August 21, 2012 / 1:02 PM / 5 years ago

NSE Wholesale Debt Market Trades-Aug 21

Aug 21 (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               :       18,561.4           18,561.4
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :            241              241

GOVERNMENT SECURITIES                                   Tuesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       13,500.0           13,500.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             36              36

NON-GOVERNMENT SECURITIES                               Tuesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        5,061.4            5,061.4
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :            205              205

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
----------------------------
8.33%, 2026                        5,950.00                  8.39
8.15%, 2022A                       1,900.00                  8.24

Treasury Bill
-------------
182-Days (maturing on) 
----------------------
Nov 09, 2012                        2,000.00                 8.21

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
-------------------------------
9.52%, PFC 2017                      500.00                  9.18

Corporate Debentures
--------------------
9.90%, LICH 2015                     500.00                  9.64

Corporate Deep Discount Debentures
----------------------------------
CIT 2013O (RESET)                    414.90                  0.38

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%, CAI 2012*     1    250.00    99.8437    99.8437    99.8437    99.8437   9.0519
9.60%, HDFC 2014A*   1    100.00    99.9989    99.9989    99.9989    99.9989   9.5900
9.85%, HDFC 2015*    1    150.00   100.5023   100.5023   100.5023   100.5023   9.6000
9.85%, HDFC 2015A*   1    150.00   100.5118   100.5118   100.5118   100.5118   9.6000
10.15%, LICH 2013*   1    100.00   100.2202   100.2202   100.2202   100.2202   9.7106
9.75%, LICH 2014*    1    250.00   100.2164   100.2164   100.2164   100.2164   9.6080
9.90%, LICH 2015*    1    500.00   100.4885   100.4885   100.4885   100.4885   9.6350
8.40%, TCFS 2013*    2    250.00    99.3603    99.3603    99.3603    99.3603   9.6734
Total                9   1750.00

Corporate Deep Discount Debentures
----------------------------------
CIT 2013O (RESET)  157    414.90   109.1500   109.1500   109.1500   109.1500   0.3761
CIT 2013P (RESET)   15     18.50   109.6500   109.6500   109.6500   109.6500   0.3744
CTF 2013 (RESET)*    3     81.00   108.6500   108.6500   108.6500   108.6500   0.3425
0.00%, HDFC 2012G*   1    250.00   108.0005   108.0005   108.0005   108.0005   8.8105
Total              176    764.40

Central Government Goi Dated Securities
---------------------------------------
8.19%, 2020          5   1450.00    99.4500    99.3450    99.4500    99.3905   8.2994
8.79%, 2021          1    100.00   102.5300   102.5300   102.5300   102.5300   8.3868
8.15%, 2022A         6   1900.00    99.4850    99.3750    99.3750    99.4074   8.2363
8.33%, 2026         19   5950.00    99.6400    99.4400    99.4400    99.5382   8.3850
Total               31   9400.00

Institutions Non-Slr Bond
-------------------------
9.50%, EXIM 2013*    1    100.00   100.3286   100.3286   100.3286   100.3286   9.1249
9.30%, EXIM 2022B*   1    100.00   100.7625   100.7625   100.7625   100.7625   9.1600
9.70%, NBRD 2014*    1    250.00   100.7919   100.7919   100.7919   100.7919   9.1699
9.38%, NBRD 2015A*   2    200.00   100.2800   100.2800   100.2800   100.2800   9.1845
Total                5    650.00

Public Sector Unit Taxable Bond
-------------------------------
7.73%, BPCL 2012*    1    250.00    99.8406    99.8406    99.8406    99.8406   9.0357
8.40%, IRFC 2013*    1     50.00    99.3155    99.3155    99.3155    99.3155   8.9415
9.63%, PFC 2014*     1     50.00   100.6500   100.6500   100.6500   100.6500   9.2461
9.46%, PFC 2015*     2    300.00   100.4399   100.4390   100.4390   100.4395   9.2300
9.52%, PFC 2017*     2    500.00   100.3872   100.3872   100.3872   100.3872   9.1809
9.30%, PGC 2025*     1     50.00   100.5697   100.5697   100.5697   100.5697   9.2100
9.30%, PGC 2026*     1     50.00   100.5963   100.5963   100.5963   100.5963   9.2100
11.50%, RECL 2013*   1    250.00   102.5353   102.5353   102.5353   102.5353   9.1740
9.40%, RECL 2017*    3    300.00   100.4614   100.4614   100.4614   100.4614   9.2650
9.35%, RECL 2022*    2     97.00   100.5330   100.4707   100.5330   100.5009   9.2551
Total               15   1897.00

Treasury Bill
-------------
91-Days (maturing on) 
----------------------
Nov 15, 2012         1    250.00    98.1172    98.1172    98.1172    98.1172   8.2401
Total                1    250.00

182-Days (maturing on) 
----------------------
Nov 09, 2012         1   2000.00    98.2541    98.2541    98.2541    98.2541   8.2098
Total                1   2000.00
364-Days (maturing on) 
----------------------
Aug 09, 2013         1    600.00    92.7545    92.7545    92.7545    92.7545   8.1000
Sep 21, 2012         1    250.00    99.3314    99.3314    99.3314    99.3314   8.1894
Jul 26, 2013         1   1000.00    93.0065    93.0065    93.0065    93.0065   8.1200
Total                3   1850.00

* 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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