2013-05-29 |
MARKET DATA |
No 102 (2136) |
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 |
2 537,50 |
2 735,20 |
168 |
1 240,00 |
1 345,92 |
19 |
3 777,50 |
4 081,12 |
187 |
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 |
99,61 |
99,62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,90 |
100,89 |
100,87 |
100,91 |
100,87 |
100,91 |
100,91 |
572 500 |
595,11 |
12 |
OK0114 |
PL0000106712 |
98,30 |
98,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,81 |
102,81 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,20 |
97,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
105,39 |
105,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
94,69 |
94,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
108,40 |
108,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
106,33 |
106,35 |
106,35 |
106,35 |
106,31 |
106,31 |
106,34 |
90 000 |
96,18 |
5 |
PS1016 |
PL0000106795 |
106,43 |
106,42 |
106,45 |
106,52 |
106,45 |
106,52 |
106,48 |
120 000 |
131,23 |
7 |
PS0417 |
PL0000107058 |
107,00 |
106,96 |
107,00 |
107,00 |
107,00 |
107,00 |
107,00 |
10 000 |
10,75 |
1 |
DS1017 |
PL0000104543 |
109,65 |
109,49 |
109,65 |
109,65 |
109,50 |
109,53 |
109,54 |
182 500 |
205,71 |
16 |
PS0418 |
PL0000107314 |
103,60 |
103,40 |
103,40 |
103,60 |
103,40 |
103,54 |
103,50 |
205 000 |
212,99 |
14 |
PS0718 |
PL0000107595 |
97,61 |
97,50 |
97,77 |
97,77 |
97,46 |
97,50 |
97,51 |
215 000 |
214,26 |
16 |
DS1019 |
PL0000105441 |
113,62 |
113,50 |
113,60 |
113,65 |
113,50 |
113,60 |
113,59 |
185 000 |
216,31 |
18 |
DS1020 |
PL0000106126 |
112,97 |
112,95 |
113,03 |
113,07 |
113,03 |
113,07 |
113,05 |
20 000 |
23,25 |
2 |
DS1021 |
PL0000106670 |
117,34 |
117,17 |
117,15 |
117,25 |
117,10 |
117,15 |
117,15 |
135 000 |
162,86 |
13 |
WS0922 |
PL0000102646 |
118,40 |
118,23 |
118,50 |
118,50 |
118,30 |
118,30 |
118,36 |
60 000 |
73,40 |
7 |
DS1023 |
PL0000107264 |
104,34 |
104,16 |
104,15 |
104,29 |
104,04 |
104,05 |
104,15 |
215 000 |
229,13 |
18 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,57 |
123,40 |
123,45 |
123,57 |
123,30 |
123,35 |
123,40 |
80 000 |
99,21 |
9 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,50 |
106,50 |
106,40 |
106,50 |
106,40 |
106,50 |
106,45 |
20 000 |
27,79 |
2 |
IZ0823 |
PL0000105359 |
112,80 |
111,96 |
111,94 |
111,94 |
111,83 |
111,83 |
111,89 |
20 000 |
26,34 |
2 |
WZ0115 |
PL0000106480 |
100,17 |
100,23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,15 |
100,14 |
100,14 |
100,20 |
100,14 |
100,20 |
100,17 |
190 000 |
193,01 |
9 |
WZ0118 |
PL0000104717 |
100,02 |
99,99 |
99,99 |
100,04 |
99,97 |
100,04 |
100,01 |
40 000 |
