2013-05-28 |
MARKET DATA |
No 101 (2135) |
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 |
847,50 |
954,63 |
72 |
1 555,00 |
1 723,11 |
26 |
2 402,50 |
2 677,74 |
98 |
T-bonds EUR |
0,50 |
0,54 |
1 |
0,00 |
0,00 |
0 |
0,50 |
0,54 |
1 |
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 |
99,60 |
99,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,88 |
100,91 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,28 |
98,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,82 |
102,88 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,19 |
97,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
105,48 |
105,52 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
94,68 |
94,76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
108,49 |
108,54 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
106,45 |
106,52 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
106,66 |
106,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
107,30 |
107,25 |
107,30 |
107,30 |
107,25 |
107,25 |
107,28 |
50 000 |
53,87 |
4 |
DS1017 |
PL0000104543 |
110,02 |
109,85 |
109,85 |
109,85 |
109,83 |
109,85 |
109,84 |
60 000 |
67,79 |
6 |
PS0418 |
PL0000107314 |
103,90 |
103,85 |
103,90 |
103,95 |
103,82 |
103,95 |
103,90 |
110 000 |
114,69 |
8 |
PS0718 |
PL0000107595 |
98,03 |
98,04 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
114,26 |
114,09 |
114,20 |
114,20 |
114,18 |
114,18 |
114,19 |
20 000 |
23,50 |
2 |
DS1020 |
PL0000106126 |
113,47 |
113,40 |
113,38 |
113,38 |
113,38 |
113,38 |
113,38 |
20 000 |
23,30 |
1 |
DS1021 |
PL0000106670 |
118,00 |
117,75 |
117,88 |
117,88 |
117,88 |
117,88 |
117,88 |
10 000 |
12,13 |
1 |
WS0922 |
PL0000102646 |
119,05 |
118,75 |
118,76 |
119,06 |
118,70 |
118,70 |
118,87 |
190 000 |
233,34 |
17 |
DS1023 |
PL0000107264 |
105,11 |
104,80 |
104,90 |
105,10 |
104,69 |
104,70 |
104,80 |
295 000 |
316,22 |
25 |
WS0428 |
PL0000107611 |
88,68 |
89,24 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,25 |
124,00 |
124,50 |
124,50 |
124,00 |
124,00 |
124,12 |
70 000 |
87,28 |
5 |
WS0437 |
PL0000104857 |
118,80 |
126,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,51 |
106,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,30 |
112,61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,18 |
100,22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,16 |
100,19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,01 |
100,02 |
100,00 |
100,00 |
100,00 |
100,00 |
100,00 |
2 500 |
2,53 |
1 |
WZ0121 |
PL0000106068 |
99,00 |
99,00 |
99,00 |
99,00 |
99,00 |
99,00 |
99,00 |
10 000 |
10,04 |
1 |
WZ0124 |
PL0000107454 |
97,75 |
97,85 |
97,85 |
97,85 |
97,85 |
97,85 |
97,85 |
10 000 |
9,92 |
1 |
TOTAL |
847 500 |
954,63 |
72 |
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 |
101,80 |
101,90 |
101,90 |
101,90 |
101,90 |
101,90 |
