September 5 (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 : 11,589.9 46,549.2
--Total traded value of repo deals in mln rupees : --- ---
--Total number of trades : 32 183
GOVERNMENT SECURITIES Friday's So far this week
--------------------- --------- ----------------
--Total traded value in mln rupees : 11,036.9 45,546.2
--Total traded value of repo deals in mln rupees : --- ---
--Total number of trades : 28 171
NON-GOVERNMENT SECURITIES Friday's So far this week
------------------------- --------- ----------------
--Total traded value in mln rupees : 553.0 1,003.0
--Total traded value of repo deals in mln rupees : --- ---
--Total number of trades : 4 12
TOP SECURITIES TRADED TODAY IN NON REPO TRADES - GOVT. SECURITIES
--------------------------------------------------------------------
Security Traded Value Weighted Yield (%)
(mln rupees) ---Traded value---
> 1 cr
--------------------------------------------------------------------
Treasury Bill
--------------------------------
Mar 06, 2009 4,863.30 9.07
India Govt. Dated-Securities
----------------------------
6.96%, 2009 1,110.00 9.75
5.48%, 2009 1,040.00 8.97
TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security Traded Value Weighted Yield (%)
(mln rupees) ---Traded value---
> 1 cr
--------------------------------------------------------------------
Public Sector Unit (Taxable Bond)
-------------------------------
Corporate Deep discount Debentures
----------------------------------
0.0%, CITF 2012 450.00 10.37
Corporate Debentures
--------------------
11.08%, LICH 2018 50.00 11.07
Public Sector Unit (Taxable Bond)
-------------------------------
10.9%, RECL13 50.00 10.95
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
Banks Bonds
-----------
9.85%, SBI 2016 1 3 96.05 96.05 96.05 96.05 10.5966
Total 1 3
Corporate Debentures
--------------------
11.08%, LICH 2018* 1 50 100 100 100 100 11.0675
Total 1 50
Corporate Deep discount Debentures
----------------------------------
0.0%, CITF 2012* 1 450.00 67.5709 67.5709 67.5709 67.5709 10.3714
Total 1 450.00
India Govt. Dated-Securities
----------------------------
5.48%, 2009 5 1040.00 97.4800 97.4500 97.4800 97.4719 8.9693
6.65%, 2009 1 150.00 98.7500 98.7500 98.7500 98.7500 8.9111
6.96%, 2009 2 1110.00 98.5026 98.5025 98.5026 98.5026 9.7501
5.87%, 2010 3 750.00 96.3400 96.3300 96.3300 96.3333 8.8697
11.30%, 2010 2 750.00 104.0000 104.0000 104.0000 104.0000 8.9392
7.27%, 2013 1 900.00 94.9100 94.9100 94.9100 94.9100 8.5445
8.24%, 2018 4 300.00 98.5100 98.2500 98.5100 98.3083 8.4984
8.15%, 2022 2 100.00 88.0700 88.0000 88.0700 88.0350 9.7245
Total 20 5100.00
Public Sector Unit (Taxable Bond)
-------------------------------
10.90%, RECL 2013* 1 50.00 99.7603 99.7603 99.7603 99.7603 10.9500
Total 1 50.00
Treasury Bill
--------------------------------
91-Days (maturing on)
----------------------
Dec 05, 2008 4 973.60 97.9178 97.9109 97.9178 97.9125 8.8430
Nov 13, 2008 1 100.00 98.4249 98.4249 98.4249 98.4249 8.8501
Total 5 1073.60
182-Days (maturing on)
----------------------
Mar 06, 2009 3 4863.30 95.7819 95.7400 95.7819 95.7409 9.0712
Total 3 4863.30
* Indicates at least one deal in above securities is of Rs. 5 crore or above. Contact
Bangalore Rate Reporting Unit: +91 80 4135 6505 fax +91 80 4135 6307,
[email protected]
Keywords: NSE WHOLESALE DEBT/