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NSE Wholesale Debt Market Trades-Mar 7
March 7, 2013 / 12:51 PM / 5 years ago

NSE Wholesale Debt Market Trades-Mar 7

Mar 7 (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               :       37,280.0           130,722.1
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :            101              350

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       28,700.0           103,752.1
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             62              226

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        8,580.0           26,970.0
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             39              124

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
----------------------------
8.33%, 2026                        7,400.00                  7.95
8.15%, 2022A                       4,600.00                  7.86
7.99%, 2017                        4,200.00                  7.89

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
-------------------------
9.20%, NBRD 2016                   2,000.00                  9.20

Institutions Non-Slr Bond
-------------------------
8.95%, NHB 2015                      500.00                  8.92

Corporate Debentures
--------------------
9.62%, HDFC 2014                     500.00                  9.52

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
----------
8.95%, BOB 2016*     1    100.00   100.2255   100.2255   100.2255   100.2255   8.8546
7.60%, ICIC 2015     1     30.00    97.0299    97.0299    97.0299    97.0299   8.8151
Total                2    130.00

Corporate Debentures
--------------------
9.55%, HDFC 2013*    1    500.00    99.8885    99.8885    99.8885    99.8885  10.4705
9.97%, HDFC 2013*    1    500.00    99.8279    99.8279    99.8279    99.8279   9.8703
9.62%, HDFC 2014*    1    500.00   100.0750   100.0750   100.0750   100.0750   9.5157
9.55%, HDFC 2015*    1    250.00   100.3867   100.3867   100.3867   100.3867   9.3200
9.80%, LICH 2014A*   1    100.00   100.3523   100.3523   100.3523   100.3523   9.4400
9.80%, LICH 2014B*   1    250.00   100.3749   100.3749   100.3749   100.3749   9.4994
9.39%, LICH 2015*    1    250.00   100.0397   100.0397   100.0397   100.0397   9.3600
2.00%, TML 2014*     1    350.00   126.4418   126.4418   126.4418   126.4418   8.8282
Total                8   2700.00

Corporate Deep Discount Debentures
----------------------------------
0.00%, HDFC 2013*    1    300.00   121.7981   121.7981   121.7981   121.7981   9.6092
Total                1    300.00

Central Government Goi Dated Securities
---------------------------------------
6.07%, 2014          1   2500.00    98.0800    98.0800    98.0800    98.0800   7.7837
7.99%, 2017          9   4200.00   100.3900   100.3400   100.3600   100.3602   7.8856
8.07%, 2017A         1    500.00   100.8050   100.8050   100.8050   100.8050   7.8417
7.83%, 2018          2    550.00    99.6900    99.6700    99.6700    99.6882   7.9028
8.12%, 2020          1    100.00   101.6200   101.6200   101.6200   101.6200   7.8339
8.19%, 2020          1    200.00   101.3600   101.3600   101.3600   101.3600   7.9259
8.79%, 2021          3    700.00   105.0200   105.0100   105.0100   105.0171   7.9741
8.13%, 2022          1    300.00   100.9500   100.9500   100.9500   100.9500   7.9850
8.15%, 2022A         7   4600.00   101.9200   101.8400   101.8450   101.8828   7.8570
8.20%, 2025          5   1450.00   102.0600   101.9850   101.9850   101.9982   7.9446
8.33%, 2026         12   7400.00   103.1500   103.0800   103.0800   103.1084   7.9456
8.97%, 2030          1    100.00   107.9300   107.9300   107.9300   107.9300   8.1165
8.30%, 2040          1     50.00   102.2100   102.2100   102.2100   102.2100   8.0962
8.83%, 2041          2    100.00   107.7000   107.7000   107.7000   107.7000   8.1315
Total               47  22750.00

