2013-05-24 |
MARKET DATA |
No 99 (2133) |
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 |
1 580,00 |
1 731,58 |
125 |
1 765,00 |
1 928,80 |
20 |
3 345,00 |
3 660,39 |
145 |
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 |
99,59 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,91 |
100,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,27 |
98,32 |
98,32 |
98,32 |
98,32 |
98,32 |
98,32 |
10 000 |
9,83 |
1 |
PS0414 |
PL0000105433 |
102,83 |
102,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,17 |
97,24 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
105,52 |
105,45 |
105,47 |
105,53 |
105,47 |
105,53 |
105,50 |
225 000 |
238,49 |
9 |
OK0715 |
PL0000107405 |
94,72 |
94,65 |
94,65 |
94,74 |
94,65 |
94,74 |
94,69 |
130 000 |
123,10 |
6 |
DS1015 |
PL0000103602 |
108,50 |
108,39 |
108,39 |
108,54 |
108,39 |
108,54 |
108,41 |
35 000 |
39,24 |
4 |
PS0416 |
PL0000106340 |
106,52 |
106,42 |
106,43 |
106,52 |
106,43 |
106,50 |
106,48 |
40 000 |
42,77 |
4 |
PS1016 |
PL0000106795 |
106,60 |
106,61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
107,35 |
107,20 |
107,29 |
107,33 |
107,29 |
107,33 |
107,31 |
32 500 |
35,01 |
2 |
DS1017 |
PL0000104543 |
110,03 |
109,93 |
109,95 |
110,00 |
109,90 |
109,90 |
109,96 |
70 000 |
79,13 |
7 |
PS0418 |
PL0000107314 |
103,95 |
103,65 |
103,50 |
104,00 |
103,50 |
104,00 |
103,78 |
25 000 |
26,03 |
3 |
PS0718 |
PL0000107595 |
98,15 |
97,90 |
98,10 |
98,20 |
98,02 |
98,02 |
98,12 |
170 000 |
170,37 |
15 |
DS1019 |
PL0000105441 |
114,20 |
114,00 |
114,00 |
114,40 |
114,00 |
114,40 |
114,20 |
220 000 |
258,36 |
22 |
DS1020 |
PL0000106126 |
113,85 |
113,60 |
113,88 |
113,88 |
113,57 |
113,84 |
113,70 |
97 500 |
113,88 |
8 |
DS1021 |
PL0000106670 |
118,11 |
118,05 |
118,21 |
118,23 |
118,06 |
118,06 |
118,16 |
62 500 |
75,97 |
6 |
WS0922 |
PL0000102646 |
119,18 |
118,96 |
119,16 |
119,18 |
118,85 |
118,85 |
119,01 |
157 500 |
193,57 |
12 |
DS1023 |
PL0000107264 |
105,13 |
104,82 |
105,14 |
105,34 |
104,86 |
105,34 |
105,02 |
130 000 |
139,59 |
14 |
WS0428 |
PL0000107611 |
91,61 |
89,69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,70 |
124,40 |
124,20 |
124,60 |
124,20 |
124,60 |
124,44 |
25 000 |
31,24 |
3 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,60 |
106,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,60 |
112,70 |
112,75 |
112,75 |
112,75 |
112,75 |
112,75 |
10 000 |
13,26 |
1 |
WZ0115 |
PL0000106480 |
100,15 |
100,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,10 |
100,05 |
100,10 |
100,15 |
100,10 |
100,15 |
100,14 |
40 000 |
40,60 |
2 |
WZ0118 |
PL0000104717 |
100,00 |
100,00 |
100,00 |
100,00 |
99,95 |
99,99 |
99,99 |
80 000 |
81,07 |
4 |
WZ0121 |
PL0000106068 |
99,05 |
98,93 |
99,05 |
99,05 |
99,00 |
99,00 |
99,03 |
20 000 |
20,08 |
2 |
WZ0124 |
PL0000107454 |
97,73 |
