Nov 13 (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 : 11,300.0 22,500.0
--Total traded value of repo deals in mln rupees : --- ---
--Total number of trades : 63 137
GOVERNMENT SECURITIES Tuesday's So far this week
--------------------- --------- ----------------
--Total traded value in mln rupees : 10,500.0 21,400.0
--Total traded value of repo deals in mln rupees : --- ---
--Total number of trades : 50 119
NON-GOVERNMENT SECURITIES Tuesday's So far this week
------------------------- --------- ----------------
--Total traded value in mln rupees : 800.0 1,100.0
--Total traded value of repo deals in mln rupees : --- ---
--Total number of trades : 13 18
TOP SECURITIES TRADED TODAY IN NON REPO TRADES - GOVT. SECURITIES
--------------------------------------------------------------------
Security Traded Value Weighted Yield (%)
(mln rupees) ---Traded value---
> 1 cr
--------------------------------------------------------------------
Treasury Bill
-------------
364-Days (maturing on)
----------------------
Nov 06, 2008 3,350.00 7.67
India Govt. Dated-Securities
----------------------------
5.87%, 2010 1,700.00 7.77
7.99%, 2017 1,300.00 7.88
TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security Traded Value Weighted Yield (%)
(mln rupees) ---Traded value---
> 1 cr
--------------------------------------------------------------------
Banks Bonds
-----------
SBI 2022B (RESET) 450.00 9.63
Public Sector Unit (Taxable Bond)
-------------------------------
9.8%, PFC12A 250.00 9.28
Banks Bonds
-----------
SBBJ 2022B (RESET) 50.00 9.60
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 Bonds
-----------
SBI 2022B* (RESET) 6 450.00 103.9046 103.5228 103.8409 103.6500 9.6321
SBP 2022B* (RESET) 1 50.00 102.0098 102.0098 102.0098 102.0098 9.6255
SBBJ 2022B*(RESET) 1 50.00 101.4486 101.4486 101.4486 101.4486 9.6014
== =======
Total 8 550.00
India Govt. Dated-Securities
----------------------------
5.48%, 2009 4 1250.00 96.6650 96.6500 96.6500 96.6560 7.7681
6.65%, 2009 2 500.00 98.5500 98.5400 98.5500 98.5450 7.7649
6.96%, 2009 1 500.00 98.5900 98.5900 98.5900 98.5900 8.0518
5.87%, 2010 7 1700.00 96.3400 96.3000 96.3400 96.3171 7.7710
7.40%, 2012 3 1000.00 98.4100 98.4050 98.4100 98.4075 7.8281
7.27%, 2013 1 50.00 97.4300 97.4300 97.4300 97.4300 7.8259
7.49%, 2017 3 200.00 97.1500 97.1400 97.1500 97.1425 7.9247
7.99%, 2017 14 1300.00 100.7600 100.5600 100.7000 100.6852 7.8848
8.20%, 2022 3 250.00 99.9800 99.9500 99.9700 99.9720 8.2009
8.33%, 2036 1 50.00 99.9500 99.9500 99.9500 99.9500 8.3337
== =======
Total 39 6800.00
Public Sector Unit (Taxable Bond)
-------------------------------
9.80%, PFC 2012A* 5 250.00 101.9426 101.6003 101.9426 101.8665 9.2790
== =======
Total 5 250.00
Treasury Bill
-------------
91-Days (maturing on)
----------------------
Dec 21, 2007 2 350.00 99.2255 99.2235 99.2255 99.2249 7.7057
== =======
Total 2 350.00
364-Days (maturing on)
----------------------
Nov 06, 2008 9 3350.00 93.0119 92.9950 92.9992 93.0028 7.6707
== =======
Total 9 3350.00
* Indicates at least one deal in above securities is of Rs. 5 crore or above.
Keywords: NSE WHOLESALE DEBT/