101,90 |
500 |
0,54 |
1 |
EUR0119 |
XS0874841066 |
101,40 |
101,80 |
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 |
115,85 |
116,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
119,10 |
119,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
112,25 |
112,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
106,25 |
107,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
124,20 |
125,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
500 |
0,54 |
1 |
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 |
26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
89 |
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 |
100,86 |
100,93 |
2,74 |
2,57 |
100,90 |
2,65 |
OK0114 |
PL0000106712 |
98,24 |
98,36 |
2,74 |
2,55 |
98,30 |
2,64 |
PS0414 |
PL0000105433 |
102,80 |
102,90 |
2,56 |
2,45 |
102,85 |
2,50 |
OK0714 |
PL0000107009 |
97,17 |
97,31 |
2,53 |
2,40 |
97,24 |
2,46 |
WZ0115 |
PL0000106480 |
100,13 |
100,28 |
--- |
--- |
100,21 |
--- |
PS0415 |
PL0000105953 |
105,41 |
105,55 |
2,55 |
2,47 |
105,48 |
2,51 |
OK0715 |
PL0000107405 |
94,62 |
94,80 |
2,60 |
2,51 |
94,71 |
2,56 |
DS1015 |
PL0000103602 |
108,40 |
108,58 |
2,59 |
2,51 |
108,49 |
2,55 |
PS0416 |
PL0000106340 |
106,36 |
106,55 |
2,69 |
2,62 |
106,46 |
2,65 |
IZ0816 |
PL0000103529 |
106,33 |
107,08 |
--- |
--- |
106,71 |
--- |
PS1016 |
PL0000106795 |
106,43 |
106,68 |
2,74 |
2,66 |
106,56 |
2,70 |
WZ0117 |
PL0000106936 |
100,07 |
100,22 |
--- |
--- |
100,15 |
--- |
PS0417 |
PL0000107058 |
107,12 |
107,29 |
2,79 |
2,75 |
107,21 |
2,77 |
DS1017 |
PL0000104543 |
109,80 |
110,03 |
2,84 |
2,79 |
109,92 |
2,82 |
WZ0118 |
PL0000104717 |
99,88 |
100,05 |
--- |
--- |
99,97 |
--- |
PS0418 |
PL0000107314 |
103,66 |
103,93 |
2,93 |
2,88 |
103,80 |
2,90 |
PS0718 |
PL0000107595 |
97,82 |
98,08 |
2,96 |
2,90 |
97,95 |
2,93 |
DS1019 |
PL0000105441 |
113,83 |
114,21 |
3,08 |
3,02 |
114,02 |
3,05 |
DS1020 |
PL0000106126 |
113,27 |
113,60 |
3,20 |
3,16 |
113,44 |
3,18 |
WZ0121 |
PL0000106068 |
98,85 |
99,05 |
--- |
--- |
98,95 |
--- |
DS1021 |
PL0000106670 |
117,70 |
117,94 |
3,30 |
3,27 |
117,82 |
3,28 |
WS0922 |
PL0000102646 |
118,67 |
118,99 |
3,38 |
3,34 |
118,83 |
3,36 |
IZ0823 |
PL0000105359 |
111,71 |
112,94 |
--- |
--- |
112,33 |
--- |
DS1023 |
PL0000107264 |
104,67 |
104,95 |
3,45 |
3,42 |
104,81 |
3,44 |
WS0429 |
PL0000105391 |
123,55 |
124,48 |
3,75 |
3,68 |
124,02 |
3,72 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,86 |
100,93 |
2,74 |
2,57 |
100,90 |
2,65 |
OK0114 |
PL0000106712 |
98,26 |
98,36 |
2,70 |
2,55 |
98,31 |
2,63 |
PS0414 |
PL0000105433 |
102,80 |
102,90 |
2,56 |
2,45 |
102,85 |
2,50 |
OK0714 |
PL0000107009 |
97,17 |
97,31 |
2,53 |
2,40 |
97,24 |
2,46 |
WZ0115 |
PL0000106480 |
100,15 |
100,30 |
--- |
--- |
100,23 |
--- |
PS0415 |
PL0000105953 |
105,43 |
105,56 |
2,54 |
2,47 |
105,50 |
