November 20, 2014 / 12:51 PM / 3 years ago

NSE Wholesale Debt Market Trades-Nov 20

Nov 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               :       51,751.4           150,813.9
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :            112              402

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       40,751.4           96,222.9
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             57              187

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       11,000.0           54,591.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             55              215

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                        7,950.00                  8.27
8.40%, 2024                        7,250.00                  8.16
8.60%, 2028                        7,200.00                  8.24

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                    3,150.00                  8.70

Public Sector Unit Taxable Bond
-------------------------------
8.90%, PFC 2014A                   1,600.00                  8.78

Public Sector Unit Taxable Bond
-------------------------------
9.63%, PFC 2014                    1,100.00                  8.68

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
----------
9.20%, OBC 2024*     1    150.00   101.2059   101.2059   101.2059   101.2059   9.0000
Total                1    150.00

Corporate Debentures
--------------------
9.55%, HDFC 2015*    1     50.00   100.3328   100.3328   100.3328   100.3328   9.0094
9.70%, HDFC 2015B*   1    250.00   100.8936   100.8936   100.8936   100.8936   8.7700
9.90%, HDFC 2016*    2    100.00   101.3773   101.3773   101.3773   101.3773   8.7800
8.38%, HDFC 2018*    1     50.00    98.6141    98.6141    98.6141    98.6141   8.8200
9.34%, HDFC 2024*    3   1100.00   103.0402   103.0402   103.0402   103.0402   8.8436
9.50%, HDFC 2024*    1     50.00   104.3890   104.3890   104.3890   104.3890   8.7900
9.22%, LICH 2024*    1     50.00   102.5866   102.5866   102.5866   102.5866   8.8050
9.25%, RJIC 2024*    1    100.00   100.5952   100.5952   100.5952   100.5952   9.1300
Total               11   1750.00

Central Government Goi Dated Securities
---------------------------------------
8.20%, 2022          1    100.00    99.5000    99.5000    99.5000    99.5000   8.2894
8.83%, 2023          8   7950.00   103.5900   103.4300   103.5900   103.5325   8.2660
8.40%, 2024         12   7250.00   101.6450   101.4300   101.6450   101.5831   8.1575
8.60%, 2028         13   7200.00   102.9900   102.8450   102.9900   102.9385   8.2352
9.20%, 2030          1    100.00   107.9300   107.9300   107.9300   107.9300   8.2901
8.83%, 2041          1   1000.00   105.9100   105.9100   105.9100   105.9100   8.2786
Total               36  23600.00

Institutions Non-Slr Bond
-------------------------
9.28%, EXIM 2018*    1    450.00   102.4447   102.4447   102.4447   102.4447   8.5000
9.45%, EXIM 2019*    1    250.00   103.1472   103.1472   103.1472   103.1472   8.5000
9.05%, PLNGL 2019*   2    250.00   100.8847   100.8847   100.8847   100.8847   8.8100
Total                4    950.00

Public Sector Unit Taxable Bond
-------------------------------
8.56%, NPC 2023*     1    100.00   101.0655   101.0655   101.0655   101.0655   8.3747
8.73%, NTPC 2023*    1     50.00   100.9557   100.9557   100.9557   100.9557   8.5450
9.63%, PFC 2014*     2   1100.00   100.0346   100.0346   100.0346   100.0346   8.6834
8.90%, PFC 2014A*    5   1600.00    99.9847    99.9847    99.9847    99.9847   8.7823
9.58%, PFC 2015*     1    100.00   101.1631   101.1631   101.1631   101.1631   8.3495
9.33%, PFC 2017*     1    100.00   101.4824   101.4824   101.4824   101.4824   8.5300
8.95%, PFC 2018*     2    400.00   100.8699   100.8699   100.8699   100.8699   8.6000
9.32%, PFC 2019*    12   3150.00   102.2820   102.2620   102.2620   102.2709   8.7029
9.39%, PFC 2019*     1     50.00   102.6631   102.6631   102.6631   102.6631   8.6600
9.30%, PGC 2019B*    2    150.00   102.5329   102.5329   102.5329   102.5329   8.6095
8.64%, PGC 2020*     1     50.00   100.0095   100.0095   100.0095   100.0095   8.6100
8.84%, PGC 2020*     1     50.00   100.8327   100.8327   100.8327   100.8327   8.6100
8.93%, PGC 2025*     1     50.00   101.9906   101.9906   101.9906   101.9906   8.6300
9.30%, PGC 2029*     1     50.00   105.4025   105.4025   105.4025   105.4025   8.6250
8.97%, RECL 2016*    1    150.00   100.8369   100.8369   100.8369   100.8369   8.4000
8.70%, RECL 2018*    2    600.00   100.3274   100.3274   100.3274   100.3274   8.5500
8.56%, RECL 2019*    1    100.00    99.7700    99.7700    99.7700    99.7700   8.6115
9.04%, RECL 2019*    2    100.00   101.4866   101.4866   101.4866   101.4866   8.6400
9.63%, RECL 2019*    1    200.00   103.2162   103.2162   103.2162   103.2162   8.6600
Total               39   8150.00

State Government Development Loan
---------------------------------
6.20%, AP 2015       1    113.70    98.4299    98.4299    98.4299    98.4299   8.3500
6.20%, GUJ 2015      1     89.50    98.4299    98.4299    98.4299    98.4299   8.3500
6.20%, HARY 2015     1     71.40    98.4299    98.4299    98.4299    98.4299   8.3500
6.20%, KER 2015      1     25.80    98.4299    98.4299    98.4299    98.4299   8.3500
6.20%, KRN 2015      1     58.00    98.4299    98.4299    98.4299    98.4299   8.3500
6.20%, MAH 2015      1     98.50    98.4299    98.4299    98.4299    98.4299   8.3500
9.63%, MAH 2024      1     50.00   107.2975   107.2975   107.2975   107.2975   8.4703
6.20%, PUN 2015      1     77.80    98.4299    98.4299    98.4299    98.4299   8.3500
6.20%, TN 2015       1     42.10    98.4299    98.4299    98.4299    98.4299   8.3500
Total                9    626.80

Treasury Bill
-------------
91-Days (maturing on) 
----------------------
Feb 19, 2015         4   7174.60    98.0110    98.0099    98.0099    98.0100   8.2345
Total                4   7174.60

Treasury Bill 
-------------
182-Days (maturing on) 
----------------------
Apr 27, 2015         1    250.00    96.5289    96.5289    96.5289    96.5289   8.3599
Total                1    250.00

Treasury Bill 
-------------
364-Days (maturing on) 
----------------------
Feb 05, 2015         1    500.00    98.3052    98.3052    98.3052    98.3052   8.2798
Aug 06, 2015         1   3500.00    94.4331    94.4331    94.4331    94.4331   8.3399
Oct 06, 2015         2   2500.00    93.2063    93.2063    93.2063    93.2063   8.3399
Nov 12, 2015         2    800.00    92.4859    92.4859    92.4859    92.4859   8.3300
May 28, 2015         1   1800.00    95.8671    95.8671    95.8671    95.8671   8.3699
Total                7   9100.00

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

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