January 10, 2013 / 12:46 PM / 5 years ago

NSE Wholesale Debt Market Trades-Jan 10

Jan 10 (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               :       60,060.8           185,739.8
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :            222              693

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       46,255.8           140,574.8
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :            115              382

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       13,805.0           45,165.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :            107              311

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
----------------------------
8.15%, 2022A                       9,900.00                  7.88
8.33%, 2026                        7,700.00                  7.95
8.20%, 2025                        5,550.00                  7.94

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
-------------------------
8.95%, NHB 2015                    1,000.00                  8.77

Public Sector Unit Taxable Bond
-------------------------------
9.40%, RECL 2017                     900.00                  8.74

Public Sector Unit Taxable Bond
-------------------------------
8.84%, RECL 2014                     750.00                  8.74

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
----------
8.93%, OBC 2022*     2    300.00   100.9282   100.9282   100.9282   100.9282   8.7750
Total                2    300.00

Corporate Debentures
--------------------
10.50%, FICC 2015*   2    500.00   100.2025   100.1825   100.2025   100.1925  10.4042
9.55%, HDFC 2013*    1     50.00   100.0006   100.0006   100.0006   100.0006   9.2064
7.95%, HDFC 2014*    2    150.00    98.4472    98.4239    98.4239    98.4394   9.2167
9.18%, HDFC 2014*    3    550.00    99.8519    99.8208    99.8519    99.8491   9.2318
9.55%, HDFC 2015*    1     50.00   100.5848   100.5848   100.5848   100.5848   9.2500
9.60%, HDFC 2015A*   1     50.00   100.6665   100.6665   100.6665   100.6665   9.2500
9.75%, HDFC 2016A*   1    100.00   101.8132   101.8132   101.8132   101.8132   9.1600
9.55%, HIND 2022*    1    100.00   103.0283   103.0283   103.0283   103.0283   9.0350
9.60%, HIND 2022*    3    500.00   103.2861   103.1268   103.1268   103.2542   9.0550
9.55%, HIND 2022A*   8    700.00   103.0487   102.9222   103.0171   102.9900   9.0443
8.95%, IBS 2020*     1    250.00    99.2935    99.2935    99.2935    99.2935   9.0600
8.26%, LICH 2015*    2    500.00    97.8367    97.8367    97.8367    97.8367   9.2300
9.75%, LICH 2015*    1    250.00   101.2136   101.2136   101.2136   101.2136   9.2200
9.55%, LICH 2016*    2    500.00   101.0660   101.0660   101.0660   101.0660   9.2000
9.23%, LICH 2022     1     30.00   100.8938   100.8938   100.8938   100.8938   9.0800
9.25%, LICH 2023*    1    100.00   101.4949   101.4949   101.4949   101.4949   9.0100
10.25%, RGTI 2021*   1    300.00   103.9605   103.9605   103.9605   103.9605   9.5300
2.00%, TISC 2022*    3    700.00    90.1226    89.9095    90.1226    90.0617   9.7186
2.00%, TML 2014*     1    200.00   125.5019   125.5019   125.5019   125.5019   8.5311
TPOW 2072 (RESET)*   1     50.00   101.2929   101.2929   101.2929   101.2929  10.6063
Total               37   5630.00

Corporate Deep Discount Debentures
----------------------------------
0.00%, HDFC 2017E*   1     50.00   102.2364   102.2364   102.2364   102.2364   8.9306
Total                1     50.00

Central Government Goi Dated Securities
---------------------------------------
8.07%, 2017A         4   3500.00   100.8800   100.8050   100.8750   100.8400   7.8430
7.83%, 2018          1     50.00    99.4500    99.4500    99.4500    99.4500   7.9557
8.12%, 2020          1    250.00   101.6400   101.6400   101.6400   101.6400   7.8361
8.19%, 2020          4   5500.00   101.3700   101.3000   101.3300   101.3089   7.9426
8.79%, 2021          2    100.00   104.7400   104.5800   104.7400   104.6600   8.0394
8.13%, 2022          3    600.00   100.8000   100.7700   100.7700   100.7958   8.0075
8.15%, 2022A        34   9900.00   101.8400   101.6100   101.6900   101.7339   7.8840
9.15%, 2024          1    100.00   108.2200   108.2200   108.2200   108.2200   8.0573
8.20%, 2025         15   5550.00   102.1200   101.9600   102.1200   102.0559   7.9377
8.33%, 2026         16   7700.00   103.1350   102.9350   103.0400   103.0968   7.9516
8.26%, 2027          1     50.00   101.8250   101.8250   101.8250   101.8250   8.0440
8.28%, 2027          1     50.00   102.1500   102.1500   102.1500   102.1500   8.0260
8.97%, 2030          2    350.00   108.9000   108.8600   108.9000   108.8714   8.0261
7.95%, 2032          1     50.00    99.3473    99.3473    99.3473    99.3473   8.0150
8.28%, 2032          1     50.00   102.1500   102.1500   102.1500   102.1500   8.0563
8.33%, 2036          1     50.00   102.7250   102.7250   102.7250   102.7250   8.0680
8.83%, 2041          2    300.00   108.2700   108.2100   108.2700   108.2600   8.0860
8.30%, 2042          7   1600.00   102.8800   102.7900   102.7900   102.8744   8.0464
Total               97  35750.00