2,50 |
OK0715 |
PL0000107405 |
94,63 |
94,81 |
2,60 |
2,51 |
94,72 |
2,55 |
DS1015 |
PL0000103602 |
108,40 |
108,57 |
2,59 |
2,52 |
108,49 |
2,55 |
PS0416 |
PL0000106340 |
106,35 |
106,55 |
2,69 |
2,62 |
106,45 |
2,66 |
IZ0816 |
PL0000103529 |
106,41 |
107,07 |
--- |
--- |
106,74 |
--- |
PS1016 |
PL0000106795 |
106,44 |
106,67 |
2,74 |
2,67 |
106,56 |
2,70 |
WZ0117 |
PL0000106936 |
100,11 |
100,26 |
--- |
--- |
100,19 |
--- |
PS0417 |
PL0000107058 |
107,11 |
107,28 |
2,80 |
2,75 |
107,20 |
2,77 |
DS1017 |
PL0000104543 |
109,77 |
110,02 |
2,85 |
2,79 |
109,90 |
2,82 |
WZ0118 |
PL0000104717 |
99,95 |
100,11 |
--- |
--- |
100,03 |
--- |
PS0418 |
PL0000107314 |
103,67 |
103,89 |
2,93 |
2,88 |
103,78 |
2,91 |
PS0718 |
PL0000107595 |
97,80 |
98,11 |
2,96 |
2,90 |
97,96 |
2,93 |
DS1019 |
PL0000105441 |
113,86 |
114,18 |
3,08 |
3,03 |
114,02 |
3,05 |
DS1020 |
PL0000106126 |
113,19 |
113,52 |
3,21 |
3,17 |
113,36 |
3,19 |
WZ0121 |
PL0000106068 |
98,90 |
99,11 |
--- |
--- |
99,01 |
--- |
DS1021 |
PL0000106670 |
117,63 |
117,95 |
3,31 |
3,27 |
117,79 |
3,29 |
WS0922 |
PL0000102646 |
118,62 |
118,89 |
3,38 |
3,35 |
118,76 |
3,37 |
IZ0823 |
PL0000105359 |
111,84 |
112,97 |
--- |
--- |
112,41 |
--- |
DS1023 |
PL0000107264 |
104,61 |
104,87 |
3,46 |
3,43 |
104,74 |
3,45 |
WS0429 |
PL0000105391 |
123,76 |
124,36 |
3,74 |
3,69 |
124,06 |
3,72 |
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 |
2,850 |
2,850 |
2,850 |
30 |
DS1017 |
PL0000104543 |
0/1 |
1 |
2,800 |
2,800 |
2,800 |
40 |
WS0922 |
PL0000102646 |
1/3 |
2 |
2,820 |
2,900 |
2,870 |
105 |
DS1015 |
PL0000103602 |
1/3 |
2 |
2,870 |
2,870 |
2,870 |
60 |
DS1017 |
PL0000104543 |
1/3 |
2 |
2,860 |
2,860 |
2,860 |
135 |
WS0429 |
PL0000105391 |
1/3 |
2 |
2,820 |
2,820 |
2,820 |
10 |
DS1019 |
PL0000105441 |
1/3 |
2 |
2,820 |
2,820 |
2,820 |
45 |
DS1021 |
PL0000106670 |
1/3 |
2 |
2,860 |
2,860 |
2,860 |
200 |
OK0114 |
PL0000106712 |
1/3 |
2 |
2,750 |
2,750 |
2,750 |
10 |
DS1023 |
PL0000107264 |
1/3 |
2 |
2,870 |
2,870 |
2,870 |
100 |
OK0715 |
PL0000107405 |
1/3 |
2 |
2,860 |
2,860 |
2,860 |
75 |
PS0416 |
PL0000106340 |
0/3 |
3 |
2,900 |
2,900 |
2,900 |
10 |
WS0922 |
PL0000102646 |
1/8 |
7 |
2,850 |
2,850 |
2,850 |
65 |
PS0414 |
PL0000105433 |
1/8 |
7 |
2,820 |
2,850 |
2,843 |
60 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,820 |
2,820 |
2,820 |
10 |
PS0415 |
PL0000105953 |
1/8 |
7 |
2,900 |
2,900 |
2,900 |
70 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,840 |
2,840 |
2,840 |
80 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,850 |
2,850 |
2,850 |
10 |
OK0714 |
PL0000107009 |
1/8 |
7 |
2,850 |
2,850 |
2,850 |
35 |
WZ0117 |
PL0000106936 |
1/8 |
7 |
2,820 |
2,820 |
2,820 |
65 |
DS1023 |
PL0000107264 |
3/10 |
7 |
2,820 |
2,830 |
2,826 |
265 |
OK0715 |
PL0000107405 |
3/10 |
7 |
2,880 |
2,880 |
2,880 |
75 |
TOTAL |
1 555 |