Sep 19 (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 : 12,140.0 42,135.5
--Total traded value of repo deals in mln rupees : --- ---
--Total number of trades : 33 169
GOVERNMENT SECURITIES Friday's So far this week
--------------------- --------- ----------------
--Total traded value in mln rupees : 11,790.0 40,635.5
--Total traded value of repo deals in mln rupees : --- ---
--Total number of trades : 30 152
NON-GOVERNMENT SECURITIES Friday's So far this week
------------------------- --------- ----------------
--Total traded value in mln rupees : 350.0 1,500.0
--Total traded value of repo deals in mln rupees : --- ---
--Total number of trades : 3 17
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
----------------------------
8.24%, 2018 3,850.00 8.39
6.65%, 2009 1,890.00 8.88
Treasury Bill
--------------------------------
182-Days (maturing on)
----------------------
Mar 20, 2009 2,000.00 8.69
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)
-------------------------------
10.7%, IRFC 2023 250.00 10.64
11.00%, PFC 2018 100.00 10.97
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
--------------------------------------------------------------------------------------
India Govt. Dated-Securities
----------------------------
5.48%, 2009 3 1600.00 97.7500 97.6500 97.6500 97.7375 8.7597
6.65%, 2009 1 1890.00 98.8500 98.8500 98.8500 98.8500 8.8844
7.47%, 2012 1 50.00 94.9666 94.9666 94.9666 94.9666 9.2000
7.59%, 2016 1 1000.00 94.6500 94.6500 94.6500 94.6500 8.5648
8.24%, 2018 16 3850.00 99.3000 98.8000 98.9100 98.9899 8.3937
8.24%, 2027 1 100.00 95.2000 95.2000 95.2000 95.2000 8.7687
7.95%, 2032 1 50.00 91.5000 91.5000 91.5000 91.5000 8.8066
Total 24 8540.00
Public Sector Unit (Taxable Bond)
-------------------------------
11%, PFC 2018* 2 100.00 100.3132 100.0181 100.0181 100.1657 10.9650
10.70%, IRFC 2023* 1 250.00 100.4520 100.4520 100.4520 100.4520 10.6367
Total 3 350.00
Treasury Bill
--------------------------------
91-Days (maturing on)
----------------------
Oct 24, 2008 1 250.00 99.2474 99.2474 99.2474 99.2474 8.6494
Total 1 250.00
182-Days (maturing on)
----------------------
Mar 20, 2009 1 2000.00 95.9125 95.9125 95.9125 95.9125 8.6900
Total 1 2000.00
364-Days (maturing on)
----------------------
May 08, 2009 1 50.00 94.7333 94.7333 94.7333 94.7333 8.9001
Apr 10, 2009 1 500.00 95.3501 95.3501 95.3501 95.3501 8.8999
Jun 19, 2009 1 50.00 93.8231 93.8231 93.8231 93.8231 8.9000
Oct 24, 2009 1 400.00 99.2474 99.2474 99.2474 99.2474 8.6494
Total 4 1000.00
* 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/