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NSE Wholesale Debt Market Trades-Jul 14
July 14, 2015 / 1:59 PM / 2 years ago

NSE Wholesale Debt Market Trades-Jul 14

Jul 14 (Reuters) - Below is a summary of Tuesday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                        Tuesday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :        9,896.8           17,989.8
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             39              69

GOVERNMENT SECURITIES                                   Tuesday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :        6,503.8           12,553.8
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             18              32

NON-GOVERNMENT SECURITIES                               Tuesday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :        3,393.0            5,436.0
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             21              37

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
----------------------------
8.40%, 2024                        3,200.00                  8.20
7.88%, 2030                          500.00                  8.41

State Government Development Loan
---------------------------------
8.32%, MAH 2025                     503.80                  8.43


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%, HDFC 2015A                    900.00                  8.03

Corporate Debentures
--------------------
9.18%, LICH 2017                     400.00                  8.51

Public Sector Unit Taxable Bond
-------------------------------
8.56%, RECL 2019                     350.00                  8.46

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
----------
10.10%, UTIB 2017*   1    112.00   102.7405   102.7405   102.7405   102.7405   8.2449
Total                1    112.00

Corporate Debentures
--------------------
9.60%, HDFC 2015A*   2    900.00   100.0770   100.0756   100.0770   100.0762   8.0269
8.45%, HDFC 2025*    1    100.00    98.6186    98.6186    98.6186    98.6186   8.6468
9.18%, LICH 2017*    2    400.00   101.1355   101.1355   101.1355   101.1355   8.5100
Total                5   1400.00

Central Government Goi Dated Securities
---------------------------------------
8.40%, 2024          6   3200.00   102.2900   102.0700   102.2900   102.1498   8.1966
7.72%, 2025          1    200.00    98.9750    98.9750    98.9750    98.9750   8.0240
8.15%, 2026          1    500.00    99.8900    99.8900    99.8900    99.8900   8.3294
7.88%, 2030          1    500.00    98.1200    98.1200    98.1200    98.1200   8.4055
9.20%, 2030          1    100.00   108.3950   108.3950   108.3950   108.3950   8.3892
8.30%, 2042          2    300.00   101.7000   101.6500   101.7000   101.6917   8.3102
9.23%, 2043          1    250.00   111.8500   111.8500   111.8500   111.8500   8.3182
8.17%, 2044          3    450.00   100.7000   100.6500   100.6500   100.6722   8.2361
Total               16   5500.00

Institutions Non-Slr Bond
-------------------------
8.5455%, IDFC 2018*  1    100.00    99.6073    99.6073    99.6073    99.6073   8.6700
8.25%, NBRD 2018*    1    250.00   100.2336   100.2336   100.2336   100.2336   8.1500
Total                2    350.00

Public Sector Unit Taxable Bond
-------------------------------
9.11%, PFC 2017*     3    331.00   101.5105   101.5105   101.5105   101.5105   8.2347
8.36%, PFC 2020*     2    250.00    99.1971    99.1971    99.1971    99.1971   8.5500
8.70%, PGC 2018*     2    300.00   101.4178   101.3939   101.4178   101.3979   8.1483
8.56%, RECL 2019*    2    350.00   100.2513   100.2512   100.2513   100.2512   8.4600
8.30%, RECL 2025*    4    300.00    98.4455    98.3183    98.4455    98.3660   8.8918
Total               13   1531.00

State Government Development Loan
---------------------------------
8.32%, MAH 2025      1    503.80   100.4031   100.4031   100.4031   100.4031   8.4306
Total                1    503.80


Treasury Bill 
------------- 
364-Days (maturing on) 
----------------------
Jun 23, 2016         1    500.00    93.3386    93.3386    93.3386    93.3386   7.5725
Total                1    500.00

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

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