2013-05-27 |
MARKET DATA |
No 100 (2134) |
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 |
380,00 |
397,43 |
12 |
920,00 |
1 051,96 |
18 |
1 300,00 |
1 449,39 |
30 |
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 |
99,58 |
99,62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,90 |
100,92 |
100,90 |
100,90 |
100,90 |
100,90 |
100,90 |
200 000 |
207,75 |
2 |
OK0114 |
PL0000106712 |
98,29 |
98,33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,86 |
102,87 |
102,86 |
102,86 |
102,86 |
102,86 |
102,86 |
50 000 |
51,70 |
1 |
OK0714 |
PL0000107009 |
97,17 |
97,27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
105,50 |
105,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
94,68 |
94,77 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
108,47 |
108,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
106,45 |
106,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
106,63 |
106,69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
107,30 |
107,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
110,00 |
110,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,95 |
104,00 |
103,95 |
103,95 |
103,94 |
103,94 |
103,94 |
30 000 |
31,29 |
2 |
PS0718 |
PL0000107595 |
98,90 |
98,22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
114,25 |
114,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
113,67 |
113,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
118,12 |
118,20 |
118,25 |
118,25 |
118,25 |
118,25 |
118,25 |
5 000 |
6,08 |
1 |
WS0922 |
PL0000102646 |
119,06 |
119,15 |
119,06 |
119,06 |
119,06 |
119,06 |
119,06 |
15 000 |
18,45 |
1 |
DS1023 |
PL0000107264 |
105,10 |
105,15 |
105,10 |
105,10 |
105,10 |
105,10 |
105,10 |
20 000 |
21,49 |
2 |
WS0428 |
PL0000107611 |
89,26 |
89,78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,45 |
124,76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,49 |
106,94 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,15 |
112,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,19 |
100,22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,13 |
100,17 |
100,18 |
100,18 |
100,18 |
100,18 |
100,18 |
30 000 |
30,46 |
1 |
WZ0118 |
PL0000104717 |
100,00 |
100,04 |
100,00 |
100,00 |
100,00 |
100,00 |
100,00 |
10 000 |
10,14 |
1 |
WZ0121 |
PL0000106068 |
98,96 |
99,01 |
99,01 |
99,01 |
99,01 |
99,01 |
99,01 |
20 000 |
20,07 |
1 |
WZ0124 |
PL0000107454 |
97,73 |
97,83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
380 000 |
397,43 |
12 |
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 |
103,70 |
103,85 |
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 |
110,35 |
110,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
121,85 |
122,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
101,45 |
101,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,25 |
116,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
116,00 |
116,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
119,00 |
119,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
112,30 |
112,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
106,20 |
106,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
124,10 |
124,90 |
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 |
28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
91 |
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 |
100,93 |
2,72 |
2,60 |
100,91 |
2,65 |
OK0114 |
PL0000106712 |
98,23 |
98,37 |
2,73 |
2,51 |
98,30 |
2,62 |
PS0414 |
PL0000105433 |
102,81 |
102,90 |
2,57 |
2,47 |
102,86 |
2,51 |
OK0714 |
PL0000107009 |
97,14 |
97,31 |
2,54 |
2,39 |
97,23 |
2,46 |
WZ0115 |
PL0000106480 |
100,14 |
100,28 |
--- |
--- |
100,21 |
--- |
PS0415 |
PL0000105953 |
105,48 |
105,57 |
2,52 |
2,47 |
105,53 |
2,49 |
OK0715 |
PL0000107405 |
94,65 |
94,80 |
2,58 |
2,51 |
94,73 |
2,54 |
DS1015 |
PL0000103602 |
108,43 |
108,62 |
2,58 |
2,50 |
108,53 |
2,54 |
PS0416 |
PL0000106340 |
106,42 |
106,58 |
2,67 |
2,62 |
106,50 |
2,64 |
IZ0816 |
PL0000103529 |
106,30 |
107,13 |
