Tuesday, May 13, 2008
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Forex News
May 12 2008 6:42PM
NSE Wholesale Debt Market Trades-May 12
    May 12 (Reuters) - Below is a summary of Monday's Transactions on the 
National Stock Exchange of India's wholesale debt market segment: 
TOTAL WDM TRADES                                         Monday's  So far this week 
----------------                                       ---------   ---------------- 
--Total traded value in mln rupees               :        6,150.0            6,150.0 
--Total traded value of repo deals in mln rupees :           ---            --- 
--Total number of trades                         :             43              43 
GOVERNMENT SECURITIES                                    Monday's  So far this week 
---------------------                                  ---------   ---------------- 
--Total traded value in mln rupees               :        5,450.0            5,450.0 
--Total traded value of repo deals in mln rupees :           ---            --- 
--Total number of trades                         :             36              36 
NON-GOVERNMENT SECURITIES                                Monday's  So far this week 
-------------------------                              ---------   ---------------- 
--Total traded value in mln rupees               :          700.0             700.0 
--Total traded value of repo deals in mln rupees :           ---            --- 
--Total number of trades                         :              7              7 
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 
---------------------------- 
7.59%, 2016                        1,350.00                  7.93 
6.65%, 2009                          950.00                  7.64 
8.33%, 2036                          600.00                  8.33 
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) 
------------------------------- 
8.75%, IRFC 2013                     400.00                  9.23 
Corporate Debentures 
-------------------- 
6.10%, ELCA 2008                     100.00                  8.96 
Perpetual Bond 
--------------------------- 
BOIB (RESET)                         100.00                  9.90 
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 
------------------------------------------------------------------------------------- 
Perpetual Bond 
--------------------------- 
BOIB* (RESET)        1    100.00   102.9440   102.9440   102.9440   102.9440   9.8995 
Total                1    100.00 
Corporate Debentures 
-------------------- 
6.10%, ELCA 2008*    1    100.00    99.1531    99.1531    99.1531    99.1531   8.9561 
Total                1    100.00 
India Govt. Dated-Securities 
---------------------------- 
6.65%, 2009          5    950.00    99.1500    99.1500    99.1500    99.1500   7.6390 
5.87%, 2010          2    300.00    97.1800    97.1800    97.1800    97.1800   7.7306 
6.57%, 2011          1    250.00    97.0250    97.0250    97.0250    97.0250   7.7740 
7.38%, 2015          4    500.00    97.1500    97.0800    97.0800    97.1050   7.9062 
7.59%, 2016          9   1350.00    98.1200    97.9900    98.0900    98.0100   7.9316 
8.24%, 2018          4    500.00   102.7500   102.4700   102.4700   102.5620   7.8626 
8.33%, 2036          7    600.00   100.1000    99.7000    99.9700    99.9883   8.3302 
Total               32   4450.00 
Public Sector Unit (Taxable Bond) 
------------------------------- 
9.68%, IRFC 2012*    2    100.00   101.4718   101.4718   101.4718   101.4718   9.2394 
8.75%, IRFC 2013*    3    400.00    98.1943    98.1767    98.1943    98.1833   9.2323 
Total                5    500.00 
Treasury Bill 
------------- 
91-Days (maturing on) 
---------------------- 
Aug 01, 2008         1    250.00    98.4464    98.4464    98.4464    98.4464   7.2002 
Jul 25, 2008         1    250.00    98.5804    98.5804    98.5804    98.5804   7.2002 
Total                2    500.00 
364-Days (maturing on) 
---------------------- 
Dec 05, 2008         1    250.00    96.0092    96.0092    96.0092    96.0092   7.3650 
Aug 29, 2008         1    250.00    97.8913    97.8913    97.8913    97.8913   7.2801 
Total                2    500.00 
* Indicates at least one deal in above securities is of Rs. 5 crore or above. 
Keywords: NSE WHOLESALE DEBT/ 
  Source:   

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