2013-05-31 |
MARKET DATA |
No 103 (2137) |
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 |
2 577,50 |
2 717,94 |
170 |
1 490,00 |
1 697,90 |
15 |
4 067,50 |
4 415,85 |
185 |
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 |
99,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,88 |
100,89 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,25 |
98,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,73 |
102,70 |
102,70 |
102,70 |
102,68 |
102,68 |
102,68 |
287 500 |
297,03 |
7 |
OK0714 |
PL0000107009 |
97,20 |
97,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
105,31 |
105,15 |
105,23 |
105,23 |
105,15 |
105,22 |
105,21 |
400 000 |
423,23 |
21 |
OK0715 |
PL0000107405 |
94,61 |
94,51 |
94,54 |
94,56 |
94,51 |
94,55 |
94,55 |
135 000 |
127,64 |
6 |
DS1015 |
PL0000103602 |
108,30 |
108,11 |
108,28 |
108,28 |
108,15 |
108,15 |
108,21 |
95 000 |
106,43 |
6 |
PS0416 |
PL0000106340 |
106,15 |
106,00 |
106,06 |
106,06 |
105,98 |
106,05 |
106,03 |
195 000 |
207,82 |
11 |
PS1016 |
PL0000106795 |
106,20 |
106,01 |
106,24 |
106,24 |
106,24 |
106,24 |
106,24 |
10 000 |
10,91 |
1 |
PS0417 |
PL0000107058 |
106,73 |
106,58 |
106,60 |
106,65 |
106,60 |
106,65 |
106,63 |
100 000 |
107,15 |
7 |
DS1017 |
PL0000104543 |
109,15 |
109,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,10 |
102,84 |
103,00 |
103,00 |
102,77 |
102,92 |
102,87 |
210 000 |
216,89 |
19 |
PS0718 |
PL0000107595 |
97,30 |
97,01 |
97,31 |
97,31 |
96,86 |
97,07 |
97,03 |
222 500 |
220,68 |
16 |
DS1019 |
PL0000105441 |
113,05 |
112,97 |
112,75 |
113,03 |
112,75 |
113,03 |
112,89 |
20 000 |
23,25 |
2 |
DS1020 |
PL0000106126 |
112,38 |
112,18 |
112,15 |
112,30 |
112,10 |
112,30 |
112,15 |
75 000 |
86,51 |
6 |
DS1021 |
PL0000106670 |
116,70 |
116,35 |
116,35 |
116,79 |
116,33 |
116,79 |
116,42 |
145 000 |
173,89 |
13 |
WS0922 |
PL0000102646 |
117,68 |
117,30 |
117,30 |
117,76 |
117,30 |
117,76 |
117,43 |
55 000 |
66,79 |
4 |
DS1023 |
PL0000107264 |
103,85 |
103,43 |
103,38 |
103,85 |
103,38 |
103,60 |
103,58 |
285 000 |
302,13 |
28 |
WS0428 |
PL0000107611 |
89,06 |
89,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,95 |
122,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
119,40 |
126,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,15 |
106,33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,36 |
111,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,19 |
100,19 |
100,23 |
100,23 |
100,22 |
100,22 |
100,23 |
20 000 |
20,33 |
2 |
WZ0117 |
PL0000106936 |
100,23 |
100,13 |
100,15 |
100,30 |
100,15 |
100,30 |
100,21 |
212 500 |
215,98 |
13 |
WZ0118 |
PL0000104717 |
100,00 |
99,98 |
100,00 |
100,04 |
100,00 |
100,04 |
100,00 |
90 000 |
91,29 |
6 |
WZ0121 |
PL0000106068 |
99,15 |
99,00 |
99,15 |
99,15 |
99,15 |
99,15 |
99,15 |
10 000 |
10,06 |
1 |
WZ0124 |
PL0000107454 |
98,05 |
98,13 |
98,05 |
98,05 |
98,05 |
98,05 |
98,05 |
10 000 |
9,95 |
1 |
TOTAL |
2 577 500 |
2 717,94 |
170 |
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 |
22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
85 |
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 |
100,83 |
100,94 |
2,76 |
2,48 |
100,89 |
2,61 |
OK0114 |
PL0000106712 |
98,23 |
98,40 |
2,80 |
2,53 |
98,32 |
2,65 |
PS0414 |
PL0000105433 |
102,69 |
102,87 |
2,64 |
2,44 |
102,78 |
2,54 |
OK0714 |
PL0000107009 |
97,13 |
97,33 |
2,59 |
2,40 |
97,23 |
2,50 |
WZ0115 |
PL0000106480 |
100,10 |
100,30 |
--- |
--- |
100,20 |
--- |
PS0415 |
PL0000105953 |
105,20 |
105,37 |
2,64 |
2,55 |
105,29 |
2,59 |
OK0715 |
PL0000107405 |
94,53 |
94,72 |
2,66 |
2,57 |
94,63 |
2,61 |
DS1015 |
PL0000103602 |
108,15 |
108,33 |
2,67 |
2,60 |
108,24 |
2,64 |
PS0416 |
PL0000106340 |
105,99 |
106,28 |
2,81 |
2,71 |
106,14 |
2,76 |
