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NSE Wholesale Debt Market Trades-May 30
May 30, 2013 / 12:51 PM / in 4 years

NSE Wholesale Debt Market Trades-May 30

May 30 (Reuters) - Below is a summary of Thursday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                       Thursday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       40,604.5           137,999.7
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :            115              355

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       20,316.5           83,302.7
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             41              155

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       20,288.0           54,697.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             74              200

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                       5,750.00                  7.36
8.12%, 2020                        3,050.00                  7.25
8.33%, 2026                        2,100.00                  7.34

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Institutions Non-Slr Bond
-------------------------
9.49%, NBRD 2015                   2,850.00                  9.41

Corporate Debentures
--------------------
9.75%, HDFC 2016A                  1,600.00                  8.63

Public Sector Unit Taxable Bond
-------------------------------
9.64%, PFC 2016                    1,500.00                  8.28

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
-------------------------------------------------------------------------------------
Banks Perpetual Bond
--------------------
9.40%, IDBIE*        1    210.00   104.9852   104.9852   104.9852   104.9852   8.5950
Total                1    210.00

Corporate Debentures
--------------------
8.40%, HDFC 2014*    1    250.00    99.6386    99.6386    99.6386    99.6386   8.6000
9.20%, HDFC 2014*    1    250.00   100.6116   100.6116   100.6116   100.6116   8.6300
9.60%, HDFC 2016*    1    100.00   102.3690   102.3690   102.3690   102.3690   8.6000
9.75%, HDFC 2016A*   5   1600.00   103.3145   103.1338   103.3145   103.1733   8.6269
9.20%, HDFC 2018A*   1    100.00   102.7838   102.7838   102.7838   102.7838   8.4500
9.55%, HIND 2022A*   5    550.00   107.1103   106.7217   106.7217   107.0394   8.4009
9.21%, LICH 2015*    1    300.00   101.1152   101.1152   101.1152   101.1152   8.5500
9.62%, LICH 2015A*   1    350.00   101.9505   101.9505   101.9505   101.9505   8.5700
8.89%, LICH 2023*    1     50.00   103.5465   103.5465   103.5465   103.5465   8.3400
9.96%, LTFN 2013*    1    200.00   100.2330   100.2330   100.2330   100.2330   8.9829
9.15%, TML 2015*     2   1050.00   100.3459   100.3459   100.3459   100.3459   8.9500
Total               20   4800.00

Corporate Deep Discount Debentures
----------------------------------
CITI 2014K (RESET)   2      7.00   125.6400   125.6400   125.6400   125.6400   0.0000
CITI 2014L (RESET)   2     12.50   130.4500   130.4500   130.4500   130.4500   0.0000
CITI 2014M (RESET)   1      7.50   123.9500   123.9500   123.9500   123.9500   0.0000
CTF 2013B (RESET)    1      1.00   120.8200   120.8200   120.8200   120.8200   0.0000
0.00%, HDFC 2014C*   1   1000.00   101.6906   101.6906   101.6906   101.6906   8.2787
Total                7   1028.00

Central Government Goi Dated Securities
---------------------------------------
8.07%, 2017A         3   1900.00   102.8500   102.7700   102.7700   102.8132   7.2595
7.83%, 2018          2    150.00   102.2300   102.1550   102.1550   102.2050   7.2798
8.12%, 2020          7   3050.00   105.0200   104.9500   105.0200   104.9869   7.2480
8.79%, 2021          1    100.00   108.6400   108.6400   108.6400   108.6400   7.3938
8.15%, 2022A         5   5750.00   105.2200   105.0750   105.1750   105.1687   7.3558
7.16%, 2023          3    750.00   100.1300    99.9900    99.9900   100.0767   7.1486
8.20%, 2025          1    500.00   106.9100   106.9100   106.9100   106.9100   7.3360
6.90%, 2026          1     16.50    95.3100    95.3100    95.3100    95.3100   7.4773
8.33%, 2026          3   2100.00   108.2100   108.1900   108.2000   108.2043   7.3431
8.33%, 2036          3   1000.00   109.7000   109.7000   109.7000   109.7000   7.4428
8.30%, 2042          1    100.00   109.8800   109.8800   109.8800   109.8800   7.4680
Total               30  15416.50