--- |
--- |
106,72 |
--- |
PS1016 |
PL0000106795 |
106,55 |
106,74 |
2,71 |
2,65 |
106,65 |
2,68 |
WZ0117 |
PL0000106936 |
100,07 |
100,20 |
--- |
--- |
100,14 |
--- |
PS0417 |
PL0000107058 |
107,25 |
107,48 |
2,76 |
2,70 |
107,37 |
2,73 |
DS1017 |
PL0000104543 |
109,94 |
110,22 |
2,81 |
2,75 |
110,08 |
2,78 |
WZ0118 |
PL0000104717 |
99,90 |
100,08 |
--- |
--- |
99,99 |
--- |
PS0418 |
PL0000107314 |
103,88 |
104,16 |
2,89 |
2,83 |
104,02 |
2,86 |
PS0718 |
PL0000107595 |
98,02 |
98,35 |
2,92 |
2,85 |
98,19 |
2,88 |
DS1019 |
PL0000105441 |
114,08 |
114,49 |
3,04 |
2,98 |
114,29 |
3,01 |
DS1020 |
PL0000106126 |
113,52 |
113,92 |
3,17 |
3,11 |
113,72 |
3,14 |
WZ0121 |
PL0000106068 |
98,83 |
99,09 |
--- |
--- |
98,96 |
--- |
DS1021 |
PL0000106670 |
118,03 |
118,47 |
3,26 |
3,20 |
118,25 |
3,23 |
WS0922 |
PL0000102646 |
118,97 |
119,33 |
3,34 |
3,30 |
119,15 |
3,32 |
IZ0823 |
PL0000105359 |
111,87 |
114,31 |
--- |
--- |
113,09 |
--- |
DS1023 |
PL0000107264 |
105,02 |
105,45 |
3,42 |
3,37 |
105,24 |
3,39 |
WS0429 |
PL0000105391 |
124,15 |
125,18 |
3,71 |
3,63 |
124,67 |
3,67 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,88 |
100,93 |
2,72 |
2,60 |
100,91 |
2,65 |
OK0114 |
PL0000106712 |
98,27 |
98,34 |
2,67 |
2,56 |
98,31 |
2,60 |
PS0414 |
PL0000105433 |
102,82 |
102,89 |
2,55 |
2,48 |
102,86 |
2,51 |
OK0714 |
PL0000107009 |
97,15 |
97,29 |
2,53 |
2,40 |
97,22 |
2,47 |
WZ0115 |
PL0000106480 |
100,16 |
100,29 |
--- |
--- |
100,23 |
--- |
PS0415 |
PL0000105953 |
105,48 |
105,57 |
2,52 |
2,47 |
105,53 |
2,49 |
OK0715 |
PL0000107405 |
94,66 |
94,79 |
2,58 |
2,51 |
94,73 |
2,54 |
DS1015 |
PL0000103602 |
108,43 |
108,57 |
2,58 |
2,52 |
108,50 |
2,55 |
PS0416 |
PL0000106340 |
106,43 |
106,57 |
2,67 |
2,62 |
106,50 |
2,64 |
IZ0816 |
PL0000103529 |
106,35 |
107,07 |
--- |
--- |
106,71 |
--- |
PS1016 |
PL0000106795 |
106,57 |
106,73 |
2,70 |
2,65 |
106,65 |
2,68 |
WZ0117 |
PL0000106936 |
100,07 |
100,23 |
--- |
--- |
100,15 |
--- |
PS0417 |
PL0000107058 |
107,24 |
107,38 |
2,77 |
2,73 |
107,31 |
2,75 |
DS1017 |
PL0000104543 |
109,96 |
110,14 |
2,81 |
2,77 |
110,05 |
2,79 |
WZ0118 |
PL0000104717 |
99,95 |
100,08 |
--- |
--- |
100,02 |
--- |
PS0418 |
PL0000107314 |
103,86 |
104,03 |
2,89 |
2,86 |
103,95 |
2,87 |
PS0718 |
PL0000107595 |
98,00 |
98,29 |
2,92 |
2,86 |
98,15 |
2,89 |
DS1019 |
PL0000105441 |
114,18 |
114,48 |
3,03 |
2,98 |
114,33 |
3,00 |
DS1020 |
PL0000106126 |
113,57 |
113,89 |
3,16 |
3,12 |
113,73 |
3,14 |
WZ0121 |
PL0000106068 |
98,90 |
99,07 |
--- |
--- |
98,99 |
--- |
DS1021 |
PL0000106670 |
118,06 |
118,29 |
3,25 |
3,23 |
118,18 |
3,24 |
WS0922 |
PL0000102646 |
119,00 |
119,37 |
3,34 |
3,30 |
119,19 |
3,32 |
IZ0823 |
PL0000105359 |
111,86 |
113,11 |
--- |
--- |
112,49 |
--- |
DS1023 |
PL0000107264 |
105,01 |
105,29 |
3,42 |
3,38 |
105,15 |
3,40 |
WS0429 |
PL0000105391 |
124,31 |
124,92 |
3,70 |
3,65 |
124,62 |
3,67 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0415 |
PL0000105953 |
0/1 |
1 |
2,860 |
2,860 |
2,860 |
10 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,860 |
2,860 |
2,860 |
65 |
WS0429 |
PL0000105391 |
1/2 |
1 |
2,800 |
2,800 |
2,800 |
10 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,850 |
2,850 |
2,850 |
45 |
PS0415 |
PL0000105953 |
1/2 |
1 |
2,850 |
2,850 |
2,850 |
10 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,860 |
2,860 |
2,860 |
100 |
PS0417 |
PL0000107058 |
1/2 |
1 |
2,850 |
2,850 |
2,850 |
30 |
OK0715 |
PL0000107405 |
1/2 |
1 |
2,860 |
2,860 |
2,860 |
10 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,800 |
2,800 |
2,800 |
50 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,800 |
2,800 |
2,800 |
210 |
OK0713 |
PL0000106563 |
1/8 |
7 |
2,800 |
2,800 |
2,800 |
10 |
DS1021 |
PL0000106670 |
1/8 |
7 |
2,850 |
2,850 |
2,850 |
85 |
DS1015 |
PL0000103602 |
2/9 |
7 |
2,860 |
2,860 |
2,860 |
105 |
DS1017 |
PL0000104543 |
2/9 |
7 |
2,840 |
2,840 |
2,840 |
100 |
OK0114 |
PL0000106712 |
2/9 |
7 |
2,850 |
2,850 |
2,850 |
80 |
TOTAL |
920 |