40,57 |
4 |
WZ0121 |
PL0000106068 |
98,97 |
98,99 |
99,05 |
99,05 |
98,99 |
99,00 |
99,02 |
70 000 |
70,30 |
5 |
WZ0124 |
PL0000107454 |
97,90 |
97,88 |
97,90 |
97,98 |
97,88 |
97,98 |
97,93 |
107 500 |
106,80 |
8 |
TOTAL |
2 537 500 |
2 735,20 |
168 |
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 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
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
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 |
23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
86 |
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 |
100,91 |
2,75 |
2,58 |
100,88 |
2,65 |
OK0114 |
PL0000106712 |
98,25 |
98,42 |
2,75 |
2,48 |
98,34 |
2,61 |
PS0414 |
PL0000105433 |
102,74 |
102,89 |
2,60 |
2,43 |
102,82 |
2,51 |
OK0714 |
PL0000107009 |
97,15 |
97,33 |
2,56 |
2,40 |
97,24 |
2,48 |
WZ0115 |
PL0000106480 |
100,12 |
100,28 |
--- |
--- |
100,20 |
--- |
PS0415 |
PL0000105953 |
105,33 |
105,52 |
2,58 |
2,48 |
105,43 |
2,52 |
OK0715 |
PL0000107405 |
94,60 |
94,80 |
2,62 |
2,52 |
94,70 |
2,57 |
DS1015 |
PL0000103602 |
108,32 |
108,51 |
2,61 |
2,53 |
108,42 |
2,57 |
PS0416 |
PL0000106340 |
106,20 |
106,45 |
2,74 |
2,65 |
106,33 |
2,69 |
IZ0816 |
PL0000103529 |
106,35 |
107,02 |
--- |
--- |
106,69 |
--- |
PS1016 |
PL0000106795 |
106,24 |
106,50 |
2,79 |
2,71 |
106,37 |
2,75 |
WZ0117 |
PL0000106936 |
100,07 |
100,19 |
--- |
--- |
100,13 |
--- |
PS0417 |
PL0000107058 |
106,81 |
107,03 |
2,87 |
2,81 |
106,92 |
2,84 |
DS1017 |
PL0000104543 |
109,43 |
109,69 |
2,93 |
2,87 |
109,56 |
2,90 |
WZ0118 |
PL0000104717 |
99,88 |
100,05 |
--- |
--- |
99,97 |
--- |
PS0418 |
PL0000107314 |
103,24 |
103,53 |
3,02 |
2,96 |
103,39 |
2,99 |
PS0718 |
PL0000107595 |
97,41 |
97,68 |
3,05 |
2,99 |
97,55 |
3,02 |
DS1019 |
PL0000105441 |
113,25 |
113,59 |
3,17 |
3,12 |
113,42 |
3,15 |
DS1020 |
PL0000106126 |
112,68 |
113,10 |
3,28 |
3,22 |
112,89 |
3,25 |
WZ0121 |
PL0000106068 |
98,84 |
99,04 |
--- |
--- |
98,94 |
--- |
DS1021 |
PL0000106670 |
117,05 |
117,45 |
3,38 |
3,33 |
117,25 |
3,35 |
WS0922 |
PL0000102646 |
117,94 |
118,35 |
3,46 |
3,41 |
118,15 |
3,43 |
IZ0823 |
PL0000105359 |
111,74 |
112,73 |
--- |
--- |
112,24 |
--- |
DS1023 |
PL0000107264 |
104,03 |
104,35 |
3,53 |
3,49 |
104,19 |
3,51 |
WS0429 |
PL0000105391 |
122,82 |
123,63 |
3,81 |
3,75 |
123,23 |
3,78 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,87 |
100,93 |
2,67 |
2,53 |
100,90 |
2,60 |
OK0114 |
PL0000106712 |
98,26 |
98,41 |
2,74 |
2,50 |
98,34 |
2,61 |
PS0414 |
PL0000105433 |
102,75 |
102,87 |
2,58 |
2,45 |
102,81 |
2,52 |
OK0714 |
PL0000107009 |
97,18 |
97,34 |
2,54 |
2,39 |