97,82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 580 000 |
1 731,58 |
125 |
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 |
103,75 |
103,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
107,55 |
107,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
110,50 |
110,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
121,75 |
122,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
101,40 |
101,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,30 |
117,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
116,10 |
116,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
119,25 |
119,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
112,35 |
112,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
116,35 |
107,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
124,25 |
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) |
26JUN13 |
PL0000004958 |
29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
92 |
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 |
100,84 |
100,95 |
2,83 |
2,57 |
100,90 |
2,69 |
OK0114 |
PL0000106712 |
98,19 |
98,37 |
2,78 |
2,50 |
98,28 |
2,64 |
PS0414 |
PL0000105433 |
102,73 |
102,93 |
2,66 |
2,44 |
102,83 |
2,55 |
OK0714 |
PL0000107009 |
97,10 |
97,33 |
2,57 |
2,36 |
97,22 |
2,46 |
WZ0115 |
PL0000106480 |
100,07 |
100,28 |
--- |
--- |
100,18 |
--- |
PS0415 |
PL0000105953 |
105,35 |
105,53 |
2,59 |
2,50 |
105,44 |
2,54 |
OK0715 |
PL0000107405 |
94,54 |
94,73 |
2,63 |
2,54 |
94,64 |
2,58 |
DS1015 |
PL0000103602 |
108,34 |
108,55 |
2,62 |
2,54 |
108,45 |
2,58 |
PS0416 |
PL0000106340 |
106,31 |
106,61 |
2,71 |
2,61 |
106,46 |
2,66 |
IZ0816 |
PL0000103529 |
106,31 |
107,02 |
--- |
--- |
106,67 |
--- |
PS1016 |
PL0000106795 |
106,50 |
106,77 |
2,72 |
2,64 |
106,64 |
2,68 |
WZ0117 |
PL0000106936 |
100,05 |
100,23 |
--- |
--- |
100,14 |
--- |
PS0417 |
PL0000107058 |
107,16 |
107,49 |
2,79 |
2,70 |
107,33 |
2,74 |
DS1017 |
PL0000104543 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0118 |
PL0000104717 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
PS0418 |
PL0000107314 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
PS0718 |
PL0000107595 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1019 |
PL0000105441 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1020 |
PL0000106126 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0121 |
PL0000106068 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1021 |
PL0000106670 |
117,41 |
118,40 |
3,34 |
3,21 |
117,91 |
3,27 |
WS0922 |
PL0000102646 |
118,77 |
119,43 |
3,37 |
3,29 |
119,10 |
3,33 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WS0429 |
PL0000105391 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,88 |
100,95 |
2,74 |
2,57 |
100,92 |
2,64 |
OK0114 |
PL0000106712 |
98,25 |
98,36 |
2,69 |
2,51 |
98,31 |
2,59 |
PS0414 |
PL0000105433 |
