2013-06-03 |
MARKET DATA |
No 104 (2138) |
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 |
1 100,00 |
1 226,66 |
78 |
2 405,00 |
2 684,75 |
31 |
3 505,00 |
3 911,41 |
109 |
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 |
99,62 |
99,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,89 |
100,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,31 |
98,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,74 |
102,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,18 |
97,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
105,34 |
105,18 |
105,17 |
105,17 |
105,15 |
105,15 |
105,16 |
160 000 |
169,24 |
2 |
OK0715 |
PL0000107405 |
94,64 |
94,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
108,12 |
108,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
106,20 |
106,06 |
106,10 |
106,10 |
106,06 |
106,06 |
106,08 |
25 000 |
26,66 |
2 |
PS1016 |
PL0000106795 |
106,13 |
106,10 |
106,15 |
106,15 |
106,13 |
106,13 |
106,14 |
35 000 |
38,17 |
3 |
PS0417 |
PL0000107058 |
106,86 |
106,65 |
106,65 |
106,65 |
106,65 |
106,65 |
106,65 |
10 000 |
10,72 |
1 |
DS1017 |
PL0000104543 |
109,24 |
109,08 |
109,10 |
109,11 |
109,10 |
109,11 |
109,11 |
35 000 |
39,31 |
2 |
PS0418 |
PL0000107314 |
103,37 |
102,87 |
102,88 |
103,08 |
102,83 |
103,08 |
102,87 |
100 000 |
103,29 |
5 |
PS0718 |
PL0000107595 |
97,47 |
97,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
113,53 |
113,00 |
113,25 |
113,25 |
113,25 |
113,25 |
113,25 |
10 000 |
11,66 |
2 |
DS1020 |
PL0000106126 |
112,82 |
112,45 |
112,30 |
112,30 |
112,30 |
112,30 |
112,30 |
10 000 |
11,55 |
1 |
DS1021 |
PL0000106670 |
117,27 |
116,68 |
116,91 |
117,27 |
116,63 |
117,27 |
116,81 |
105 000 |
126,34 |
6 |
WS0922 |
PL0000102646 |
118,27 |
117,61 |
117,70 |
118,25 |
117,70 |
118,23 |
118,05 |
155 000 |
189,21 |
15 |
DS1023 |
PL0000107264 |
104,27 |
103,67 |
103,62 |
104,28 |
103,61 |
104,28 |
103,76 |
275 000 |
292,07 |
24 |
WS0428 |
PL0000107611 |
70,00 |
100,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,79 |
122,85 |
122,95 |
123,80 |
122,95 |
123,40 |
123,36 |
55 000 |
68,20 |
7 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,30 |
106,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,70 |
111,59 |
111,75 |
111,86 |
111,75 |
111,86 |
111,84 |
45 000 |
59,26 |
5 |
WZ0115 |
PL0000106480 |
100,16 |
100,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,15 |
100,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,95 |
99,93 |
99,84 |
99,93 |
99,84 |
99,93 |
99,90 |
70 000 |
70,94 |
2 |
WZ0121 |
PL0000106068 |
98,95 |
98,99 |
98,95 |
98,95 |
98,95 |
98,95 |
98,95 |
10 000 |
10,04 |
1 |
WZ0124 |
PL0000107454 |
98,00 |
98,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 100 000 |
1 226,66 |
78 |
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 |
103,65 |
103,77 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
107,30 |
107,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
110,05 |
