August 13, 2014 / 1:07 PM / 3 years ago

NSE Wholesale Debt Market Trades-Aug 13

Aug 13 (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               :       29,803.4           73,549.5
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             67              176

GOVERNMENT SECURITIES                                 Wednesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       22,158.4           50,485.5
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             41              103

NON-GOVERNMENT SECURITIES                             Wednesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        7,645.0           23,064.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             26              73

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
----------------------------
7.02%, 2016                        3,400.00                  8.48
8.83%, 2023                        2,716.50                  8.80
8.60%, 2028                        2,100.00                  8.79

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
9.96%, LICH 2014                   1,350.00                  8.98

Public Sector Unit Taxable Bond
-------------------------------
9.58%, PFC 2015                    1,250.00                  9.28

Public Sector Unit Taxable Bond
-------------------------------
9.95%, FCI 2022                    1,100.00                  9.39

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
--------------------
9.96%, LICH 2014*    1   1350.00   100.0689   100.0689   100.0689   100.0689   8.9838
9.74%, LICH 2016*    1    100.00   100.4324   100.4324   100.4324   100.4324   9.4500
8.64%, LICH 2016A*   2    100.00    98.6669    98.6669    98.6669    98.6669   9.4500
9.51%, LICH 2019*    1    150.00    99.9921    99.9921    99.9921    99.9921   9.5000
9.92%, TCFS 2014*    1    750.00   100.0639   100.0639   100.0639   100.0639   8.1660
Total                6   2450.00

Corporate Deep Discount Debentures
----------------------------------
0.00%, GCP 2014A*    1    500.00   117.5526   117.5526   117.5526   117.5526   9.5678
Total                1    500.00

NBFC Perpetual Bond
-------------------
CHOIV (RESET)        1     45.00    99.3300    99.3300    99.3300    99.3300  12.9968
Total                1     45.00

Central Government Goi Dated Securities
---------------------------------------
7.02%, 2016          3   3400.00    97.3613    97.3538    97.3613    97.3564   8.4785
7.28%, 2019          4   2077.00    94.5000    94.4000    94.4800    94.4916   8.7029
8.27%, 2020          1    100.00    98.1600    98.1600    98.1600    98.1600   8.6748
8.35%, 2022          2    350.00    96.9950    96.9900    96.9900    96.9914   8.8913
8.83%, 2023          7   2716.50   100.3200    99.8800   100.3200   100.1460   8.8029
8.40%, 2024          1   1000.00    99.0300    99.0300    99.0300    99.0300   8.5456
8.20%, 2025          1     50.00    94.9800    94.9800    94.9800    94.9800   8.9191
8.33%, 2026          1    100.00    95.8300    95.8300    95.8300    95.8300   8.9033
8.60%, 2028          7   2100.00    98.7100    98.4200    98.7100    98.5121   8.7854
8.28%, 2032          1     50.00    94.4664    94.4664    94.4664    94.4664   8.9100
Total               28  11943.50

Institutions Non-Slr Bond
-------------------------
9.35%, IDFC 2015*    1    500.00   100.4922   100.4922   100.4922   100.4922   8.8041
9.36%, IDFC 2015*    1    250.00   100.1670   100.1670   100.1670   100.1670   9.1655
9.70%, NBRD 2016*    1     50.00   101.0382   101.0382   101.0382   101.0382   9.0000
Total                3    800.00

Public Sector Unit Taxable Bond
-------------------------------
9.95%, FCI 2022*     7   1100.00   102.8900   102.6300   102.8900   102.7968   9.3884
9.58%, PFC 2015*     3   1250.00   100.2636   100.2633   100.2633   100.2634   9.2800
9.16%, PFC 2016*     1    250.00    99.8100    99.8100    99.8100    99.8100   9.2493
9.27%, RECL 2016*    3   1050.00   100.0595    99.9900   100.0595   100.0032   9.2522
9.52%, RECL 2017*    1    200.00   100.4137   100.4137   100.4137   100.4137   9.2800
Total               15   3850.00

State Government Development Loan
---------------------------------
9.50%, GUJ 2023      1    150.00   102.8563   102.8563   102.8563   102.8563   9.0300
9.75%, GUJ 2024      1     50.00   104.5313   104.5313   104.5313   104.5313   9.0300
9.39%, MAH 2023      1     14.90   102.0768   102.0768   102.0768   102.0768   9.0500
9.25%, RAJ 2023      1    100.00   101.3290   101.3290   101.3290   101.3290   9.0300
Total                4    314.90


Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Nov 06, 2014         1   1000.00    98.0592    98.0592    98.0592    98.0592   8.6001
Oct 30, 2014         1    250.00    98.2181    98.2181    98.2181    98.2181   8.5999
Total                2   1250.00

Treasury Bill
-------------
182-Days (maturing on) 
----------------------
Jan 01, 2015         1    950.00    96.7798    96.7798    96.7798    96.7798   8.6749
Jan 29, 2015         1    500.00    96.1668    96.1668    96.1668    96.1668   8.6600
Total                2   1450.00

Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Feb 05, 2015         1    950.00    96.0068    96.0068    96.0068    96.0068   8.6751
Jul 09, 2015         1    250.00    92.7399    92.7399    92.7399    92.7399   8.6851
Jan 22, 2015         1   2000.00    96.3145    96.3145    96.3145    96.3145   8.6750
Jul 23, 2015         1   2000.00    92.4463    92.4463    92.4463    92.4463   8.6950
Dec 25, 2014         1   2000.00    96.9598    96.9598    96.9598    96.9598   8.6050
Total                5   7200.00

 (*) 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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