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NSE Wholesale Debt Market Trades-Aug 27
August 27, 2013 / 1:27 PM / 4 years ago

NSE Wholesale Debt Market Trades-Aug 27

Aug 27 (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               :       42,911.7           93,875.2
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :            149              241

GOVERNMENT SECURITIES                                   Tuesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       28,755.1           69,155.1
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             45              88

NON-GOVERNMENT SECURITIES                               Tuesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       14,156.6           24,720.1
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :            104              153

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Cash Management Bill
--------------------
48-Days (maturing on)
--------------------- 
Oct 14, 2013                       6,500.00                 11.73


Treasury Bill
-------------
364-Days (maturing on) 
----------------------
Feb 06, 2014                       3,850.00                 11.13


Treasury Bill
-------------
364-Days (maturing on) 
----------------------
Dec 26, 2013                       2,000.00                 11.22

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
9.00%, LICH 2017                   4,000.00                  9.18

Institutions Non-Slr Bond
-------------------------
9.15%, IDFC 2016A                  1,750.00                 10.40


Public Sector Unit Taxable Bond
-------------------------------
8.84%, RECL 2014                     900.00                 10.93

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
--------------------
9.25%, HDFC 2018*    4    290.00    96.2306    96.2306    96.2306    96.2306  10.3000
9.60%, HIND 2022*    1    150.00    97.3605    97.3605    97.3605    97.3605  10.0500
9.50%, LICH 2016*    3    150.00    97.5008    97.3927    97.3927    97.4641  10.5967
9.55%, LICH 2016*    1    100.00    97.0735    97.0735    97.0735    97.0735  10.6000
9.70%, LICH 2016*    1     50.00    97.4924    97.4924    97.4924    97.4924  10.6000
9.00%, LICH 2017*    3   4000.00    99.3209    99.3109    99.3209    99.3159   9.1832
8.40%, LICH 2018*    4    500.00    93.2777    92.8974    92.8974    93.0876  10.2750
11.45%, RIL 2013*    2    650.00    99.5168    99.5168    99.5168    99.5168  12.9913
11.45%, RIL 2013A*   1    600.00    99.5168    99.5168    99.5168    99.5168  12.9913
Total               20   6490.00

Corporate Deep Discount Debentures
----------------------------------
CITI 2013I (RESET)  39     76.60   118.2300   118.2300   118.2300   118.2300  15.1379
0.00%, HDFC 2016*    2    200.00   121.0996   121.0996   121.0996   121.0996  10.2855
Total               41    276.60

Central Government Goi Dated Securities
---------------------------------------
7.59%, 2016          1    300.00    96.3100    96.3100    96.3100    96.3100   9.1988
8.12%, 2020          1    550.00    95.8100    95.8100    95.8100    95.8100   8.9102
8.19%, 2020          1    550.00    96.1100    96.1100    96.1100    96.1100   9.0010
8.15%, 2022A         2   1500.00    96.2000    96.2000    96.2000    96.2000   8.7759
7.16%, 2023          4    500.00    92.0000    91.1200    91.1750    91.2320   8.5000
9.15%, 2024          1    100.00   100.9000   100.9000   100.9000   100.9000   9.0172
8.20%, 2025          3    350.00    95.2500    94.8500    95.2500    95.0579   8.8738
8.33%, 2026          3    350.00    96.7400    95.7588    95.7588    96.1165   8.8392
8.97%, 2030          1     50.00   101.0000   101.0000   101.0000   101.0000   8.8532
8.32%, 2032          1     50.00    95.1000    95.1000    95.1000    95.1000   8.8572
Total               18   4300.00

Institutions Non-Slr Bond
-------------------------
9.50%, EXIM 2013*    1    200.00    98.9890    98.9890    98.9890    98.9890  12.7893
8.10%, EXIM 2015*    1    100.00    96.6798    96.6798    96.6798    96.6798  10.1000
9.32%, EXIM 2015*    1    450.00    98.5222    98.5222    98.5222    98.5222  10.2000
9.35%, EXIM 2016*    1    150.00    98.0385    98.0385    98.0385    98.0385  10.1000
9.82%, IDFC 2013*    1    250.00    99.1765    99.1765    99.1765    99.1765  11.9940
9.15%, IDFC 2016A*   5   1750.00    97.2742    97.2742    97.2742    97.2742  10.4000
8.49%, IDFC 2016B*   1     50.00    95.5995    95.5995    95.5995    95.5995  10.4000
9.82%, IDFC 2017*    1    250.00    99.1765    99.1765    99.1765    99.1765   9.9933
9.38%, NBRD 2014*    2    200.00    98.5375    98.5282    98.5282    98.5329  10.9050
9.6550%, NBRD 2014*  1    100.00    98.6548    98.6548    98.6548    98.6548  10.9100
9.40%, NBRD 2015*    2    350.00    98.9611    98.6439    98.6439    98.8252  10.0909
9.50%, NBRD 2015*    1    100.00    98.8351    98.8351    98.8351    98.8351  10.2000
9.38%, NBRD 2015A*   1    250.00    98.0785    98.0785    98.0785    98.0785  10.8500
8.65%, NBRD 2016*    1    250.00    98.4039    98.4039    98.4039    98.4039   9.3713
8.12%, NHB 2016*     4    250.00    95.5012    95.4981    95.5012    95.4987  10.0000
9.38%, SIDB 2014A*   1    250.00    97.9177    97.9177    97.9177    97.9177  11.0500
9.55%, SIDB 2015     1     40.00    98.9376    98.9376    98.9376    98.9376  10.2500
Total               26   4990.00