97,26 |
2,46 |
WZ0115 |
PL0000106480 |
100,13 |
100,29 |
--- |
--- |
100,21 |
--- |
PS0415 |
PL0000105953 |
105,31 |
105,47 |
2,59 |
2,50 |
105,39 |
2,54 |
OK0715 |
PL0000107405 |
94,61 |
94,78 |
2,62 |
2,53 |
94,70 |
2,57 |
DS1015 |
PL0000103602 |
108,32 |
108,50 |
2,61 |
2,53 |
108,41 |
2,57 |
PS0416 |
PL0000106340 |
106,25 |
106,44 |
2,72 |
2,65 |
106,35 |
2,68 |
IZ0816 |
PL0000103529 |
106,10 |
106,82 |
--- |
--- |
106,46 |
--- |
PS1016 |
PL0000106795 |
106,31 |
106,54 |
2,77 |
2,70 |
106,43 |
2,73 |
WZ0117 |
PL0000106936 |
100,10 |
100,23 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
106,79 |
107,05 |
2,88 |
2,81 |
106,92 |
2,84 |
DS1017 |
PL0000104543 |
109,39 |
109,67 |
2,93 |
2,87 |
109,53 |
2,90 |
WZ0118 |
PL0000104717 |
99,88 |
100,08 |
--- |
--- |
99,98 |
--- |
PS0418 |
PL0000107314 |
103,30 |
103,50 |
3,01 |
2,97 |
103,40 |
2,99 |
PS0718 |
PL0000107595 |
97,40 |
97,68 |
3,05 |
2,99 |
97,54 |
3,02 |
DS1019 |
PL0000105441 |
113,42 |
113,73 |
3,15 |
3,10 |
113,58 |
3,12 |
DS1020 |
PL0000106126 |
112,68 |
113,00 |
3,28 |
3,24 |
112,84 |
3,26 |
WZ0121 |
PL0000106068 |
98,89 |
99,14 |
--- |
--- |
99,02 |
--- |
DS1021 |
PL0000106670 |
117,06 |
117,29 |
3,38 |
3,35 |
117,18 |
3,36 |
WS0922 |
PL0000102646 |
118,04 |
118,39 |
3,45 |
3,41 |
118,22 |
3,43 |
IZ0823 |
PL0000105359 |
111,25 |
112,20 |
--- |
--- |
111,73 |
--- |
DS1023 |
PL0000107264 |
104,02 |
104,40 |
3,53 |
3,48 |
104,21 |
3,51 |
WS0429 |
PL0000105391 |
122,93 |
123,68 |
3,80 |
3,74 |
123,31 |
3,77 |
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 |
5/6 |
1 |
2,820 |
2,820 |
2,820 |
10 |
PS0415 |
PL0000105953 |
0/2 |
2 |
2,900 |
2,900 |
2,900 |
75 |
WZ0117 |
PL0000106936 |
0/2 |
2 |
2,870 |
2,870 |
2,870 |
20 |
WS0922 |
PL0000102646 |
2/5 |
3 |
2,870 |
2,870 |
2,870 |
165 |
DS1019 |
PL0000105441 |
2/5 |
3 |
2,820 |
2,820 |
2,820 |
45 |
DS1023 |
PL0000107264 |
2/5 |
3 |
2,870 |
2,870 |
2,870 |
80 |
PS0418 |
PL0000107314 |
2/5 |
3 |
2,870 |
2,870 |
2,870 |
40 |
PS0718 |
PL0000107595 |
2/5 |
3 |
2,850 |
2,850 |
2,850 |
10 |
WZ0117 |
PL0000106936 |
2/5 |
3 |
2,870 |
2,870 |
2,870 |
20 |
WS0429 |
PL0000105391 |
2/6 |
4 |
2,800 |
2,800 |
2,800 |
5 |
WS0922 |
PL0000102646 |
2/9 |
7 |
2,750 |
2,750 |
2,750 |
50 |
DS1015 |
PL0000103602 |
2/9 |
7 |
2,820 |
2,820 |
2,820 |
85 |
PS1016 |
PL0000106795 |
2/9 |
7 |
2,820 |
2,830 |
2,823 |
290 |
OK0714 |
PL0000107009 |
2/9 |
7 |
2,820 |
2,820 |
2,820 |
55 |
OK0715 |
PL0000107405 |
2/9 |
7 |
2,850 |
2,850 |
2,850 |
105 |
WZ0117 |
PL0000106936 |
2/9 |
7 |
2,850 |
2,850 |
2,850 |
175 |
WS0922 |
PL0000102646 |
5/12 |
7 |
2,700 |
2,700 |
2,700 |
10 |
TOTAL |
1 240 |