110,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
121,00 |
121,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
100,75 |
101,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
115,85 |
115,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
115,00 |
115,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
118,25 |
119,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
111,35 |
111,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
105,00 |
105,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
123,00 |
124,00 |
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 |
21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
84 |
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 |
100,81 |
100,93 |
2,80 |
2,49 |
100,87 |
2,64 |
OK0114 |
PL0000106712 |
98,24 |
98,44 |
2,79 |
2,47 |
98,34 |
2,63 |
PS0414 |
PL0000105433 |
102,63 |
102,74 |
2,70 |
2,58 |
102,69 |
2,63 |
OK0714 |
PL0000107009 |
96,97 |
97,18 |
2,74 |
2,55 |
97,08 |
2,64 |
WZ0115 |
PL0000106480 |
100,11 |
100,27 |
--- |
--- |
100,19 |
--- |
PS0415 |
PL0000105953 |
105,10 |
105,23 |
2,69 |
2,62 |
105,17 |
2,65 |
OK0715 |
PL0000107405 |
94,42 |
94,58 |
2,72 |
2,64 |
94,50 |
2,68 |
DS1015 |
PL0000103602 |
108,00 |
108,17 |
2,73 |
2,66 |
108,09 |
2,70 |
PS0416 |
PL0000106340 |
105,96 |
106,15 |
2,82 |
2,75 |
106,06 |
2,78 |
IZ0816 |
PL0000103529 |
106,05 |
106,68 |
--- |
--- |
106,37 |
--- |
PS1016 |
PL0000106795 |
106,01 |
106,24 |
2,86 |
2,79 |
106,13 |
2,82 |
WZ0117 |
PL0000106936 |
100,10 |
100,32 |
--- |
--- |
100,21 |
--- |
PS0417 |
PL0000107058 |
106,52 |
106,74 |
2,95 |
2,89 |
106,63 |
2,92 |
DS1017 |
PL0000104543 |
109,01 |
109,28 |
3,02 |
2,96 |
109,15 |
2,99 |
WZ0118 |
PL0000104717 |
99,85 |
100,11 |
--- |
--- |
99,98 |
--- |
PS0418 |
PL0000107314 |
102,86 |
103,11 |
3,11 |
3,05 |
102,99 |
3,08 |
PS0718 |
PL0000107595 |
96,90 |
97,21 |
3,16 |
3,09 |
97,06 |
3,13 |
DS1019 |
PL0000105441 |
112,87 |
113,31 |
3,23 |
3,16 |
113,09 |
3,20 |
DS1020 |
PL0000106126 |
112,27 |
112,64 |
3,34 |
3,29 |
112,46 |
3,32 |
WZ0121 |
PL0000106068 |
98,84 |
99,14 |
--- |
--- |
98,99 |
--- |
DS1021 |
PL0000106670 |
116,62 |
117,00 |
3,43 |
3,38 |
116,81 |
3,41 |
WS0922 |
PL0000102646 |
117,40 |
117,81 |
3,52 |
3,47 |
117,61 |
3,49 |
IZ0823 |
PL0000105359 |
110,96 |
111,92 |
--- |
--- |
111,44 |
--- |
DS1023 |
PL0000107264 |
103,54 |
103,86 |
3,58 |
3,55 |
103,70 |
3,56 |
WZ0124 |
PL0000107454 |
97,84 |
98,17 |
--- |
--- |
98,01 |
--- |
WS0429 |
PL0000105391 |
122,45 |
123,32 |
3,83 |
3,77 |
122,89 |
3,80 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,84 |
100,95 |
2,72 |
2,44 |
100,90 |
2,57 |
OK0114 |
PL0000106712 |
98,26 |
98,40 |
2,76 |
2,54 |
98,33 |
2,65 |
PS0414 |
PL0000105433 |
102,64 |
102,74 |
2,69 |
2,58 |
102,69 |
2,63 |
OK0714 |
PL0000107009 |
97,02 |
97,19 |
2,70 |
2,54 |
97,11 |
2,61 |
WZ0115 |
PL0000106480 |
100,12 |
100,24 |
--- |
--- |
100,18 |
--- |
PS0415 |
PL0000105953 |
105,11 |
105,29 |
2,68 |
2,59 |
105,20 |
2,64 |
OK0715 |
