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NSE Wholesale Debt Market Trades-Jul 16
July 16, 2012 / 12:52 PM / 5 years ago

NSE Wholesale Debt Market Trades-Jul 16

Jul 16 (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               :       58,950.0           58,950.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :            185              185

GOVERNMENT SECURITIES                                    Monday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       47,400.0           47,400.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :            123              123

NON-GOVERNMENT SECURITIES                                Monday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       11,550.0           11,550.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             62              62

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
----------------------------
9.15%, 2024                        9,150.00                  8.30
8.15%, 2022A                       6,800.00                  8.03

Treasury Bill 
-------------
364-Days (maturing on) 
----------------------
Jul 12, 2013                       7,200.00                  7.91

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
-------------------------
9.45%, EXIM 2014                   1,500.00                  9.49

Public Sector Unit Taxable Bond
-------------------------------
9.35%, RECL 2022                   1,350.00                  9.31

Public Sector Unit Taxable Bond
-------------------------------
9.52%, PFC 2017                    1,050.00                  9.25

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
--------------------
8.40%, CAI 2012*     2    250.00    99.5718    99.5718    99.5718    99.5718   9.8805
9.90%, HDFC 2012*    1    200.00    99.9528    99.9528    99.9528    99.9528   9.7186
9.85%, HDFC 2015*    1    250.00   100.5000   100.5000   100.5000   100.5000   9.6200
9.55%, HDFC 2017*    5    950.00    99.9504    99.8756    99.9504    99.8974   9.5642
9.70%, HDFC 2017A*   1    100.00   100.5045   100.5045   100.5045   100.5045   9.5500
9.50%, HDFC 2022B*   2    200.00   100.2672   100.2672   100.2672   100.2672   9.4500
9.55%, HIND 2022*    1     50.00    99.3881    99.3881    99.3881    99.3881   9.6316
9.40%, LICH 2012*    1    150.00    99.7761    99.7761    99.7761    99.7761   9.6528
9.97%, LICH 2013*    2    750.00    99.9979    99.9832    99.9979    99.9930   9.7654
8.40%, LICH 2013A*   1    500.00    98.4683    98.4683    98.4683    98.4683   9.7815
9.80%, LICH 2015B*   1     50.00   100.2350   100.2350   100.2350   100.2350   9.6500
Total               18   3450.00

Corporate Deep Discount Debentures
----------------------------------
0.00%, HDFC 2012*    1    250.00   124.3082   124.3082   124.3082   124.3082   9.1621
Total                1    250.00

Central Government Goi Dated Securities
---------------------------------------
8.07%, 2017A         2    500.00   100.3800   100.3700   100.3800   100.3750   7.9756
8.19%, 2020         23   6100.00   100.5100   100.1000   100.4800   100.2670   8.1417
7.80%, 2021          4   3250.00    97.2000    97.1700    97.2000    97.1815   8.2561
8.79%, 2021          5    500.00   103.7600   103.3900   103.5300   103.6090   8.2243
8.15%, 2022A        19   6800.00   100.9000   100.6500   100.7750   100.7851   8.0316
9.15%, 2024         26   9150.00   106.7700   106.2000   106.7100   106.4783   8.2979
8.33%, 2026          5   2300.00   101.2100   101.0000   101.1800   101.1137   8.1943
8.28%, 2027          8   1700.00    99.4200    98.9000    99.4100    99.3250   8.3570
8.97%, 2030         14   3250.00   104.8200   104.3500   104.8200   104.7546   8.4540
8.28%, 2032          4   1550.00    98.1500    98.1500    98.1500    98.1500   8.4740
8.83%, 2041          1     50.00   102.6500   102.6500   102.6500   102.6500   8.5803
Total              111  35150.00

Institutions Non-Slr Bond
-------------------------
9.45%, EXIM 2014*    2   1500.00    99.9010    99.9010    99.9010    99.9010   9.4931
8.45%, EXIM 2015*    1    200.00    97.9009    97.9009    97.9009    97.9009   9.2224
9.32%, EXIM 2015*    3    250.00   100.3885   100.1642   100.3885   100.2091   9.2320
8.45%, EXIM 2015A*   1    800.00    97.8185    97.8185    97.8185    97.8185   9.2235
9.30%, EXIM 2022B*   2    100.00   100.5991   100.4727   100.5991   100.5359   9.2000
9.50%, IDFC 2013*    1    250.00    99.9048    99.9048    99.9048    99.9048   9.5669
9.75%, IDFC 2014*    1    250.00   100.2238   100.2238   100.2238   100.2238   9.6142
9.40%, NHB 2015      2     50.00   100.2685   100.2685   100.2685   100.2685   9.2138
7.65%, SIDB 2013*    1    150.00    98.5507    98.5507    98.5507    98.5507   9.1945
Total               14   3550.00

Public Sector Unit Taxable Bond
-------------------------------
9.64%, PFC 2014*     1     50.00   100.4248   100.4248   100.4248   100.4248   9.3800
9.55%, PFC 2015*     1    250.00   100.2865   100.2865   100.2865   100.2865   9.3539
9.41%, PFC 2016*     1    250.00   100.1293   100.1293   100.1293   100.1293   9.3432
9.52%, PFC 2017*     6   1050.00   100.2301   100.1631   100.1631   100.1760   9.2483
7.90%, RECL 2012*    1    100.00    99.5953    99.5953    99.5953    99.5953   9.4293
8.35%, RECL 2014*    1    400.00    98.2596    98.2596    98.2596    98.2596   9.2500
9.43%, RECL 2014*    1    400.00   100.2732   100.2732   100.2732   100.2732   9.2500
9.48%, RECL 2021*    4    450.00   101.0438   100.6250   101.0438   100.8045   9.3305
9.35%, RECL 2022*   13   1350.00   100.3765   100.0608   100.3133   100.1637   9.3137
Total               29   4300.00

State Government Development Loan
---------------------------------
9.15%, KER 2022      2    150.00   101.7605   101.7605   101.7605   101.7605   8.8750
Total                2    150.00

Treasury Bill 
-------------
364-Days (maturing on) 
----------------------
Aug 10, 2012         1   1100.00    99.4683    99.4683    99.4683    99.4683   8.1295
Jul 12, 2013         4   7200.00    92.7715    92.7375    92.7715    92.7668   7.9055
Jul 27, 2012         1   1000.00    99.7772    99.7772    99.7772    99.7772   8.1504
Jun 28, 2013         3   2650.00    93.0330    92.9838    93.0330    93.0080   7.9305
Dec 28, 2012         1    150.00    96.4674    96.4674    96.4674    96.4674   8.1501
Total               10  12100.00

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

Contact Mumbai Rate Reporting Unit:
+91 22 6180 7222, rru.data@thomsonreuters.com

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