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NSE Wholesale Debt Market Trades-Mar 7
March 7, 2014 / 1:17 PM / 4 years ago

NSE Wholesale Debt Market Trades-Mar 7

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


TOTAL WDM TRADES                                         Friday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       13,235.0           109,598.7
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             52              278

GOVERNMENT SECURITIES                                    Friday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :        7,785.0           61,969.7
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             25              152

NON-GOVERNMENT SECURITIES                                Friday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        5,450.0           47,629.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             27              126

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
----------------------------
7.17%, 2015                        1,000.00                  8.62

Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Oct 02, 2014                       1,425.00                  9.02
Mar 05, 2015                       1,010.00                  8.95


TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
9.60%, LICH 2019B                  1,000.00                  9.66

Institutions Non-Slr Bond
-------------------------
9.50%, NHB 2015                      750.00                  9.64

Institutions Non-Slr Bond
-------------------------
8.83%, NBRD 2015                     500.00                  9.28

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
-------------------------------------------------------------------------------------
Corporate Debentures
--------------------
9.95%, LICH 2014*    1    250.00    99.8076    99.8076    99.8076    99.8076  10.3830
9.55%, LICH 2018*    2    500.00    99.6200    99.6200    99.6200    99.6200   9.6214
9.60%, LICH 2019B*   1   1000.00    99.7165    99.7165    99.7165    99.7165   9.6569
9.23%, LICH 2022*    1     50.00    96.0776    96.0776    96.0776    96.0776   9.9000
Total                5   1800.00

Central Government Goi Dated Securities
---------------------------------------
6.07%, 2014          1    500.00    99.4300    99.4300    99.4300    99.4300   9.2352
7.17%, 2015          1   1000.00    98.2825    98.2825    98.2825    98.2825   8.6203
8.12%, 2020          2    800.00    94.8200    94.8200    94.8200    94.8200   9.1613
8.83%, 2023          1    250.00   100.0950   100.0950   100.0950   100.0950   8.8116
8.97%, 2030          2    150.00    97.8632    97.8632    97.8632    97.8632   9.2200
8.28%, 2032          1    250.00    91.9005    91.9005    91.9005    91.9005   9.2100
8.32%, 2032          7    850.00    92.1653    92.0827    92.1653    92.1410   9.2129
Total               15   3800.00

Institutions Non-Slr Bond
-------------------------
9.70%, EXIM 2018*    1     50.00    99.8484    99.8484    99.8484    99.8484   9.7100
9.44%, IDFC 2014*    1    100.00    99.7118    99.7118    99.7118    99.7118   9.8442
9.65%, NBRD 2014D*   2    250.00    99.7703    99.7703    99.7703    99.7703   9.8608
8.83%, NBRD 2015*    1    500.00    99.2335    99.2335    99.2335    99.2335   9.2836
8.83%, NBRD 2015A*   1    350.00    99.2366    99.2366    99.2366    99.2366   9.2811
9.50%, NHB 2015*     2    750.00    99.7589    99.7589    99.7589    99.7589   9.6416
Total                8   2000.00

Public Sector Unit Taxable Bond
-------------------------------
8.90%, PFC 2014A*    1     50.00    99.3220    99.3220    99.3220    99.3220   9.7580
9.46%, PFC 2015*     1    250.00    99.8388    99.8388    99.8388    99.8388   9.5600
8.27%, PFC 2016*     2    150.00    97.1169    97.0678    97.0678    97.1005   9.6867
8.35%, PFC 2016*     1    100.00    97.4124    97.4124    97.4124    97.4124   9.6800
9.62%, PFC 2016*     1    250.00    99.7243    99.7243    99.7243    99.7243   9.7000
8.84%, RECL 2014*    2    250.00    99.2819    99.2819    99.2819    99.2819   9.9337
7.85%, RECL 2016*    2    250.00    97.3027    97.3027    97.3027    97.3027   9.3558
9.28%, RECL 2017*    1    150.00    99.1920    99.1920    99.1920    99.1920   9.5900
9.38%, RECL 2018*    2    150.00    98.5094    98.5094    98.5094    98.5094   9.7600
9.61%, RECL 2019*    1     50.00    99.3959    99.3959    99.3959    99.3959   9.7500
Total               14   1650.00

State Government Development Loan
---------------------------------
9.77%, GOA 2024      1    100.00   100.4325   100.4325   100.4325   100.4325   9.7000
9.37%, GUJ 2023      1    100.00    98.5386    98.5386    98.5386    98.5386   9.6000
9.75%, GUJ 2024      1    100.00   100.9403   100.9403   100.9403   100.9403   9.6000
9.39%, TN 2023       1    100.00    98.7294    98.7294    98.7294    98.7294   9.5900
Total                4    400.00


Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Oct 02, 2014         2   1425.00    95.1559    95.1559    95.1559    95.1559   9.0199
Mar 05, 2015         2   1010.00    91.8886    91.8886    91.8886    91.8886   8.9500
Jul 24, 2014         1    400.00    96.7205    96.7205    96.7205    96.7205   9.1000
Nov 27, 2014         1    750.00    93.9128    93.9128    93.9128    93.9128   9.0299
Total                6   3585.00

* 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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