December 31, 2013 / 12:47 PM / 4 years ago

NSE Wholesale Debt Market Trades-Dec 31

Dec 31 (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               :       31,021.0           62,961.0
--Total traded value of repo deals in mln rupees :           ---               ---
--Total number of trades                         :             78              152

GOVERNMENT SECURITIES                                   Tuesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       27,781.0           55,131.0
--Total traded value of repo deals in mln rupees :           ---              ---
--Total number of trades                         :             51              97

NON-GOVERNMENT SECURITIES                               Tuesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        3,240.0            7,830.0
--Total traded value of repo deals in mln rupees :           ---              ---
--Total number of trades                         :             27              55

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
----------------------------
8.83%, 2023                        3,250.00                  8.84

Treasury Bill
-------------
364-Days (maturing on) 
----------------------
Oct 16, 2014                      7,000.00                  8.81
Dec 25, 2014                      2,200.00                  8.77

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
-------------------------------
9.81%, PFC 2018                    1,350.00                  9.68
8.84%, RECL 2014                     500.00                  9.70
9.35%, PGC 2019                      200.00                  9.63

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 Bond
----------
7.75%, HDBK 2015*    1     50.00    98.2559    98.2559    98.2559    98.2559   9.2500
Total                1     50.00

Corporate Debentures
--------------------
9.75%, HDFC 2016B*   1    100.00    99.7591    99.7591    99.7591    99.7591   9.8100
9.55%, HDFC 2017*    1    100.00    99.1611    99.1611    99.1611    99.1611   9.8000
10.20%, TISC 2015*   1     50.00   100.4352   100.4352   100.4352   100.4352   9.7500
Total                3    250.00

Corporate Deep Discount Debentures
----------------------------------
DIIP 2014I (RESET)   1     30.00   137.6230   137.6230   137.6230   137.6230  11.3079
Total                1     30.00

Central Government Goi Dated Securities
---------------------------------------
7.17%, 2015          1    100.00    98.1451    98.1451    98.1451    98.1451   8.5500
6.90%, 2019          1    200.00    90.7958    90.7958    90.7958    90.7958   9.0500
7.28%, 2019          1    500.00    93.0000    93.0000    93.0000    93.0000   8.9345
7.16%, 2023          1    500.00    87.8500    87.8500    87.8500    87.8500   9.1113
8.83%, 2023         10   3250.00   100.0000    99.9300    99.9650    99.9512   8.8351
8.33%, 2026          2    700.00    93.3300    93.3100    93.3300    93.3243   9.2401
8.32%, 2032          9   1950.00    91.8876    91.6146    91.6146    91.8062   9.2499
8.83%, 2041          2   1200.00    95.9088    95.7649    95.9088    95.7889   9.2525
8.30%, 2042          2    550.00    90.5675    90.4754    90.5675    90.5089   9.2464
Total               29   8950.00

Institutions Non-Slr Bond
-------------------------
9.60%, EXIM 2018*    1     50.00    99.7015    99.7015    99.7015    99.7015   9.6650
9.36%, IDFC 2015*    2    150.00    99.6584    99.6584    99.6584    99.6584   9.7000
9.55%, SIDB 2015*    3    150.00   100.3555   100.3128   100.3128   100.3346   9.1800
Total                6    350.00

Public Sector Unit Taxable Bond
-------------------------------
8.73%, NTPC 2023*    1    100.00    95.1778    95.1778    95.1778    95.1778   9.5250
9.51%, PFC 2015      1     10.00   100.0984   100.0984   100.0984   100.0984   9.3500
9.80%, PFC 2016*     1     50.00   100.3554   100.3554   100.3554   100.3554   9.6000
9.81%, PFC 2018*     5   1350.00   100.3757   100.3387   100.3757   100.3695   9.6817
8.78%, PFC 2020*     1     50.00    95.4553    95.4553    95.4553    95.4553   9.7000
8.85%, PGC 2019*     1     50.00    96.5676    96.5676    96.5676    96.5676   9.6300
9.35%, PGC 2019*     2    200.00    98.7030    98.7030    98.7030    98.7030   9.6300
9.30%, PGC 2019A*    2    150.00    98.5137    98.5131    98.5137    98.5135   9.6300
9.25%, PGC 2019B*    1    100.00    98.3034    98.3034    98.3034    98.3034   9.6300
8.84%, RECL 2014*    1    500.00    99.3118    99.3118    99.3118    99.3118   9.6967
Total               16   2560.00

State Government Development Loan
---------------------------------
8.70%, GUJ 2016      2    250.00    98.8435    98.7966    98.8435    98.8154   9.1920
Total                2    250.00


Treasury Bill
-------------
182-Days (maturing on) 
----------------------
Jun 19, 2014         2   1381.00    96.0850    96.0850    96.0850    96.0850   8.8000
Total                2   1381.00


Treasury Bill
------------- 
364-Days (maturing on) 
----------------------
Aug 07, 2014         1   1000.00    94.9904    94.9904    94.9904    94.9904   8.8300
Dec 11, 2014         2   1500.00    92.3576    92.3576    92.3576    92.3576   8.7799
Jun 12, 2014         2    900.00    96.2411    96.2411    96.2411    96.2411   8.7999
Nov 13, 2014         1   1000.00    92.9282    92.9282    92.9282    92.9282   8.7900
Oct 16, 2014         4   7000.00    93.5073    93.4935    93.5073    93.5024   8.8071
Dec 25, 2014         3   2200.00    92.0920    92.0712    92.0920    92.0759   8.7743
Jun 26, 2014         1    600.00    95.9294    95.9294    95.9294    95.9294   8.8001
Total               14  14200.00


Treasury Bill
-------------
91-Days (maturing on) 
----------------------
Jan 16, 2014         1   1000.00    99.6409    99.6409    99.6409    99.6409   8.7696
Jan 23, 2014         1   1500.00    99.4843    99.4843    99.4843    99.4843   8.6003
Mar 27, 2014         2    500.00    98.0523    98.0478    98.0523    98.0501   8.5399
Total                4   3000.00


* 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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