February 5, 2015 / 1:12 PM / 3 years ago

NSE Wholesale Debt Market Trades-Feb 5

Feb 5 (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               :       19,963.4           123,532.4
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             48              327

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       17,569.4           75,829.4
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             32              173

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        2,394.0           47,703.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             16              154

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
----------------------------
8.27%, 2020                        3,000.00                  7.72

Treasury Bill 
-------------
182-Days (maturing on) 
----------------------
Jul 16, 2015                       3,000.00                  8.14

Treasury Bill 
-------------
364-Days (maturing on) 
----------------------
Oct 06, 2015                       3,000.00                  8.08

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
-------------------------
8.43%, IDFC 2017                     800.00                  8.63

Institutions Non-Slr Bond
-------------------------
9.50%, EXIM 2018                     500.00                  8.21

Public Sector Unit Taxable Bond
-------------------------------
8.56%, RECL 2019                     300.00                  8.28

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
----------
9.20%, OBC 2024*     1    100.00   103.9222   103.9222   103.9222   103.9222   8.5700
Total                1    100.00

Corporate Debentures
--------------------
9.43%, HDFC 2016*    1    100.00   100.6267   100.6267   100.6267   100.6267   8.9000
8.28%, LICH 2015*    1    100.00    99.5560    99.5560    99.5560    99.5560   9.2479
8.72%, NABH 2018*    1    240.00   100.2696   100.2696   100.2696   100.2696   8.6000
9.32%, TPOW 2017*    1     50.00   100.3098   100.3098   100.3098   100.3098   9.1500
Total                4    490.00

Corporate Deep Discount Debentures
----------------------------------
DIIP 2015B (RESET)   2      4.00   194.1697   193.0064   194.1697   193.5881   0.0000
Total                2      4.00

Central Government Goi Dated Securities
---------------------------------------
7.59%, 2016          1   1500.00    99.6835    99.6835    99.6835    99.6835   7.8600
8.27%, 2020          4   3000.00   102.3800   102.3300   102.3300   102.3458   7.7219
8.35%, 2022          1     50.00   103.2800   103.2800   103.2800   103.2800   7.7480
8.40%, 2024          5   2650.00   104.6600   104.6400   104.6600   104.6520   7.6990
8.20%, 2025          1    350.00   103.1200   103.1200   103.1200   103.1200   7.7615
8.15%, 2026          2    500.00   103.9100   103.9000   103.9000   103.9030   7.6398
8.24%, 2027          1    100.00   103.7600   103.7600   103.7600   103.7600   7.7531
8.60%, 2028          2    900.00   107.3000   107.2650   107.2650   107.2844   7.7131
9.20%, 2030          2    750.00   112.7800   112.7800   112.7800   112.7800   7.7724
8.83%, 2041          2    150.00   112.4795   112.3557   112.3557   112.3970   7.7267
8.30%, 2042          1    250.00   107.0000   107.0000   107.0000   107.0000   7.6862
9.23%, 2043          2    500.00   116.9500   116.9000   116.9000   116.9300   7.7520
Total               24  10700.00

Institutions Non-Slr Bond
-------------------------
9.50%, EXIM 2018*    1    500.00   103.8510   103.8510   103.8510   103.8510   8.2100
8.43%, IDFC 2017*    4    800.00    99.4424    99.4424    99.4424    99.4424   8.6300
Total                5   1300.00

Public Sector Unit Taxable Bond
-------------------------------
9.43%, IRFC 2018*    1     50.00   103.8128   103.8128   103.8128   103.8128   8.0803
8.65%, PFC 2024*     1    100.00   102.1561   102.1561   102.1561   102.1561   8.3116
8.20%, PGC 2030*     1     50.00    99.7672    99.7672    99.7672    99.7672   8.2200
8.56%, RECL 2019*    1    300.00   100.9871   100.9871   100.9871   100.9871   8.2800
Total                4    500.00

State Government Development Loan
---------------------------------
8.80%, AP 2022       1    284.70   103.9386   103.9386   103.9386   103.9386   8.1000
9.14%, KRN 2024      1    250.00   106.8230   106.8230   106.8230   106.8230   8.0800
8.91%, MAH 2022      1     50.00   104.5104   104.5104   104.5104   104.5104   8.1000
8.85%, MAH 2022A     1     50.00   104.1996   104.1996   104.1996   104.1996   8.1000
Total                4    634.70

Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
May 07, 2015         1    117.10    98.0063    98.0063    98.0063    98.0063   8.2500
Total                1    117.10

Treasury Bill 
-------------
182-Days (maturing on) 
----------------------
Jul 16, 2015         1   3000.00    96.5547    96.5547    96.5547    96.5547   8.1400
Total                1   3000.00

Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Feb 04, 2016         1    117.60    92.6387    92.6387    92.6387    92.6387   7.9900
Oct 06, 2015         1   3000.00    94.9123    94.9123    94.9123    94.9123   8.0849
Total                2   3117.60

(*) 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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