May 11, 2011 / 1:50 PM / 9 years ago

NSE Wholesale Debt Market Trades-May 11

 May 11 (Reuters) - Below is a summary of Wednesday's Transactions on the	
National Stock Exchange of India's wholesale debt market segment:	
	
	
TOTAL WDM TRADES                                      Wednesday's  So far this week	
----------------                                       ---------   ----------------	
--Total traded value in mln rupees               :       11,789.2         34,690.2	
--Total traded value of repo deals in mln rupees :           ---               ---	
--Total number of trades                         :            127              221	
	
GOVERNMENT SECURITIES                                 Wednesday's  So far this week	
---------------------                                  ---------   ----------------	
--Total traded value in mln rupees               :        8,261.2        26,441.2	
--Total traded value of repo deals in mln rupees :           ---              ---	
--Total number of trades                         :             32              99	
	
NON-GOVERNMENT SECURITIES                             Wednesday's  So far this week	
-------------------------                              ---------   ----------------	
--Total traded value in mln rupees               :        3,528.0          8,249.0	
--Total traded value of repo deals in mln rupees :           ---               ---	
--Total number of trades                         :             95              122	
	
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	
----------------------------	
8.13%, 2022                        1,800.00                  8.45	
7.49%, 2017                        1,100.00                  8.45	
Cash Management Bill 	
-------------------- 	
77-Days (maturing on) 	
----------------------	
Jul 22, 2011                         750.00                  7.92	
	
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	
-------------------------	
6.95%, NHB 2013                    1,400.00                  8.73	
9.55%, IDFC 2013                     250.00                  9.85	
Public Sector Unit Taxable Bond	
-------------------------------	
7.15%, IOC 2012                      900.00                  9.75	
	
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	
-------------------------------------------------------------------------------------	
Corporate Debentures	
--------------------	
9.75%, HDFC 2014*    2    150.00    99.3226    99.3226    99.3226    99.3226  10.0000	
7.24%, LICH 2011*    1     50.00    99.8065    99.8065    99.8065    99.8065   8.7187	
Total                3    200.00	
	
Corporate Deep Discount Debentures	
----------------------------------	
CITF 2011U (RESET)   1    100.00   125.8900   125.8900   125.8900   125.8900  11.3381	
CITI 2012M (RESET)  36     90.50   120.4200   120.4200   120.4200   120.4200   0.0000	
CITI 2012N (RESET)  35    165.00   119.1900   119.1900   119.1900   119.1900   0.0000	
DSPM 2011J (RESET)   9     21.00   109.2700   109.2700   109.2700   109.2700  17.8592	
DSPM 2011M (RESET)   1      1.50   109.2900   109.2900   109.2900   109.2900  17.8478	
Total               82    378.00	
	
Central Government Floating Rate Bond	
-------------------------------------	
7.23%FRB2020(RESET)* 1    100.00    96.5500    96.5500    96.5500    96.5500   7.7439	
Total                1    100.00	
	
Central Government Goi Dated Securities	
---------------------------------------	
6.85%, 2012          1     50.00    98.9784    98.9784    98.9784    98.9784   8.0400	
7.49%, 2017          1   1100.00    95.5853    95.5853    95.5853    95.5853   8.4500	
7.80%, 2021          4    700.00    96.7300    96.7000    96.7300    96.7043   8.2924	
8.08%, 2022          2    500.00    97.4700    97.4200    97.4200    97.4450   8.4338	
8.13%, 2022         10   1800.00    97.7700    97.6700    97.7000    97.6992   8.4466	
8.20%, 2022          1     50.00    97.9600    97.9600    97.9600    97.9600   8.4899	
Total               19   4200.00	
	
Institutions Non-Slr Bond	
-------------------------	
9.55%, IDFC 2013*    1    250.00    99.4428    99.4428    99.4428    99.4428   9.8488	
9.40%, NBRD 2014*    1     50.00    99.2086    99.2086    99.2086    99.2086   9.6987	
6.95%, NHB 2013*     4   1400.00    96.8343    96.6865    96.7258    96.7885   8.7254	
Total                6   1700.00	
	
Public Sector Unit Taxable Bond	
-------------------------------	
7.15%, IOC 2012*     1    900.00    97.4218    97.4218    97.4218    97.4218   9.7500	
10.75%, PFC 2011*    1    100.00   100.1139   100.1139   100.1139   100.1139   9.6409	
10.00%, PFC 2012*    1    150.00   100.0230   100.0230   100.0230   100.0230   9.9100	
10.10%, PGC 2012*    1    100.00   100.1328   100.1328   100.1328   100.1328   9.9000	
Total                4   1250.00	
	
State Government Development Loan	
---------------------------------	
8.55%, JK 2021       1     11.20   100.1800   100.1800   100.1800   100.1800   8.5191	
Total                1     11.20	
	
Cash Management Bill 	
-------------------- 	
77-Days (maturing on) 	
----------------------	
Jul 22, 2011         1    750.00    98.4828    98.4828    98.4828    98.4828   7.9199	
Total                1    750.00	
	
Treasury Bill 	
------------- 	
91-Days (maturing on) 	
----------------------	
Jun 03, 2011         3    750.00    99.5470    99.5470    99.5470    99.5470   7.5499	
Jun 10, 2011         1    750.00    99.3998    99.3998    99.3998    99.3998   7.5999	
Jun 17, 2011         1    250.00    99.2608    99.2608    99.2608    99.2608   7.5505	
May 27, 2011         2    500.00    99.6927    99.6927    99.6927    99.6927   7.5007	
Total                7   2250.00	
	
Treasury Bill 	
------------- 	
182-Days (maturing on) 	
----------------------	
May 27, 2011         2    500.00    99.6927    99.6927    99.6927    99.6927   7.5007	
Total                2    500.00	
	
Treasury Bill 	
------------- 	
364-Days (maturing on) 	
----------------------	
Apr 19, 2012         1    450.00    92.8456    92.8456    92.8456    92.8456   8.1999	
Total                1    450.00	
	
* Indicates at least one deal in above securities is of Rs. 5 crore or above.	
	
Contact Mumbai Rate Reporting Unit:	
+91 22 6636 9222, rru.data@reuters.com	
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