Institutions Non-Slr Bond
-------------------------
9.35%, EXIM 2014*    1    150.00   100.3189   100.3189   100.3189   100.3189   9.0000
8.10%, EXIM 2015*    1     50.00    98.4083    98.4083    98.4083    98.4083   8.8400
8.45%, EXIM 2015A*   1    200.00    99.0410    99.0410    99.0410    99.0410   8.8400
8.88%, EXIM 2022*    1     50.00   100.0681   100.0681   100.0681   100.0681   8.8500
8.93%, EXIM 2022*    2    150.00   100.4098   100.4098   100.4098   100.4098   8.8500
8.94%, EXIM 2022*    2    150.00   100.4869   100.4869   100.4869   100.4869   8.8500
8.76%, EXIM 2023*    1    150.00    99.4654    99.4654    99.4654    99.4654   8.8350
9.75%, IDFC 2014*    1    250.00   100.5078   100.5078   100.5078   100.5078   9.2835
9.8990%, IDFC 2017*  1    250.00    99.8433    99.8433    99.8433    99.8433   9.9002
9.20%, NBRD 2016*    1   2000.00   100.0000   100.0000   100.0000   100.0000   9.1953
9.40%, NBRD 2016A*   1    150.00   101.3369   101.3369   101.3369   101.3369   8.9000
8.95%, NHB 2015*     1    500.00    99.9608    99.9608    99.9608    99.9608   8.9186
9.40%, NHB 2015*     2    300.00   100.7690   100.7668   100.7690   100.7686   8.8980
9.42%, SIDB 2016*    1    250.00   101.4735   101.4735   101.4735   101.4735   8.8800
Total               17   4600.00

Public Sector Unit Taxable Bond
-------------------------------
9.55%, PFC 2015*     1    150.00   100.9164   100.9164   100.9164   100.9164   8.9600
8.85%, PGC 2019*     1    150.00    99.9903    99.9903    99.9903    99.9903   8.8300
8.80%, PGC 2020*     1    100.00    99.3952    99.3952    99.3952    99.3952   8.8900
8.85%, PGC 2020*     5    250.00   100.0415    99.9875   100.0415   100.0307   8.8220
8.84%, PGC 2020A*    1    100.00    99.6113    99.6113    99.6113    99.6113   8.8900
9.35%, PGC 2021*     1     50.00   102.9425   102.9425   102.9425   102.9425   8.8200
9.30%, PGC 2023A*    1     50.00   103.0475   103.0475   103.0475   103.0475   8.8200
Total               11    850.00

State Government Development Loan
---------------------------------
8.64%, AP 2023       2    250.00   100.3797   100.3797   100.3797   100.3797   8.5825
8.93%, KER 2022A     1    100.00   102.0804   102.0804   102.0804   102.0804   8.6075
8.62%, MAH 2023A     2    100.00   100.3600   100.3400   100.3600   100.3500   8.5670
8.91%, PUN 2022      1     50.00   101.8749   101.8749   101.8749   101.8749   8.6100
8.91%, PUN 2022A     2    100.00   101.9185   101.9185   101.9185   101.9185   8.6100
9.01%, WB 2022       1    100.00   102.2450   102.2450   102.2450   102.2450   8.6597
Total                9    700.00


Treasury Bill
------------- 
91-Days (maturing on) 
----------------------
Jun 06, 2013         1    300.00    98.0395    98.0395    98.0395    98.0395   8.1099
Total                1    300.00


364-Days (maturing on) 
----------------------
Nov 01, 2013         1   1000.00    95.0422    95.0422    95.0422    95.0422   8.0000
Jan 09, 2014         1   2000.00    93.7878    93.7878    93.7878    93.7878   7.8751
Dec 12, 2013         1    500.00    94.2713    94.2713    94.2713    94.2713   7.9500
Oct 18, 2013         1   1000.00    95.3202    95.3202    95.3202    95.3202   7.9999
Jan 23, 2014         1    450.00    93.5114    93.5114    93.5114    93.5114   7.8900
Total                5   4950.00

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

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