May 30, 2012 / 1:01 PM / 5 years ago

NSE Wholesale Debt Market Trades-May 30

May 30 (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               :       27,615.0           73,862.6	
--Total traded value of repo deals in mln rupees :            ---              ---	
--Total number of trades                         :            126              278	
	
GOVERNMENT SECURITIES                                 Wednesday's  So far this week	
---------------------                                  ---------   ----------------	
--Total traded value in mln rupees               :       25,450.0           63,026.6	
--Total traded value of repo deals in mln rupees :            ---              ---	
--Total number of trades                         :            116              236	
	
NON-GOVERNMENT SECURITIES                             Wednesday's  So far this week	
-------------------------                              ---------   ----------------	
--Total traded value in mln rupees               :        2,165.0           10,836.0	
--Total traded value of repo deals in mln rupees :            ---             ---	
--Total number of trades                         :             10              42	
	
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	
----------------------------	
8.79%, 2021                       10,250.00                  8.54	
9.15%, 2024                        4,150.00                  8.57	
8.19%, 2020                        2,500.00                  8.38	
	
TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES	
--------------------------------------------------------------------	
Security                        Traded Value       Weighted Yield (%)	
                                (mln rupees)       ---Traded value---	
                                                         > 1 cr	
--------------------------------------------------------------------	
Corporate Debentures	
--------------------	
9.60%, HDFC 2013                   1,100.00                  9.90	
	
Public Sector Unit Taxable Bond	
-------------------------------	
9.28%, RECL 2017                     350.00                  9.45	
	
Institutions Non-Slr Bond	
-------------------------	
9.55%, NBRD 2014                     250.00                  9.70	
	
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	
--------------------	
9.60%, HDFC 2013*    1   1100.00    99.7124    99.7124    99.7124    99.7124   9.8979	
8.22%, SUNF 2012A*   1     65.00    99.5166    99.5166    99.5166    99.5166  10.7805	
2.00%, TML 2014*     2    150.00   118.1196   118.1002   118.1196   118.1067   9.5903	
Total                4   1315.00	
	
Central Government Goi Dated Securities	
---------------------------------------	
11.43%, 2015         1    200.00   108.9600   108.9600   108.9600   108.9600   8.1672	
7.99%, 2017          1     50.00    98.4800    98.4800    98.4800    98.4800   8.3585	
8.24%, 2018          3    450.00    99.1200    99.0500    99.1200    99.1000   8.4338	
8.19%, 2020          6   2500.00    98.9500    98.9200    98.9200    98.9270   8.3804	
8.79%, 2021         49  10250.00   101.7150   101.5250   101.7050   101.6086   8.5367	
8.13%, 2022          1    100.00    97.1400    97.1400    97.1400    97.1400   8.5501	
9.15%, 2024         18   4150.00   104.5250   104.3200   104.5000   104.3925   8.5683	
8.28%, 2027         16   2300.00    96.5200    96.1100    96.5100    96.2799   8.7224	
8.97%, 2030          2    100.00   102.1600   102.1600   102.1600   102.1600   8.7324	
8.33%, 2036          1     50.00    94.7900    94.7900    94.7900    94.7900   8.8569	
Total               98  20150.00	
	
Institutions Non-Slr Bond	
-------------------------	
9.95%, IDFC 2014*    1     50.00   100.2529   100.2529   100.2529   100.2529   9.8100	
9.55%, NBRD 2014*    1    250.00    99.6580    99.6580    99.6580    99.6580   9.6974	
9.35%, NBRD 2016*    1    100.00    99.5219    99.5219    99.5219    99.5219   9.4775	
Total                3    400.00	
	
Public Sector Unit Taxable Bond	
-------------------------------	
11.10%, PFC 2013*    1    100.00   101.4197   101.4197   101.4197   101.4197   9.7620	
9.28%, RECL 2017*    2    350.00    99.2372    99.2372    99.2372    99.2372   9.4530	
Total                3    450.00	
	
State Government Development Loan	
---------------------------------	
9.12%, AP 2022       3    500.00   100.4200   100.4000   100.4200   100.4100   9.0561	
9.12%, GUJ 2022      4    300.00   100.4500   100.3500   100.4500   100.4133   9.0556	
9.22%, WB 2022       6   1300.00   100.4700   100.4200   100.4700   100.4604   9.1480	
Total               13   2100.00	
	
Treasury Bill 
------------- 
182-Days (maturing on) 	
----------------------	
Sep 14, 2012         1   1000.00    97.6352    97.6352    97.6352    97.6352   8.3402	
Nov 23, 2012         1    250.00    96.1429    96.1429    96.1429    96.1429   8.3200	
Total                2   1250.00	
	
364-Days (maturing on) 	
----------------------	
Dec 14, 2012         1    350.00    95.6827    95.6827    95.6827    95.6827   8.3600	
Mar 21, 2013         1    100.00    93.7370    93.7370    93.7370    93.7370   8.2950	
Dec 28, 2012         1   1500.00    95.3953    95.3953    95.3953    95.3953   8.3500	
Total                3   1950.00	
	
* Indicates at least one deal in above securities is of Rs. 5 crore or above.	
	
Contact Mumbai Rate Reporting Unit:	
+91 22 6180 7222, rru.data@reuters.com

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