March 12 (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 : 10,272.0 25,574.0
--Total traded value of repo deals in mln rupees : --- ---
--Total number of trades : 80 159
GOVERNMENT SECURITIES Wednesday's So far this week
--------------------- --------- ----------------
--Total traded value in mln rupees : 9,052.0 23,604.0
--Total traded value of repo deals in mln rupees : --- ---
--Total number of trades : 63 134
NON-GOVERNMENT SECURITIES Wednesday's So far this week
------------------------- --------- ----------------
--Total traded value in mln rupees : 1,220.0 1,970.0
--Total traded value of repo deals in mln rupees : --- ---
--Total number of trades : 17 25
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
----------------------------
8.33%, 2036 3,050.00 8.06
7.99%, 2017 1,950.00 7.58
Treasury Bill
-------------
364-Days (maturing on)
----------------------
Jun 20, 2008 1,000.00 7.30
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) 400.00 9.47
Public Sector Unit (Taxable Bond)
-------------------------------
8.75%, IRFC 2013 300.00 9.06
Corporate Deep Discount Debentures
----------------------------------
0.00%, HDFC 2008F 300.00 11.42
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) 6 400.00 104.9446 104.8180 104.8813 104.8734 9.4668
Total 6 400.00
Corporate Debentures
--------------------
9.86%, INHOT 2010* 1 70.00 100.8722 100.8722 100.8722 100.8722 9.4906
Total 1 70.00
Corporate Deep Discount Debentures
----------------------------------
0.00%, HDFC 2008F* 1 300.00 99.1820 99.1820 99.1820 99.1820 11.4176
Total 1 300.00
India Govt. Dated-Securities
----------------------------
6.65%, 2009 1 250.00 99.1200 99.1200 99.1200 99.1200 7.5217
5.87%, 2010 3 650.00 97.3100 97.2300 97.3100 97.2962 7.4935
9.40%, 2012 1 50.00 106.4500 106.4500 106.4500 106.4500 7.6758
7.27%, 2013 2 300.00 98.8600 98.8500 98.8600 98.8550 7.5284
7.38%, 2015 1 50.00 98.9500 98.9500 98.9500 98.9500 7.5659
7.99%, 2017 11 1950.00 102.8700 102.6000 102.8700 102.7215 7.5751
8.20%, 2022 1 50.00 103.0000 103.0000 103.0000 103.0000 7.8409
8.01%, 2023 1 50.00 95.7000 95.7000 95.7000 95.7000 8.5081
8.30%, 2023 2 102.00 98.1000 98.1000 98.1000 98.1000 8.5190
8.26%, 2027 1 250.00 100.7600 100.7600 100.7600 100.7600 8.1797
8.33%, 2036 29 3050.00 103.2700 102.5300 103.2700 102.9434 8.0623
Total 53 6752.00
Institutions Non-SLR Bond
-------------------------
9.25%, EXIM 2012B* 2 100.00 99.5778 99.5592 99.5592 99.5685 9.3361
Total 2 100.00
Public Sector Unit (Taxable Bond)
-------------------------------
8.75%, IRFC 2013* 6 300.00 98.8112 98.7383 98.7747 98.7869 9.0635
9.07%, RECL 2018* 1 50.00 98.9639 98.9639 98.9639 98.9639 9.2455
Total 7 350.00
Treasury Bill
-------------
364-Days (maturing on)
----------------------
Jun 06, 2008 3 550.00 98.3262 98.3239 98.3262 98.3256 7.3126
Nov 06, 2008 1 100.00 95.3969 95.3969 95.3969 95.3969 7.4000
Oct 10, 2008 1 100.00 95.8977 95.8977 95.8977 95.8977 7.4000
Sep 12, 2008 2 350.00 96.4412 96.4226 96.4412 96.4359 7.3715
Jun 20, 2008 2 1000.00 98.0584 98.0584 98.0584 98.0584 7.3002
Oct 24, 2008 1 200.00 95.6374 95.6374 95.6374 95.6374 7.3999
Total 10 2300.00
* Indicates at least one deal in above securities is of Rs. 5 crore or above.
Keywords: NSE WHOLESALE DEBT/