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NSE Wholesale Debt Market Trades-Jun 20
June 20, 2013 / 12:47 PM / 4 years ago

NSE Wholesale Debt Market Trades-Jun 20

Jun 20 (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               :       51,793.2           166,664.5
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :            134              443

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       38,363.2           109,074.5
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             62              186

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       13,430.0           57,590.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             72              257

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                      10,383.40                  7.58
8.20%, 2025                        7,450.00                  7.55
8.33%, 2026                        6,730.00                  7.55

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
-------------------------
9.45%, IDFC 2013                   1,200.00                  9.63

Public Sector Unit Taxable Bond
-------------------------------
8.77%, HPCL 2018                   1,200.00                  8.32

Institutions Non-Slr Bond
-------------------------
9.05%, IDFC 2014                   1,100.00                  8.50

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
--------------------
9.15%, HDFC 2016*    1    100.00   101.1100   101.1100   101.1100   101.1100   8.6500
9.50%, HDFC 2016*    1     50.00   102.3652   102.3652   102.3652   102.3652   8.6500
9.90%, LICH 2016*    1     50.00   102.5033   102.5033   102.5033   102.5033   8.9000
9.75%, LICH 2017*    1    100.00   102.9551   102.9551   102.9551   102.9551   8.8500
9.15%, TPOW 2015A*   1     60.00    99.2454    99.2454    99.2454    99.2454   9.5000
9.15%, TPOW 2016A*   1     60.00    98.9644    98.9644    98.9644    98.9644   9.5000
9.15%, TPOW 2017A*   1     60.00    98.7263    98.7263    98.7263    98.7263   9.5000
9.81%, TUBE 2017*    2    750.00   101.5500   101.5500   101.5500   101.5500   9.2941
Total                9   1230.00

Central Government Goi Dated Securities
---------------------------------------
6.07%, 2014          1    100.00    98.8195    98.8195    98.8195    98.8195   7.4400
7.02%, 2016          1    500.00    98.4948    98.4948    98.4948    98.4948   7.5600
8.07%, 2017          1    250.00   101.3700   101.3700   101.3700   101.3700   7.6212
8.07%, 2017A         3   4630.00   102.1000   101.7100   101.7100   101.8894   7.5170
7.83%, 2018          2    300.00   101.0000   101.0000   101.0000   101.0000   7.5735
7.80%, 2020          1    850.00   100.8815   100.8815   100.8815   100.8815   7.6300
8.79%, 2021          3   1650.00   107.5500   107.5500   107.5500   107.5500   7.5552
8.08%, 2022          1    100.00   103.1000   103.1000   103.1000   103.1000   7.6003
8.15%, 2022A         9  10383.40   103.6400   103.5500   103.6050   103.6271   7.5848
8.20%, 2025         10   7450.00   105.2500   104.9300   104.9300   105.1070   7.5515
8.33%, 2026         21   6730.00   106.4600   106.2200   106.3300   106.3730   7.5528
8.97%, 2030          2   1177.00   112.0000   112.0000   112.0000   112.0000   7.7073
8.30%, 2040          1    100.00   106.7800   106.7800   106.7800   106.7800   7.6997
8.83%, 2041          1    150.00   112.9800   112.9800   112.9800   112.9800   7.6988
Total               57  34370.40

Institutions Non-Slr Bond
-------------------------
8.77%, EXIM 2018*    2    500.00   102.2858   101.4720   101.4720   101.8789   8.2463
9.45%, IDFC 2013*    2   1200.00    99.9919    99.9919    99.9919    99.9919   9.6269
9.05%, IDFC 2014*    1   1100.00   100.6602   100.6602   100.6602   100.6602   8.5000
8.85%, IDFC 2016*    1    350.00   101.0044   101.0044   101.0044   101.0044   8.3606
9.15%, IDFC 2016B*   1     50.00   101.5428   101.5428   101.5428   101.5428   8.4500
9.38%, NBRD 2015A*   1    250.00   101.5174   101.5174   101.5174   101.5174   8.2500
8.72%, NBRD 2018*    2    750.00   102.1030   101.9120   101.9120   101.9757   8.1544
9.38%, SIDB 2015*    1    250.00   101.6763   101.6763   101.6763   101.6763   8.2000
Total               11   4450.00