Institutions Non-Slr Bond
-------------------------
8.75%, EXIM 2016*    2    800.00   100.2677   100.2654   100.2677   100.2663   8.6146
9.05%, EXIM 2016*    2   1000.00   100.4532   100.4502   100.4532   100.4517   8.8298
8.76%, EXIM 2018*    2    100.00   102.9142   102.8585   102.9142   102.8864   7.9625
8.88%, EXIM 2022*    1    100.00   105.0783   105.0783   105.0783   105.0783   8.0700
9.4437%, IDFC 2014*  1    100.00   100.0796   100.0796   100.0796   100.0796   9.2886
9.20%, IDFC 2015*    1    100.00   101.3394   101.3394   101.3394   101.3394   8.3000
8.85%, IDFC 2016*    1    500.00   101.2707   101.2707   101.2707   101.2707   8.2572
9.4250%, NBRD 2015*  1    650.00   100.0698   100.0698   100.0698   100.0698   9.3468
9.49%, NBRD 2015*    3   2850.00   100.0948   100.0929   100.0929   100.0942   9.4063
9.38%, NBRD 2015A*   1    850.00   101.5544   101.5544   101.5544   101.5544   8.2650
8.79%, NBRD 2018*    2    500.00   102.8460   102.8460   102.8460   102.8460   8.0203
8.25%, NHB 2016*     1    500.00    99.9188    99.9188    99.9188    99.9188   8.2743
9.38%, SIDB 2014A*   1    500.00   101.5174   101.5174   101.5174   101.5174   8.2500
9.5450%, SIDB 2015*  1    450.00   100.2141   100.2141   100.2141   100.2141   9.3325
Total               20   9000.00

Public Sector Unit Taxable Bond
-------------------------------
8.80%, FCI 2028*     3    850.00   106.6974   106.1953   106.1953   106.6121   8.0096
8.83%, IRFC 2023*    1    100.00   105.7516   105.7516   105.7516   105.7516   7.9500
8.80%, NTPC 2023A*   1    100.00   105.7875   105.7875   105.7875   105.7875   7.9200
8.85%, PFC 2014*     1    500.00   100.5799   100.5799   100.5799   100.5799   8.3200
8.90%, PFC 2014A*    1    100.00   100.7471   100.7471   100.7471   100.7471   8.3000
8.35%, PFC 2016*     1    250.00   100.3492   100.3492   100.3492   100.3492   8.2000
9.64%, PFC 2016*     2   1500.00   103.9234   103.9234   103.9234   103.9234   8.2800
9.27%, PFC 2017*     1    400.00   103.3308   103.3308   103.3308   103.3308   8.2800
8.94%, PFC 2028*     3    200.00   106.3783   106.3770   106.3770   106.3773   8.1700
8.85%, PGC 2023*     1     50.00   105.3778   105.3778   105.3778   105.3778   8.0500
10.90%, RECL 2013A   1    250.00   100.6274   100.6274   100.6274   100.6274   8.6149
9.40%, RECL 2017*    1     50.00   104.1852   104.1852   104.1852   104.1852   8.1500
8.70%, RECL 2018*    5    700.00   102.1687   102.1687   102.1687   102.1687   8.1000
8.82%, RECL 2023*    4    200.00   105.0384   105.0368   105.0368   105.0372   8.0500
Total               26   5250.00

State Government Development Loan
---------------------------------
9.12%, GUJ 2022      1     50.00   108.6766   108.6766   108.6766   108.6766   7.7597
9.13%, GUJ 2022      1    300.00   108.7083   108.7083   108.7083   108.7083   7.7597
9.23%, GUJ 2022      1    250.00   109.2546   109.2546   109.2546   109.2546   7.7597
8.58%, KRN 2016      1    100.00   102.9375   102.9375   102.9375   102.9375   7.5794
8.90%, KRN 2022      1    250.00   108.1446   108.1446   108.1446   108.1446   7.6798
8.63%, MAH 2023      1    250.00   106.5694   106.5694   106.5694   106.5694   7.6499
Total                6   1200.00


Treasury Bill
------------- 
91-Days (maturing on) 
----------------------
Jun 27, 2013         1    150.00    99.4644    99.4644    99.4644    99.4644   7.2795
Aug 29, 2013         1   1300.00    98.2294    98.2294    98.2294    98.2294   7.3102
Total                2   1450.00


364-Days (maturing on) 
----------------------
Dec 12, 2013         1   1000.00    96.2711    96.2711    96.2711    96.2711   7.2501
Jun 14, 2013         1   1000.00    99.7254    99.7254    99.7254    99.7254   7.1789
May 29, 2014         1    250.00    93.2573    93.2573    93.2573    93.2573   7.2700
Total                3   2250.00

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

Contact Mumbai Rate Reporting Unit:
+91 22 6180 7222 / 3317 7222 rru.data@thomsonreuters.com

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