August 12, 2015 / 1:04 PM / 2 years ago

NSE NSE Wholesale Debt Market Trades-Aug 12

Aug 12 (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               :       27,929.0           63,100.1
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             60              162

GOVERNMENT SECURITIES                                 Wednesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       12,130.0           36,387.1
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             27              85

NON-GOVERNMENT SECURITIES                             Wednesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       15,799.0           26,713.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             33              77

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
----------------------------
8.27%, 2020                        3,000.00                  7.93
7.72%, 2025                        2,000.00                  7.80
6.35%, 2020                        1,250.00                  7.98

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
-------------------------
8.85%, EXIM 2017A                  5,000.00                  8.77

Institutions Non-Slr Bond
-------------------------
8.95%, EXIM 2017A                  4,000.00                  7.60

Public Sector Unit Taxable Bond
-------------------------------
8.27%, PFC 2016                    1,400.00                  8.09

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
----------
8.85%, AXBK 2024*    2    200.00   102.7670   102.6390   102.7670   102.7030   8.4000
Total                2    200.00

Corporate Debentures
--------------------
9.20%, HDFC 2015*    1     50.00   100.2070   100.2070   100.2070   100.2070   7.7000
9.75%, LICH 2015B*   1    500.00   100.1786   100.1786   100.1786   100.1786   7.5000
8.67%, LICH 2020A*   1    200.00   100.3205   100.3205   100.3205   100.3205   8.5800
9.45%, TFSI 2016*    2   1000.00   100.8775   100.8775   100.8775   100.8775   8.5000
Total                5   1750.00

Corporate Deep Discount Debentures
----------------------------------
CITI 2016K (RESET)   1      1.00   125.2300   125.2300   125.2300   125.2300   0.0000
Total                1      1.00

Central Government Goi Dated Securities
---------------------------------------
6.35%, 2020          2   1250.00    94.0650    94.0650    94.0650    94.0650   7.9772
8.27%, 2020          6   3000.00   101.3200   101.3150   101.3200   101.3192   7.9308
7.80%, 2021          1    750.00    98.9309    98.9309    98.9309    98.9309   8.0350
8.13%, 2022          2   1000.00   100.4934   100.4667   100.4934   100.4867   8.0363
7.16%, 2023          1     50.00    95.0200    95.0200    95.0200    95.0200   8.0309
8.40%, 2024          1    500.00   102.6800   102.6800   102.6800   102.6800   7.9747
7.72%, 2025          3   2000.00    99.4950    99.4150    99.4350    99.4450   7.7995
8.15%, 2026          1    500.00   100.7400   100.7400   100.7400   100.7400   8.0463
7.88%, 2030          2    750.00    99.2800    99.2600    99.2600    99.2733   8.0987
7.95%, 2032          1     50.00    99.0400    99.0400    99.0400    99.0400   8.0539
8.24%, 2033          1    250.00   101.6700   101.6700   101.6700   101.6700   8.0615
9.23%, 2043          1    250.00   112.7300   112.7300   112.7300   112.7300   8.0783
Total               22  10350.00

Institutions Non-Slr Bond
-------------------------
8.45%, EXIM 2015*    1    300.00   100.0307   100.0307   100.0307   100.0307   7.7122
8.79%, EXIM 2017*    1   1000.00   100.0471   100.0471   100.0471   100.0471   8.7365
8.85%, EXIM 2017A*   2   5000.00   100.0771   100.0771   100.0771   100.0771   8.7746
8.95%, EXIM 2017A*   3   4000.00   100.0386   100.0366   100.0366   100.0371   7.6000
8.15%, EXIM 2025*    2    248.00    98.8194    98.8194    98.8194    98.8194   8.3150
8.75%, IDFC 2023*    1    150.00   100.2812   100.2812   100.2812   100.2812   8.6900
Total               10  10698.00

Public Sector Unit Taxable Bond
-------------------------------
9.95%, FCI 2022*     1    150.00   107.7174   107.7174   107.7174   107.7174   8.3477
8.14%, NPC 2026*     1     50.00    99.5448    99.5448    99.5448    99.5448   8.3650
8.14%, NPC 2028*     1     50.00    99.4923    99.4923    99.4923    99.4923   8.3650
8.14%, NPC 2029*     1     50.00    99.4731    99.4731    99.4731    99.4731   8.3650
8.40%, NPC 2029*     1     50.00   101.6135   101.6135   101.6135   101.6135   8.3650
9.17%, NTPC 2024A*   2    200.00   105.4537   105.2285   105.4537   105.3411   8.2976
8.27%, PFC 2016*     4   1400.00   100.0550   100.0550   100.0550   100.0550   8.0900
8.35%, PFC 2016*     3   1100.00   100.0506   100.0506   100.0506   100.0506   8.0900
8.53%, PFC 2020*     1    100.00   100.2578   100.2578   100.2578   100.2578   8.4500
Total               15   3150.00

State Government Development Loan
---------------------------------
5.90%, GUJ 2017      1    100.00    97.1921    97.1921    97.1921    97.1921   8.0000
8.66%, MAH 2022      1    500.00   101.9617   101.9617   101.9617   101.9617   8.2600
8.28%, MAH 2025      1    357.60   100.2900   100.2900   100.2900   100.2900   8.2359
Total                3    957.60


Treasury Bill
 ------------- 
91-Days (maturing on) 
----------------------
22-10-15             1    572.40    98.6240    98.6240    98.6240    98.6240   7.2700
29-10-15             1    250.00    98.4690    98.4690    98.4690    98.4690   7.3700
Total                2    822.40

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

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