102,79 |
102,94 |
2,60 |
2,43 |
102,87 |
2,51 |
OK0714 |
PL0000107009 |
97,12 |
97,29 |
2,55 |
2,40 |
97,21 |
2,47 |
WZ0115 |
PL0000106480 |
100,11 |
100,25 |
--- |
--- |
100,18 |
--- |
PS0415 |
PL0000105953 |
105,48 |
105,57 |
2,52 |
2,47 |
105,53 |
2,50 |
OK0715 |
PL0000107405 |
94,67 |
94,79 |
2,57 |
2,51 |
94,73 |
2,54 |
DS1015 |
PL0000103602 |
108,45 |
108,62 |
2,58 |
2,51 |
108,54 |
2,54 |
PS0416 |
PL0000106340 |
106,42 |
106,60 |
2,67 |
2,61 |
106,51 |
2,64 |
IZ0816 |
PL0000103529 |
106,39 |
107,12 |
--- |
--- |
106,76 |
--- |
PS1016 |
PL0000106795 |
106,54 |
106,75 |
2,71 |
2,65 |
106,65 |
2,68 |
WZ0117 |
PL0000106936 |
100,07 |
100,22 |
--- |
--- |
100,15 |
--- |
PS0417 |
PL0000107058 |
107,21 |
107,42 |
2,78 |
2,72 |
107,32 |
2,75 |
DS1017 |
PL0000104543 |
109,93 |
110,17 |
2,82 |
2,76 |
110,05 |
2,79 |
WZ0118 |
PL0000104717 |
99,87 |
100,06 |
--- |
--- |
99,97 |
--- |
PS0418 |
PL0000107314 |
103,91 |
104,11 |
2,88 |
2,84 |
104,01 |
2,86 |
PS0718 |
PL0000107595 |
98,01 |
98,28 |
2,92 |
2,86 |
98,15 |
2,89 |
DS1019 |
PL0000105441 |
114,14 |
114,36 |
3,03 |
3,00 |
114,25 |
3,02 |
DS1020 |
PL0000106126 |
113,59 |
113,85 |
3,16 |
3,12 |
113,72 |
3,14 |
WZ0121 |
PL0000106068 |
98,87 |
99,11 |
--- |
--- |
98,99 |
--- |
DS1021 |
PL0000106670 |
118,02 |
118,37 |
3,26 |
3,22 |
118,20 |
3,24 |
WS0922 |
PL0000102646 |
118,99 |
119,36 |
3,34 |
3,30 |
119,18 |
3,32 |
IZ0823 |
PL0000105359 |
111,88 |
112,97 |
--- |
--- |
112,43 |
--- |
DS1023 |
PL0000107264 |
105,02 |
105,40 |
3,42 |
3,37 |
105,21 |
3,39 |
WS0429 |
PL0000105391 |
124,11 |
124,96 |
3,71 |
3,65 |
124,54 |
3,68 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
3/4 |
1 |
2,860 |
2,860 |
2,860 |
35 |
DS1019 |
PL0000105441 |
3/4 |
1 |
2,830 |
2,830 |
2,830 |
45 |
DS1021 |
PL0000106670 |
3/4 |
1 |
2,860 |
2,860 |
2,860 |
30 |
PS0417 |
PL0000107058 |
3/4 |
1 |
2,830 |
2,830 |
2,830 |
80 |
DS1017 |
PL0000104543 |
0/3 |
3 |
2,860 |
2,860 |
2,860 |
20 |
WZ0117 |
PL0000106936 |
0/3 |
3 |
2,860 |
2,860 |
2,860 |
10 |
WS0922 |
PL0000102646 |
3/10 |
7 |
2,850 |
2,850 |
2,850 |
150 |
DS1015 |
PL0000103602 |
3/10 |
7 |
2,850 |
2,850 |
2,850 |
80 |
DS1017 |
PL0000104543 |
3/10 |
7 |
2,850 |
2,850 |
2,850 |
40 |
DS1021 |
PL0000106670 |
3/10 |
7 |
2,860 |
2,860 |
2,860 |
105 |
PS0418 |
PL0000107314 |
3/10 |
7 |
2,850 |
2,850 |
2,850 |
100 |
PS0718 |
PL0000107595 |
3/10 |
7 |
2,870 |
2,870 |
2,870 |
110 |
WZ0118 |
PL0000104717 |
3/10 |
7 |
2,850 |
2,850 |
2,850 |
110 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
2,860 |
2,860 |
2,860 |
180 |
WZ0117 |
PL0000106936 |
3/10 |
7 |
2,860 |
2,860 |
2,860 |
130 |
DS1020 |
PL0000106126 |
4/11 |
7 |
2,860 |
2,860 |
2,860 |
220 |
PS0416 |
PL0000106340 |
4/11 |
7 |
2,860 |
2,860 |
2,860 |
260 |
WZ0121 |
PL0000106068 |
4/11 |
7 |
2,820 |
2,820 |
2,820 |
60 |
TOTAL |
1 765 |