   9.3000
9.35%, IDFC 2015*    1    250.00   100.2051   100.2051   100.2051   100.2051   9.2500
9.37%, IDFC 2015*    1    250.00   100.3278   100.3278   100.3278   100.3278   9.2500
9.65%, NBRD 2014D*   1    250.00   101.1788   101.1788   101.1788   101.1788   8.9778
9.38%, NBRD 2015A*   4    500.00   100.7310   100.5680   100.6700   100.6251   9.0135
9.38%, SIDB 2014A*   1    200.00   100.7000   100.7000   100.7000   100.7000   8.9724
9.38%, SIDB 2015*    2    350.00   100.8945   100.6835   100.8945   100.8342   8.9214
Total               14   2250.00

Institutions Tax-Free Bond
--------------------------
6.85%, IIFC 2014     1     30.80    98.6534    98.6534    98.6534    98.6534   7.8808
Total                1     30.80

Public Sector Unit Taxable Bond
-------------------------------
9.27%, PFC 2017*     7    550.00   100.8748   100.8748   100.8748   100.8748   9.0300
9.52%, PFC 2017*     8   3000.00   100.5444   100.5301   100.5444   100.5406   9.1318
9.61%, PFC 2017A*    1     50.00   100.6140   100.6140   100.6140   100.6140   9.2073
9.36%, PFC 2021*     1    150.00   101.2802   101.2802   101.2802   101.2802   9.1300
9.29%, PFC 2022*     3    600.00   101.2572   101.0360   101.2019   101.1558   9.0988
9.64%, PGC 2015*     1    100.00   101.3535   101.3535   101.3535   101.3535   9.0150
9.35%, RECL 2016*    1    250.00   100.1786   100.1786   100.1786   100.1786   9.2721
9.38%, RECL 2016*    1    250.00   101.0476   101.0476   101.0476   101.0476   9.0444
9.25%, RECL 2017*   15   2150.00   100.8448   100.4015   100.8060   100.6879   9.0606
9.28%, RECL 2017*    1    100.00   100.2931   100.2931   100.2931   100.2931   9.1558
9.40%, RECL 2017*    5    550.00   101.4026   100.9825   100.9825   101.2428   9.0518
9.35%, RECL 2022*    5    350.00   101.9714   101.4608   101.9074   101.7616   9.0529
Total               49   8100.00

State Government Development Loan
---------------------------------
8.91%, MAH 2022      2    150.00   100.2500   100.2500   100.2500   100.2500   8.8707
Total                2    150.00

Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Feb 14, 2013         1    500.00    96.8069    96.8069    96.8069    96.8069   8.0800
Mar 15, 2013         2   2650.00    96.1955    96.1955    96.1955    96.1955   8.1099
Dec 21, 2012         1    390.60    97.9690    97.9690    97.9690    97.9690   8.0498
Total                4   3540.60

364-Days (maturing on) 
----------------------
Sep 06, 2013         1    500.00    92.8853    92.8853    92.8853    92.8853   7.9200
Aug 09, 2013         1    150.00    93.3620    93.3620    93.3620    93.3620   7.9850
Sep 21, 2012         2   2650.00    99.9343    99.9343    99.9343    99.9343   7.9988
Jul 26, 2013         1   5000.00    93.6559    93.6559    93.6559    93.6559   7.9500
Total                5   8300.00

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

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