PL0000107405 |
94,45 |
94,64 |
2,71 |
2,61 |
94,55 |
2,66 |
DS1015 |
PL0000103602 |
108,07 |
108,24 |
2,70 |
2,63 |
108,16 |
2,67 |
PS0416 |
PL0000106340 |
106,00 |
106,17 |
2,80 |
2,74 |
106,09 |
2,77 |
IZ0816 |
PL0000103529 |
106,10 |
106,73 |
--- |
--- |
106,42 |
--- |
PS1016 |
PL0000106795 |
106,07 |
106,28 |
2,84 |
2,78 |
106,18 |
2,81 |
WZ0117 |
PL0000106936 |
100,06 |
100,22 |
--- |
--- |
100,14 |
--- |
PS0417 |
PL0000107058 |
106,60 |
106,86 |
2,93 |
2,86 |
106,73 |
2,89 |
DS1017 |
PL0000104543 |
109,21 |
109,44 |
2,97 |
2,92 |
109,33 |
2,95 |
WZ0118 |
PL0000104717 |
99,79 |
99,99 |
--- |
--- |
99,89 |
--- |
PS0418 |
PL0000107314 |
102,98 |
103,23 |
3,08 |
3,03 |
103,11 |
3,05 |
PS0718 |
PL0000107595 |
97,03 |
97,32 |
3,13 |
3,07 |
97,18 |
3,10 |
DS1019 |
PL0000105441 |
113,07 |
113,46 |
3,20 |
3,14 |
113,27 |
3,17 |
DS1020 |
PL0000106126 |
112,52 |
112,91 |
3,31 |
3,25 |
112,72 |
3,28 |
WZ0121 |
PL0000106068 |
98,85 |
99,05 |
--- |
--- |
98,95 |
--- |
DS1021 |
PL0000106670 |
116,80 |
117,23 |
3,41 |
3,35 |
117,02 |
3,38 |
WS0922 |
PL0000102646 |
117,90 |
118,31 |
3,46 |
3,41 |
118,11 |
3,44 |
IZ0823 |
PL0000105359 |
111,29 |
112,08 |
--- |
--- |
111,69 |
--- |
DS1023 |
PL0000107264 |
103,78 |
104,20 |
3,55 |
3,51 |
103,99 |
3,53 |
WZ0124 |
PL0000107454 |
97,89 |
98,14 |
--- |
--- |
98,02 |
--- |
WS0429 |
PL0000105391 |
123,24 |
124,27 |
3,77 |
3,70 |
123,76 |
3,74 |
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 |
0/1 |
1 |
2,820 |
2,820 |
2,820 |
100 |
WS0429 |
PL0000105391 |
0/1 |
1 |
2,700 |
2,700 |
2,700 |
5 |
DS1019 |
PL0000105441 |
0/1 |
1 |
2,700 |
2,700 |
2,700 |
20 |
PS0417 |
PL0000107058 |
0/1 |
1 |
2,750 |
2,750 |
2,750 |
20 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,820 |
2,820 |
2,820 |
25 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,700 |
2,700 |
2,700 |
45 |
PS0415 |
PL0000105953 |
1/2 |
1 |
2,750 |
2,800 |
2,772 |
250 |
OK0713 |
PL0000106563 |
1/2 |
1 |
2,700 |
2,700 |
2,700 |
10 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,790 |
2,790 |
2,790 |
215 |
PS0417 |
PL0000107058 |
1/2 |
1 |
2,750 |
2,780 |
2,772 |
205 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,650 |
2,810 |
2,780 |
305 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
2,780 |
2,790 |
2,784 |
75 |
WS0922 |
PL0000102646 |
1/8 |
7 |
2,700 |
2,700 |
2,700 |
60 |
DS1013 |
PL0000102836 |
1/8 |
7 |
2,700 |
2,700 |
2,700 |
40 |
PS0414 |
PL0000105433 |
1/8 |
7 |
2,700 |
2,700 |
2,700 |
25 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,700 |
2,700 |
2,700 |
60 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,700 |
2,700 |
2,700 |
145 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,700 |
2,700 |
2,700 |
240 |
OK0714 |
PL0000107009 |
1/8 |
7 |
2,750 |
2,750 |
2,750 |
20 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
2,700 |
2,700 |
2,700 |
140 |
TOTAL |
2 005 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/2 |
1 |
3,030 |
3,030 |
3,030 |
400 |
TOTAL |
400 |