Public Sector Unit Taxable Bond
-------------------------------
8.77%, HPCL 2018*    4   1200.00   101.7279   101.6128   101.6128   101.6272   8.3163
9.35%, IOC 2017*     2    850.00   101.9013   101.8905   101.9013   101.8969   8.7520
8.85%, PFC 2014*     2    800.00   100.4875   100.4017   100.4017   100.4339   8.4238
8.35%, PFC 2016*     3    900.00   100.0888    99.8266    99.8515    99.9036   8.3692
9.01%, PFC 2017*     1    250.00   100.4450   100.4450   100.4450   100.4450   8.7489
9.52%, PFC 2017*     1    250.00   100.7800   100.7800   100.7800   100.7800   9.0323
8.95%, PFC 2018*     3    300.00   101.7902   101.5994   101.7902   101.6321   8.4917
8.82%, PFC 2020*     4    750.00   101.4321   101.4321   101.4321   101.4321   8.5100
8.94%, PFC 2028*     2    200.00   105.3917   104.1853   104.1853   105.0901   8.3150
9.00%, PFC 2028*     1     50.00   104.4969   104.4969   104.4969   104.4969   8.4400
7.93%, PGC 2017*     1     50.00    98.9223    98.9223    98.9223    98.9223   8.2500
7.93%, PGC 2018*     1     50.00    98.7055    98.7055    98.7055    98.7055   8.2500
7.93%, PGC 2019*     1     50.00    98.5053    98.5053    98.5053    98.5053   8.2500
7.93%, PGC 2020*     1     50.00    98.3068    98.3068    98.3068    98.3068   8.2500
7.93%, PGC 2021*     1     50.00    98.1360    98.1360    98.1360    98.1360   8.2500
7.93%, PGC 2022*     1     50.00    97.9782    97.9782    97.9782    97.9782   8.2500
8.85%, PGC 2022*     2    200.00   103.2373   103.2373   103.2373   103.2373   8.3200
7.93%, PGC 2023*     1     50.00    97.8324    97.8324    97.8324    97.8324   8.2500
7.93%, PGC 2024*     1     50.00    97.6879    97.6879    97.6879    97.6879   8.2500
7.93%, PGC 2025*     1     50.00    97.5635    97.5635    97.5635    97.5635   8.2500
7.93%, PGC 2026*     1     50.00    97.4486    97.4486    97.4486    97.4486   8.2500
7.93%, PGC 2027*     1     50.00    97.3424    97.3424    97.3424    97.3424   8.2500
7.93%, PGC 2028*     1     50.00    97.2372    97.2372    97.2372    97.2372   8.2500
9.40%, RECL 2017*    1    100.00   103.3493   103.3493   103.3493   103.3493   8.3829
8.70%, RECL 2018*    3    350.00   101.0470   101.0096   101.0096   101.0363   8.3929
9.07%, RECL 2018*    1     50.00   102.4067   102.4067   102.4067   102.4067   8.4150
8.82%, RECL 2023*   10    900.00   103.9515   102.6451   102.6451   103.2051   8.3161
Total               52   7750.00

State Government Development Loan
---------------------------------
7.77%, GUJ 2023      3   1042.80    99.7500    99.7500    99.7500    99.7500   7.8064
Total                3   1042.80


Treasury Bill
-------------
364-Days (maturing on) 
----------------------
Sep 06, 2013         1   2500.00    98.4220    98.4220    98.4220    98.4220   7.6001
Jan 23, 2014         1    450.00    95.7991    95.7991    95.7991    95.7991   7.4100
Total                2   2950.00

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

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