2013-05-23 |
MARKET DATA |
No 98 (2132) |
MARKET SUMMARY |
SECURITIES |
Cash market trade |
Repo market trade |
Total market turnover |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
T-bonds PLN |
1 987,50 |
2 166,43 |
155 |
420,00 |
449,13 |
11 |
2 407,50 |
2 615,56 |
166 |
T-bonds EUR |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
CASH MARKET SUMMARY - T-BONDS PLN |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices |
TURNOVER |
Buy |
Sell |
First |
High |
Low |
Last |
Average *) |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(PLN M) |
(pcs) |
OK0713 |
PL0000106563 |
99,56 |
99,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,92 |
100,94 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,25 |
98,33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,80 |
102,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,17 |
97,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
105,44 |
105,44 |
105,42 |
105,42 |
105,41 |
105,41 |
105,42 |
60 000 |
63,54 |
2 |
OK0715 |
PL0000107405 |
94,64 |
94,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
108,42 |
108,35 |
108,42 |
108,42 |
108,42 |
108,42 |
108,42 |
40 000 |
44,84 |
1 |
PS0416 |
PL0000106340 |
106,50 |
106,35 |
106,36 |
106,36 |
106,30 |
106,35 |
106,33 |
190 000 |
202,85 |
13 |
PS1016 |
PL0000106795 |
106,76 |
106,52 |
106,75 |
106,77 |
106,47 |
106,47 |
106,67 |
140 000 |
153,23 |
9 |
PS0417 |
PL0000107058 |
107,35 |
107,07 |
107,40 |
107,40 |
107,00 |
107,00 |
107,19 |
40 000 |
43,04 |
4 |
DS1017 |
PL0000104543 |
110,05 |
109,78 |
109,92 |
109,92 |
109,80 |
109,80 |
109,82 |
12 500 |
14,11 |
2 |
PS0418 |
PL0000107314 |
104,10 |
103,64 |
103,85 |
103,85 |
103,50 |
103,50 |
103,78 |
110 000 |
114,52 |
10 |
PS0718 |
PL0000107595 |
98,14 |
97,76 |
98,14 |
98,14 |
98,08 |
98,08 |
98,10 |
70 000 |
70,14 |
3 |
DS1019 |
PL0000105441 |
114,63 |
113,60 |
114,51 |
114,51 |
113,40 |
113,40 |
114,02 |
180 000 |
211,04 |
17 |
DS1020 |
PL0000106126 |
114,18 |
113,28 |
114,32 |
114,32 |
113,15 |
113,15 |
113,58 |
75 000 |
87,49 |
7 |
DS1021 |
PL0000106670 |
118,70 |
117,80 |
118,69 |
118,91 |
117,60 |
117,60 |
118,23 |
95 000 |
115,53 |
8 |
WS0922 |
PL0000102646 |
119,63 |
118,77 |
119,85 |
119,85 |
118,90 |
118,90 |
119,19 |
85 000 |
104,60 |
6 |
DS1023 |
PL0000107264 |
105,80 |
104,69 |
105,80 |
105,88 |
104,70 |
104,70 |
105,39 |
492 500 |
530,59 |
52 |
WS0428 |
PL0000107611 |
91,61 |
90,58 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
126,50 |
123,48 |
126,28 |
126,28 |
124,95 |
124,95 |
125,62 |
20 000 |
25,22 |
2 |
WS0437 |
PL0000104857 |
119,00 |
127,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,67 |
106,65 |
106,50 |
106,50 |
106,50 |
106,50 |
106,50 |
10 000 |
13,88 |
1 |
IZ0823 |
PL0000105359 |
114,09 |
113,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,28 |
100,21 |
100,28 |
100,28 |
100,19 |
100,19 |
100,20 |
70 000 |
71,08 |
3 |
WZ0117 |
PL0000106936 |
100,25 |
100,11 |
100,15 |
100,15 |
100,09 |
100,09 |
100,12 |
80 000 |
81,17 |
3 |
WZ0118 |