Institutions Non-Slr Bond
-------------------------
8.88%, EXIM 2022*    1     50.00   100.8308   100.8308   100.8308   100.8308   8.7350
8.93%, EXIM 2022*    1     50.00   101.1680   101.1680   101.1680   101.1680   8.7400
8.94%, EXIM 2022*    1    100.00   101.2214   101.2214   101.2214   101.2214   8.7450
9.04%, EXIM 2022*    1    200.00   101.7486   101.7486   101.7486   101.7486   8.7475
9.30%, EXIM 2022B*   1    250.00   103.2287   103.2287   103.2287   103.2287   8.7600
9.75%, IDFC 2014*    1    250.00   101.0397   101.0397   101.0397   101.0397   8.9213
10.05%, NBRD 2014*   1     75.00   101.7585   101.7585   101.7585   101.7585   8.6000
9.6550%, NBRD 2014   1    250.00   101.4332   101.4332   101.4332   101.4332   8.7000
9.18%, NBRD 2017*    1    250.00   101.4765   101.4765   101.4765   101.4765   8.7130
8.95%, NHB 2015*     2   1000.00   100.3857   100.3857   100.3857   100.3857   8.7689
Total               11   2475.00

Public Sector Unit Taxable Bond
-------------------------------
7.70%, HPCL 2013*    1    250.00    99.5940    99.5940    99.5940    99.5940   9.2052
7.45%, IRFC 2014*    1     50.00    98.8515    98.8515    98.8515    98.8515   8.4015
8.20%, IRFC 2014*    2    100.00    99.7513    99.7513    99.7513    99.7513   8.4023
8.75%, IRFC 2026*    1    100.00   101.4228   101.4228   101.4228   101.4228   8.5661
9.40%, PFC 2013*     2    250.00   100.0724    99.9972   100.0724   100.0122   8.9895
8.85%, PFC 2014*     3    250.00   100.0736   100.0112   100.0184   100.0280   8.7890
8.91%, PFC 2017*     2    100.00   100.5252   100.5157   100.5252   100.5205   8.7488
9.01%, PFC 2017*     1    350.00   100.4702   100.4702   100.4702   100.4702   8.7352
9.27%, PFC 2017*     1     50.00   101.7943   101.7943   101.7943   101.7943   8.7500
9.40%, PFC 2017*     1     50.00   102.2027   102.2027   102.2027   102.2027   8.7500
9.52%, PFC 2017*     1    150.00   100.8885   100.8885   100.8885   100.8885   9.0077
9.36%, PFC 2021*     1     50.00   103.4102   103.4102   103.4102   103.4102   8.7550
8.84%, PGC 2014*     1    100.00   100.2377   100.2377   100.2377   100.2377   8.5700
8.90%, PGC 2014*     1     50.00   100.2136   100.2136   100.2136   100.2136   8.6295
8.90%, PGC 2015*     1     50.00   100.2359   100.2359   100.2359   100.2359   8.7386
9.30%, PGC 2016A*    1     50.00   101.6140   101.6140   101.6140   101.6140   8.7000
8.85%, PGC 2018*     2    150.00   100.4873   100.4660   100.4873   100.4731   8.7233
8.85%, PGC 2019*     2    100.00   100.5119   100.5112   100.5112   100.5116   8.7300
8.85%, PGC 2020*     1     50.00   100.5608   100.5608   100.5608   100.5608   8.7300
8.85%, PGC 2021*     1     50.00   100.5592   100.5592   100.5592   100.5592   8.7400
8.85%, PGC 2022*     1     50.00   100.7042   100.7042   100.7042   100.7042   8.7250
8.85%, PGC 2026*     2    100.00   100.5200   100.5200   100.5200   100.5200   8.7700
8.85%, PGC 2027*     2    100.00   100.5431   100.5431   100.5431   100.5431   8.7700
8.84%, RECL 2014*    5    750.00   100.1219   100.0910   100.1219   100.0951   8.7373
8.45%, RECL 2015*    1    100.00    99.3858    99.3858    99.3858    99.3858   8.7500
9.38%, RECL 2016*    1    200.00   101.7000   101.7000   101.7000   101.7000   8.7802
9.25%, RECL 2017*    4    250.00   101.8028   101.7281   101.7654   101.7654   8.7400
9.40%, RECL 2017*    7    900.00   102.3007   102.2272   102.2640   102.2498   8.7439
9.48%, RECL 2021*    1     50.00   104.2443   104.2443   104.2443   104.2443   8.7345
9.02%, RECL 2022A*   5    500.00   101.7881   101.6253   101.6253   101.7262   8.7395
Total               56   5350.00

State Government Development Loan
---------------------------------
9.23%, GUJ 2022      1    250.00   103.9311   103.9311   103.9311   103.9311   8.6000
8.93%, KER 2022      1    150.00   102.3300   102.3300   102.3300   102.3300   8.5723
8.90%, TN 2022       1    250.00   102.1211   102.1211   102.1211   102.1211   8.5700
8.92%, WB 2022       2    250.00   101.6500   101.6500   101.6500   101.6500   8.6615
Total                5    900.00


Treasury Bill
-------------
91-Days (maturing on) 
----------------------
Apr 11, 2013         3   1805.80    98.0608    98.0608    98.0608    98.0608   8.0201
Feb 21, 2013         4   1500.00    99.1094    99.1094    99.1094    99.1094   7.9998
Total                7   3305.80

182-Days (maturing on) 
----------------------
Jul 04, 2013         3   2100.00    96.3529    96.3397    96.3529    96.3472   7.9529
Total                3   2100.00


364-Days (maturing on) 
----------------------
Jan 09, 2014         1   1500.00    92.7525    92.7525    92.7525    92.7525   7.8569
Jun 14, 2013         1   1500.00    96.7467    96.7467    96.7467    96.7467   7.9700
Jul 26, 2013         1   1200.00    95.9107    95.9107    95.9107    95.9107   7.9400
Total                3   4200.00

* 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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