October 1, 2014 / 1:37 PM / 3 years ago

NSE Wholesale Debt Market Trades-Oct 1

Oct 1 (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               :       12,451.7           82,262.3
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             36              194

GOVERNMENT SECURITIES                                    Wednesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :        6,500.0           48,750.6
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             18              103

NON-GOVERNMENT SECURITIES                                Wednesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        5,951.7           33,511.7
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             18              91

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
----------------------------
8.40%, 2024                        2,250.00                  8.49
8.83%, 2023                        1,000.00                  8.68
8.27%, 2020                        1,000.00                  8.60

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
-------------------------------
9.32%, PFC 2019                    1,850.00                  9.21

Public Sector Unit Taxable Bond
-------------------------------
8.14%, IOC 2018                    1,600.00                  8.17

Public Sector Unit Taxable Bond
-------------------------------
9.06%, RECL 2017                     500.00                  9.05

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
--------------------
8.40%, HDFC 2014*    1    400.00    99.8458    99.8458    99.8458    99.8458   8.9598
9.65%, HDFC 2016*    1     50.00   100.5570   100.5570   100.5570   100.5570   9.2843
9.12%, LICH 2015*    2    500.00    99.7875    99.7875    99.7875    99.7875   9.2911
9.69%, LICH 2017A*   1    250.00   100.5875   100.5875   100.5875   100.5875   9.3509
Total                5   1200.00

Corporate Deep Discount Debentures
----------------------------------
CITI 2017E (RESET)   1      1.70   120.6300   120.6300   120.6300   120.6300   0.0000
Total                1      1.70

Central Government Goi Dated Securities
---------------------------------------
8.27%, 2020          3   1000.00    98.5200    98.4900    98.5200    98.5025   8.6047
8.79%, 2021          1    250.00   100.5076   100.5076   100.5076   100.5076   8.6900
8.83%, 2023          1   1000.00   100.9000   100.9000   100.9000   100.9000   8.6823
8.40%, 2024          5   2250.00    99.3950    99.2850    99.3800    99.3656   8.4935
8.60%, 2028          2    500.00    99.6900    99.6850    99.6900    99.6875   8.6370
8.30%, 2042          2    300.00    96.0300    95.9500    96.0300    96.0167   8.6781
9.23%, 2043          1    250.00   105.7900   105.7900   105.7900   105.7900   8.6794
Total               15   5550.00

Institutions Non-Slr Bond
-------------------------
9.05%, IDFC 2014*    1    250.00    99.9641    99.9641    99.9641    99.9641   8.8975
Total                1    250.00

Public Sector Unit Taxable Bond
-------------------------------
9.95%, FCI 2022*     2    200.00   104.8200   104.8000   104.8200   104.8100   9.0066
8.14%, IOC 2018*     1   1600.00    99.9023    99.9023    99.9023    99.9023   8.1659
9.32%, PFC 2019*     4   1850.00   100.3785   100.3401   100.3401   100.3712   9.2119
9.39%, PFC 2019*     1    200.00   100.6588   100.6588   100.6588   100.6588   9.2000
9.30%, PGC 2029*     2    150.00   101.5079   101.5079   101.5079   101.5079   9.1000
9.06%, RECL 2017*    1    500.00   100.0000   100.0000   100.0000   100.0000   9.0463
Total               11   4500.00


Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Nov 13, 2014         1    250.00    99.1557    99.1557    99.1557    99.1557   8.3998
Total                1    250.00

Treasury Bill 
-------------
364-Days (maturing on) 
----------------------
Feb 19, 2015         1    450.00    96.9416    96.9416    96.9416    96.9416   8.5299
Mar 19, 2015         1    250.00    96.3098    96.3098    96.3098    96.3098   8.5799
Total                2    700.00

(*) 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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