PL0000104717 |
100,22 |
99,96 |
100,16 |
100,22 |
99,95 |
99,95 |
100,07 |
162 500 |
164,78 |
8 |
WZ0121 |
PL0000106068 |
99,80 |
98,93 |
99,16 |
99,16 |
99,16 |
99,16 |
99,16 |
10 000 |
10,05 |
1 |
WZ0124 |
PL0000107454 |
98,05 |
98,04 |
98,00 |
98,00 |
97,98 |
97,98 |
97,98 |
45 000 |
44,70 |
3 |
TOTAL |
1 987 500 |
2 166,43 |
155 |
Weighted average by volume
CASH MARKET SUMMARY - T-BONDS EUR |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices |
TURNOVER |
Buy |
Sell |
First |
High |
Low |
Last |
Average *) |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(EUR M) |
(pcs) |
EUR0214 |
XS0410961014 |
103,72 |
103,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
107,50 |
107,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
110,55 |
110,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
121,90 |
122,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
101,60 |
101,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,75 |
117,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
116,30 |
116,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
119,25 |
119,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
112,55 |
112,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
106,75 |
107,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
124,40 |
125,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
0 |
0,00 |
0 |
Weighted average by volume
CASH MARKET SUMMARY - T-BILLS |
Bond |
ISIN |
Days to maturity |
Best bid/offer |
TRANSACTIONS - Prices |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average *) |
Trading volume |
Trading value |
No of transactions |
YTM (%) |
YTM (%) |
YTM (%) |
YTM (%) |
YTM (%) |
YTM (%) |
YTM (%) |
Clearing price (PLN) |
(pcs) |
(PLN M) |
(pcs) |
29MAY13 |
PL0000004941 |
2 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
0 |
0,00 |
0 |
Weighted average by volume
FIXING - T-BONDS (10:05 AM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,88 |
100,98 |
2,75 |
2,52 |
100,93 |
2,64 |
OK0114 |
PL0000106712 |
98,19 |
98,36 |
2,77 |
2,50 |
98,28 |
2,63 |
PS0414 |
PL0000105433 |
102,77 |
102,91 |
2,63 |
2,48 |
102,84 |
2,55 |
OK0714 |
PL0000107009 |
97,12 |
97,29 |
2,55 |
2,39 |
97,21 |
2,47 |
WZ0115 |
PL0000106480 |
100,23 |
100,34 |
--- |
--- |
100,29 |
--- |
PS0415 |
PL0000105953 |
105,38 |
105,53 |
2,58 |
2,50 |
105,46 |
2,54 |
OK0715 |
PL0000107405 |
94,56 |
94,72 |
2,62 |
2,54 |
94,64 |
2,58 |
DS1015 |
PL0000103602 |
108,35 |
108,55 |
2,62 |
2,54 |
108,45 |
2,58 |
PS0416 |
PL0000106340 |
106,38 |
106,62 |
2,69 |
2,61 |
106,50 |
2,65 |
IZ0816 |
PL0000103529 |
106,47 |
107,09 |
--- |
--- |
106,78 |
--- |
PS1016 |
PL0000106795 |
106,54 |
106,73 |
2,71 |
2,65 |
106,64 |
2,68 |
WZ0117 |
PL0000106936 |
100,19 |
100,34 |
--- |
--- |
100,27 |
--- |
PS0417 |
PL0000107058 |
107,20 |
107,38 |
2,78 |
2,73 |
107,29 |
2,76 |
DS1017 |
PL0000104543 |
109,94 |
110,15 |
2,82 |
2,77 |
110,05 |
2,79 |
WZ0118 |
PL0000104717 |
100,11 |
100,32 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
103,92 |
104,18 |
2,88 |