Public Sector Unit Taxable Bond
-------------------------------
8.83%, IRFC 2023*    3    100.00    96.7168    96.7168    96.7168    96.7168   9.3400
8.27%, PFC 2016*     1    100.00    95.2667    95.2667    95.2667    95.2667  10.2500
8.91%, PFC 2017*     1    200.00    96.0646    96.0646    96.0646    96.0646  10.1000
9.28%, PFC 2017*     1     50.00    97.1108    97.1108    97.1108    97.1108  10.1000
8.72%, PFC 2018*     1     50.00    95.3185    95.3185    95.3185    95.3185  10.0400
8.95%, PFC 2018*     4    650.00    96.0505    96.0162    96.0162    96.0241  10.0477
10.10%, PGC 2015*    1     50.00    99.2937    99.2937    99.2937    99.2937  10.5000
10.90%, RECL 2013A   1    250.00    99.7995    99.7995    99.7995    99.7995  12.5633
8.84%, RECL 2014*    3    900.00    97.8780    97.7477    97.7477    97.8201  10.9278
8.82%, RECL 2023*    1     50.00    95.9408    95.9408    95.9408    95.9408   9.4600
Total               17   2400.00

State Government Development Loan
---------------------------------
9.72%, HARY 2023     1    490.00   100.5697   100.5697   100.5697   100.5697   9.6300
Total                1    490.00


Cash Management Bill
--------------------
27-Days (maturing on)
--------------------- 
Sep 17, 2013         1    415.10    99.4009    99.4009    99.4009    99.4009  10.9995
Total                1    415.10


Cash Management Bill
--------------------
35-Days (maturing on)
--------------------- 
Sep 17, 2013         1    100.00    99.4014    99.4014    99.4014    99.4014  10.9902
Total                1    100.00


Cash Management Bill
--------------------
48-Days (maturing on)
--------------------- 
Oct 14, 2013         3   6500.00    98.5158    98.4970    98.4970    98.5117  11.7331
Total                3   6500.00



Treasury Bill
-------------
91-Days (maturing on) 
----------------------
Sep 12, 2013         1   1000.00    99.5622    99.5622    99.5622    99.5622  10.7000
Total                1   1000.00


364-Days (maturing on) 
----------------------
May 01, 2014         1     50.00    93.2736    93.2736    93.2736    93.2736  10.6999
Nov 01, 2013         1   1500.00    97.9504    97.9504    97.9504    97.9504  11.7501
Feb 06, 2014         4   3850.00    95.4258    95.2443    95.2443    95.2914  11.1331
Sep 06, 2013         1    550.00    99.7381    99.7381    99.7381    99.7381  10.6494
Nov 15, 2013         1    250.00    97.6229    97.6229    97.6229    97.6229  11.2502
Apr 17, 2014         1   1500.00    93.6320    93.6320    93.6320    93.6320  10.7000
Oct 18, 2013         2   1500.00    98.3712    98.3712    98.3712    98.3712  11.8501
Feb 20, 2014         2   1350.00    95.0719    94.8545    95.0719    95.0155  10.8796
Mar 20, 2014         1    400.00    94.2329    94.2329    94.2329    94.2329  10.9501
Jan 23, 2014         1   1450.00    95.7202    95.7202    95.7202    95.7202  11.0268
Jul 24, 2014         2   1500.00    91.5946    91.5946    91.5946    91.5946  10.1500
Dec 26, 2013         2   2000.00    96.4486    96.4333    96.4486    96.4410  11.2250
May 29, 2014         1     50.00    92.5649    92.5649    92.5649    92.5649  10.7000
Total               20  15950.00

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

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