IZ0816 |
PL0000103529 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
PS1016 |
PL0000106795 |
106,03 |
106,29 |
2,85 |
2,77 |
106,16 |
2,81 |
WZ0117 |
PL0000106936 |
99,97 |
100,19 |
--- |
--- |
100,08 |
--- |
PS0417 |
PL0000107058 |
106,46 |
106,65 |
2,96 |
2,91 |
106,56 |
2,94 |
DS1017 |
PL0000104543 |
109,00 |
109,27 |
3,02 |
2,96 |
109,14 |
2,99 |
WZ0118 |
PL0000104717 |
99,84 |
100,07 |
--- |
--- |
99,96 |
--- |
PS0418 |
PL0000107314 |
102,81 |
103,10 |
3,12 |
3,05 |
102,96 |
3,09 |
PS0718 |
PL0000107595 |
96,97 |
97,20 |
3,14 |
3,09 |
97,09 |
3,12 |
DS1019 |
PL0000105441 |
112,71 |
113,08 |
3,26 |
3,20 |
112,90 |
3,23 |
DS1020 |
PL0000106126 |
112,00 |
112,34 |
3,38 |
3,33 |
112,17 |
3,36 |
WZ0121 |
PL0000106068 |
98,92 |
99,17 |
--- |
--- |
99,05 |
--- |
DS1021 |
PL0000106670 |
116,07 |
116,43 |
3,50 |
3,46 |
116,25 |
3,48 |
WS0922 |
PL0000102646 |
117,12 |
117,49 |
3,55 |
3,51 |
117,31 |
3,53 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
103,28 |
103,58 |
3,61 |
3,58 |
103,43 |
3,59 |
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 |
100,81 |
100,91 |
2,81 |
2,56 |
100,86 |
2,68 |
OK0114 |
PL0000106712 |
98,22 |
98,41 |
2,81 |
2,51 |
98,32 |
2,65 |
PS0414 |
PL0000105433 |
102,60 |
102,73 |
2,74 |
2,60 |
102,67 |
2,66 |
OK0714 |
PL0000107009 |
96,96 |
97,16 |
2,75 |
2,56 |
97,06 |
2,65 |
WZ0115 |
PL0000106480 |
100,10 |
100,23 |
--- |
--- |
100,17 |
--- |
PS0415 |
PL0000105953 |
105,08 |
105,20 |
2,70 |
2,64 |
105,14 |
2,67 |
OK0715 |
PL0000107405 |
94,38 |
94,57 |
2,74 |
2,64 |
94,48 |
2,69 |
DS1015 |
PL0000103602 |
107,97 |
108,16 |
2,75 |
2,67 |
108,07 |
2,71 |
PS0416 |
PL0000106340 |
105,84 |
106,13 |
2,86 |
2,76 |
105,99 |
2,81 |
IZ0816 |
PL0000103529 |
106,03 |
106,76 |
--- |
--- |
106,40 |
--- |
PS1016 |
PL0000106795 |
105,87 |
106,15 |
2,90 |
2,82 |
106,01 |
2,86 |
WZ0117 |
PL0000106936 |
100,11 |
100,24 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
106,44 |
106,65 |
2,97 |
2,91 |
106,55 |
2,94 |
DS1017 |
PL0000104543 |
108,90 |
109,19 |
3,05 |
2,98 |
109,05 |
3,01 |
WZ0118 |
PL0000104717 |
99,83 |
100,04 |
--- |
--- |
99,94 |
--- |
PS0418 |
PL0000107314 |
102,77 |
102,99 |
3,13 |
3,08 |
102,88 |
3,10 |
PS0718 |
PL0000107595 |
96,92 |
97,12 |
3,16 |
3,11 |
97,02 |
3,13 |
DS1019 |
PL0000105441 |
112,77 |
113,10 |
3,25 |
3,20 |
112,94 |
3,22 |
DS1020 |
PL0000106126 |
112,14 |
112,45 |
3,36 |
3,32 |
112,30 |
3,34 |
WZ0121 |
PL0000106068 |
98,85 |
99,09 |
--- |
--- |
98,97 |
--- |
DS1021 |
PL0000106670 |
116,45 |
116,77 |
3,45 |
3,41 |
116,61 |
3,43 |
WS0922 |
PL0000102646 |
117,35 |
117,70 |
3,53 |
3,48 |
117,53 |
3,50 |
IZ0823 |
PL0000105359 |
111,00 |
112,00 |
--- |
--- |
111,50 |
--- |
DS1023 |
PL0000107264 |
103,50 |
103,82 |
3,59 |
3,55 |
103,66 |
3,57 |
WS0429 |
PL0000105391 |
122,30 |
123,14 |
3,84 |
3,78 |
122,72 |
3,81 |
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 |
2,820 |
2,820 |
2,820 |
140 |
DS1013 |
PL0000102836 |
3/4 |
1 |
2,820 |
2,820 |
2,820 |
40 |
DS1015 |
PL0000103602 |
3/4 |
1 |
2,850 |
2,850 |
2,850 |
75 |
DS1019 |
PL0000105441 |
3/4 |
1 |
2,820 |
2,820 |
2,820 |
45 |
DS1021 |
PL0000106670 |
3/4 |
1 |
2,820 |
2,820 |
2,820 |
20 |
PS1016 |
PL0000106795 |
3/4 |
1 |
2,850 |
2,850 |
2,850 |
190 |
WZ0118 |
PL0000104717 |
3/4 |
1 |
2,830 |
2,830 |
2,830 |
55 |
WZ0117 |
PL0000106936 |
3/4 |
1 |
2,850 |
2,850 |
2,850 |
90 |
DS1019 |
PL0000105441 |
0/3 |
3 |
2,750 |
2,750 |
2,750 |
90 |
DS1021 |
PL0000106670 |
3/10 |
7 |
2,850 |
2,850 |
2,850 |
25 |
PS0718 |
PL0000107595 |
3/10 |
7 |
2,850 |
2,850 |
2,850 |
70 |
WZ0118 |
PL0000104717 |
3/10 |
7 |
2,850 |
2,850 |
2,850 |
50 |
TOTAL |
890 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
3/4 |
1 |
3,070 |
3,070 |
3,070 |
600 |
TOTAL |
600 |