2,82 |
104,05 |
2,85 |
PS0718 |
PL0000107595 |
98,05 |
98,33 |
2,91 |
2,85 |
98,19 |
2,88 |
DS1019 |
PL0000105441 |
114,21 |
114,56 |
3,02 |
2,97 |
114,39 |
3,00 |
DS1020 |
PL0000106126 |
113,87 |
114,27 |
3,12 |
3,06 |
114,07 |
3,09 |
WZ0121 |
PL0000106068 |
99,20 |
99,46 |
--- |
--- |
99,33 |
--- |
DS1021 |
PL0000106670 |
118,51 |
118,92 |
3,20 |
3,15 |
118,72 |
3,17 |
WS0922 |
PL0000102646 |
119,37 |
119,80 |
3,30 |
3,25 |
119,59 |
3,27 |
IZ0823 |
PL0000105359 |
113,47 |
114,29 |
--- |
--- |
113,88 |
--- |
DS1023 |
PL0000107264 |
105,49 |
105,90 |
3,36 |
3,32 |
105,70 |
3,34 |
WS0429 |
PL0000105391 |
125,94 |
126,80 |
3,58 |
3,52 |
126,37 |
3,55 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,87 |
100,97 |
2,78 |
2,54 |
100,92 |
2,66 |
OK0114 |
PL0000106712 |
98,22 |
98,36 |
2,72 |
2,50 |
98,29 |
2,61 |
PS0414 |
PL0000105433 |
102,75 |
102,90 |
2,65 |
2,49 |
102,83 |
2,56 |
OK0714 |
PL0000107009 |
97,11 |
97,26 |
2,56 |
2,42 |
97,19 |
2,48 |
WZ0115 |
PL0000106480 |
100,14 |
100,29 |
--- |
--- |
100,22 |
--- |
PS0415 |
PL0000105953 |
105,40 |
105,58 |
2,57 |
2,47 |
105,49 |
2,52 |
OK0715 |
PL0000107405 |
94,50 |
94,65 |
2,65 |
2,58 |
94,58 |
2,61 |
DS1015 |
PL0000103602 |
108,28 |
108,47 |
2,65 |
2,57 |
108,38 |
2,61 |
PS0416 |
PL0000106340 |
106,27 |
106,39 |
2,73 |
2,69 |
106,33 |
2,71 |
IZ0816 |
PL0000103529 |
106,31 |
107,14 |
--- |
--- |
106,73 |
--- |
PS1016 |
PL0000106795 |
106,46 |
106,67 |
2,74 |
2,67 |
106,57 |
2,70 |
WZ0117 |
PL0000106936 |
99,92 |
100,18 |
--- |
--- |
100,05 |
--- |
PS0417 |
PL0000107058 |
107,01 |
107,27 |
2,83 |
2,76 |
107,14 |
2,79 |
DS1017 |
PL0000104543 |
109,67 |
109,96 |
2,88 |
2,81 |
109,82 |
2,84 |
WZ0118 |
PL0000104717 |
99,80 |
100,05 |
--- |
--- |
99,93 |
--- |
PS0418 |
PL0000107314 |
103,59 |
103,88 |
2,95 |
2,89 |
103,74 |
2,92 |
PS0718 |
PL0000107595 |
97,65 |
97,99 |
3,00 |
2,92 |
97,82 |
2,96 |
DS1019 |
PL0000105441 |
113,72 |
114,00 |
3,10 |
3,06 |
113,86 |
3,08 |
DS1020 |
PL0000106126 |
113,26 |
113,69 |
3,21 |
3,15 |
113,48 |
3,18 |
WZ0121 |
PL0000106068 |
99,13 |
99,51 |
--- |
--- |
99,32 |
--- |
DS1021 |
PL0000106670 |
117,75 |
118,16 |
3,29 |
3,24 |
117,96 |
3,27 |
WS0922 |
PL0000102646 |
118,64 |
119,08 |
3,38 |
3,33 |
118,86 |
3,36 |
IZ0823 |
PL0000105359 |
107,51 |
118,09 |
--- |
--- |
112,80 |
--- |
DS1023 |
PL0000107264 |
104,54 |
104,98 |
3,47 |
3,42 |
104,76 |
3,44 |
WS0429 |
PL0000105391 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1015 |
PL0000103602 |
0/1 |
1 |
2,860 |
2,860 |
2,860 |
15 |
PS0418 |
PL0000107314 |
0/1 |
1 |
2,870 |
2,870 |
2,870 |
60 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
2,860 |
2,860 |
2,860 |
10 |
PS0417 |
PL0000107058 |
1/4 |
3 |
2,750 |
2,750 |
2,750 |
110 |
PS0418 |
PL0000107314 |
1/4 |
3 |
2,800 |
2,800 |
2,800 |
100 |
DS1015 |
PL0000103602 |
1/8 |
7 |
2,820 |
2,820 |
2,820 |
85 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,800 |
2,800 |
2,800 |
5 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
2,840 |
2,840 |
2,840 |
35 |
TOTAL |
420 |