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NSE Wholesale Debt Market Trades-Oct 7
October 7, 2013 / 1:16 PM / 4 years ago

NSE Wholesale Debt Market Trades-Oct 7

Oct 7 (Reuters) - Below is a summary of Monday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                         Monday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       26,840.0           26,840.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             70              70

GOVERNMENT SECURITIES                                    Monday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       22,340.0           22,340.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             49              49

NON-GOVERNMENT SECURITIES                                Monday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        4,500.0            4,500.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             21              21

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
----------------------------
8.12%, 2020                        6,150.00                  8.77
7.16%, 2023                        4,350.00                  8.62
7.28%, 2019                        4,100.00                  8.69

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
9.50%, HDFC 2014                     750.00                 10.04

Corporate Debentures
--------------------
8.95%, HDFC 2014                     650.00                 10.01

Corporate Debentures
--------------------
10.18%, LICH 2016                    500.00                  9.74

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
-------------------------------------------------------------------------------------
Corporate Debentures
--------------------
8.95%, HDFC 2014*    1    650.00    99.3994    99.3994    99.3994    99.3994  10.0093
9.50%, HDFC 2014*    1    750.00    99.7618    99.7618    99.7618    99.7618  10.0413
9.53%, HDFC 2014*    1    250.00    99.8939    99.8939    99.8939    99.8939   9.1138
9.80%, HDFC 2014A*   1    250.00   100.0299   100.0299   100.0299   100.0299   9.7200
11.25%, HDFC 2018*   1     50.00   105.1831   105.1831   105.1831   105.1831   9.8500
10.18%, LICH 2016*   2    500.00   101.0632   101.0135   101.0632   101.0384   9.7400
10.60%, LICH 2016*   2    350.00   102.0830   101.9098   102.0830   101.9593   9.7700
Total                9   2800.00

Central Government Goi Dated Securities
---------------------------------------
7.83%, 2018          3   1000.00    97.1705    97.1705    97.1705    97.1705   8.6000
7.28%, 2019          3   4100.00    93.8300    93.7472    93.8000    93.7819   8.6918
8.12%, 2020          9   6150.00    96.6245    96.5000    96.5300    96.5818   8.7683
7.16%, 2023         13   4350.00    90.6650    90.4700    90.5400    90.5789   8.6188
8.20%, 2025          1    100.00    93.5700    93.5700    93.5700    93.5700   9.0920
8.28%, 2027          5   1640.00    94.8400    94.7600    94.8400    94.8231   8.9355
9.20%, 2030          1     50.00   101.1200   101.1200   101.1200   101.1200   9.0690
8.32%, 2032          1    250.00    92.2800    92.2800    92.2800    92.2800   9.1873
8.83%, 2041          1    150.00    96.3000    96.3000    96.3000    96.3000   9.1974
8.30%, 2042          4    500.00    90.5800    90.5500    90.5600    90.5640   9.2363
Total               41  18290.00

Institutions Non-Slr Bond
-------------------------
8.40%, EXIM 2018*    1    250.00    99.0394    99.0394    99.0394    99.0394   8.6325
9.37%, IDFC 2015*    1     50.00    99.9388    99.9388    99.9388    99.9388   9.4500
9.15%, IDFC 2016A*   1     50.00    99.0906    99.0906    99.0906    99.0906   9.5500
8.78%, NHB 2015*     1    500.00    99.6050    99.6050    99.6050    99.6050   8.9543
8.12%, NHB 2016*     1     50.00    97.4229    97.4229    97.4229    97.4229   9.2000
9.38%, SIDB 2015*    2    150.00    99.9404    99.9404    99.9404    99.9404   9.3500
Total                7   1050.00

Public Sector Unit Taxable Bond
-------------------------------
8.85%, NHPC 2018*    1     50.00    97.6578    97.6578    97.6578    97.6578   9.5000
8.35%, PFC 2016*     2    350.00    97.3437    97.2347    97.3437    97.3281   9.5071
8.85%, PGC 2016*     1     50.00    99.2552    99.2552    99.2552    99.2552   9.1300
9.45%, RECL 2016*    1    200.00    99.8780    99.8780    99.8780    99.8780   9.4683
Total                5    650.00

State Government Development Loan
---------------------------------
8.67%, KRN 2017      1    250.00    98.4600    98.4600    98.4600    98.4600   9.1537
Total                1    250.00


Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Dec 05, 2013         1    250.00    98.5360    98.5360    98.5360    98.5360   9.3500
Dec 12, 2013         1    750.00    98.3674    98.3674    98.3674    98.3674   9.3198
Dec 19, 2013         1   1000.00    98.1947    98.1947    98.1947    98.1947   9.3201
Total                3   2000.00


Treasury Bill 
------------- 
182-Days (maturing on) 
----------------------
Mar 27, 2014         1    250.00    95.9254    95.9254    95.9254    95.9254   9.1200
Total                1    250.00


Treasury Bill
-------------
364-Days (maturing on) 
----------------------
May 01, 2014         1     50.00    95.0360    95.0360    95.0360    95.0360   9.3000
Jan 09, 2014         1   1000.00    97.6707    97.6707    97.6707    97.6707   9.3599
Dec 12, 2013         1    500.00    98.3622    98.3622    98.3622    98.3622   9.3500
Total                3   1550.00

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

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