September 11, 2013 / 1:22 PM / 4 years ago

NSE Wholesale Debt Market Trades-Sep 11

Sep 11 (Reuters) - Below is a summary of Wednesday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                      Wednesday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       27,547.5           61,676.8
--Total traded value of repo deals in mln rupees :           ---            ---
--Total number of trades                         :             77              149

GOVERNMENT SECURITIES                                 Wednesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       18,660.0           42,639.3
--Total traded value of repo deals in mln rupees :           ---            ---
--Total number of trades                         :             37              76

NON-GOVERNMENT SECURITIES                             Wednesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        8,887.5           19,037.5
--Total traded value of repo deals in mln rupees :           ---            ---
--Total number of trades                         :             40              73

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                        5,800.00                  8.82
8.07%, 2017                        2,200.00                  8.86

Treasury Bill
-------------
182-Days (maturing on) 
----------------------
Mar 13, 2014                       2,000.00                 10.18

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
-------------------------------
8.95%, PFC 2018                    2,150.00                  9.75
8.84%, RECL 2014                   1,250.00                 10.42
9.63%, PFC 2014                    1,200.00                 10.50

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
--------------------
9.90%, LICH 2014*    1    250.00    99.2133    99.2133    99.2133    99.2133  10.9847
9.56%, LICH 2017A*   1    100.00    98.0983    98.0983    98.0983    98.0983  10.2082
8.90%, LTFN 2015*    1    100.00    96.8418    96.8418    96.8418    96.8418  11.0000
Total                3    450.00

Corporate Deep Discount Debentures
----------------------------------
CTF 2013B (RESET)    1      2.50   120.4000   120.4000   120.4000   120.4000  12.6488
MSIC 2014C (RESET)   1      5.00   119.8000   119.8000   119.8000   119.8000   0.0000
Total                2      7.50

Central Government Floating Rate Bond
-------------------------------------
7.34% 2020 (RESET)   1    400.00    93.2500    93.2500    93.2500    93.2500   8.6039
Total                1    400.00

Central Government Goi Dated Securities
---------------------------------------
8.07%, 2017          3   2200.00    97.7665    97.7100    97.7665    97.7383   8.8601
8.24%, 2018          1     50.00    97.5900    97.5900    97.5900    97.5900   8.8842
7.28%, 2019          4   5800.00    93.2500    93.1000    93.2500    93.1690   8.8209
8.15%, 2022A         1     50.00    95.2050    95.2050    95.2050    95.2050   8.9483
7.16%, 2023          4    900.00    91.7700    91.3200    91.7700    91.5144   8.4579
9.15%, 2024          1    160.00   101.1000   101.1000   101.1000   101.1000   8.9887
8.20%, 2025          1    250.00    94.5700    94.5700    94.5700    94.5700   8.9452
8.28%, 2027          1     50.00    96.5750    96.5750    96.5750    96.5750   8.7071
8.97%, 2030          1     50.00   100.1850   100.1850   100.1850   100.1850   8.9459
8.28%, 2032          2    100.00    93.9500    93.7200    93.9500    93.8350   8.9687
Total               19   9610.00

Institutions Non-Slr Bond
-------------------------
8.50%, EXIM 2023B*   1     50.00    93.9989    93.9989    93.9989    93.9989   9.4500
9.20%, IDFC 2015*    1    750.00    98.3989    98.3989    98.3989    98.3989  10.3500
9.14%, IDFC 2016A*   1     50.00    98.1767    98.1767    98.1767    98.1767  10.0000
Total                3    850.00

Public Sector Unit Taxable Bond
-------------------------------
11.00%, IOC 2018*    1     50.00   105.1460   105.1460   105.1460   105.1460   9.6479
8.20%, IRFC 2022*    1     50.00    94.1454    94.1454    94.1454    94.1454   9.1898
8.85%, PFC 2014*     1    600.00    98.4393    98.4393    98.4393    98.4393  10.4000
9.63%, PFC 2014*     3   1200.00    98.9858    98.9270    98.9858    98.9319  10.4958
8.27%, PFC 2016*     7    850.00    96.3936    96.3478    96.3936    96.3788   9.7815
8.35%, PFC 2016*     3    400.00    96.6672    96.5787    96.6672    96.6285   9.7975
9.64%, PFC 2016*     1    250.00    99.4907    99.4907    99.4907    99.4907   9.7900
8.95%, PFC 2018*     7   2150.00    97.1399    96.8972    97.1054    97.0588   9.7535
8.70%, PGC 2023*     1    100.00    95.2409    95.2409    95.2409    95.2409   9.4500
8.70%, PGC 2028*     1    100.00    94.1883    94.1883    94.1883    94.1883   9.4300
11.50%, RECL 2013*   1    250.00    99.9312    99.9312    99.9312    99.9312  11.3259
8.84%, RECL 2014*    2   1250.00    98.4249    98.3956    98.4249    98.4015  10.4240
8.82%, RECL 2023*    2    280.00    95.5909    95.4130    95.4130    95.4956   9.5361
Total               31   7530.00

Public Sector Unit Infrastructure Bond
--------------------------------------
8.64%, PGC 2017*     1     50.00    91.0920    91.0920    91.0920    91.0920  11.6281
Total                1     50.00

State Government Development Loan
---------------------------------
8.59%, AP 2023       2   1500.00    94.7132    94.4771    94.4771    94.6345   9.4633
9.55%, AP 2023       2    800.00   100.6372   100.4000   100.6372   100.5483   9.4639
9.84%, AP 2023       1   1000.00   102.1292   102.1292   102.1292   102.1292   9.5000
9.50%, GUJ 2023      3    750.00   100.7671   100.4462   100.7671   100.5532   9.4133
9.54%, KRN 2023      1    100.00   100.7016   100.7016   100.7016   100.7016   9.4300
9.51%, MAH 2023      3    750.00   100.7025   100.5101   100.7025   100.5742   9.4200
9.60%, MAH 2023      1    100.00   101.0018   101.0018   101.0018   101.0018   9.4400
Total               13   5000.00

Treasury Bill
-------------
182-Days (maturing on) 
----------------------
Mar 13, 2014         1   2000.00    95.1700    95.1700    95.1700    95.1700  10.1781
Total                1   2000.00

364-Days (maturing on) 
----------------------
Mar 20, 2014         1   1000.00    95.1237    95.1237    95.1237    95.1237   9.8999
Total                1   1000.00


91-Days (maturing on) 
----------------------
Dec 12, 2013         2    650.00    97.4490    97.4490    97.4490    97.4490  10.4999
Total                2    650.00

* 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

0 : 0
  • narrow-browser-and-phone
  • medium-browser-and-portrait-tablet
  • landscape-tablet
  • medium-wide-browser
  • wide-browser-and-larger
  • medium-browser-and-landscape-tablet
  • medium-wide-browser-and-larger
  • above-phone
  • portrait-tablet-and-above
  • above-portrait-tablet
  • landscape-tablet-and-above
  • landscape-tablet-and-medium-wide-browser
  • portrait-tablet-and-below
  • landscape-tablet-and-below