2013-06-04 |
MARKET DATA |
No 105 (2139) |
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 |
370,00 |
395,67 |
30 |
2 655,00 |
2 845,86 |
24 |
3 025,00 |
3 241,53 |
54 |
T-bonds EUR |
1,00 |
1,12 |
2 |
0,00 |
0,00 |
0 |
1,00 |
1,12 |
2 |
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 |
99,64 |
99,67 |
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 |
50 000 |
51,99 |
1 |
OK0114 |
PL0000106712 |
98,34 |
98,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,68 |
102,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,07 |
97,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
105,20 |
105,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
94,54 |
94,62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
108,18 |
108,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
106,08 |
106,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
106,20 |
106,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,82 |
106,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,45 |
109,52 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,33 |
103,35 |
103,40 |
103,40 |
103,40 |
103,40 |
103,40 |
10 000 |
10,38 |
1 |
PS0718 |
PL0000107595 |
97,48 |
97,39 |
97,40 |
97,43 |
97,40 |
97,40 |
97,41 |
100 000 |
99,57 |
6 |
DS1019 |
PL0000105441 |
113,44 |
113,55 |
113,61 |
113,62 |
113,44 |
113,44 |
113,55 |
40 000 |
46,77 |
4 |
DS1020 |
PL0000106126 |
113,07 |
113,12 |
113,20 |
113,20 |
113,07 |
113,07 |
113,17 |
70 000 |
81,48 |
8 |
DS1021 |
PL0000106670 |
117,32 |
117,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
118,35 |
118,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
104,40 |
104,33 |
104,23 |
104,45 |
104,20 |
104,45 |
104,32 |
75 000 |
80,08 |
9 |
WS0428 |
PL0000107611 |
88,22 |
89,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,00 |
124,16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
117,50 |
120,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,45 |
106,73 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,76 |
111,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,17 |
100,22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,15 |
100,15 |
100,15 |
100,15 |
100,15 |
100,15 |
100,15 |
25 000 |
25,40 |
1 |
WZ0118 |
PL0000104717 |
99,89 |
99,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,91 |
99,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,05 |
98,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
370 000 |
395,67 |
30 |
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 |
103,63 |
103,78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
107,30 |
107,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,95 |
110,20 |
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 |
110,65 |
101,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,15 |
116,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
115,95 |
115,30 |
115,45 |
115,45 |
115,45 |
115,45 |
115,45 |
500 |
0,58 |
1 |
EUR0122 |
XS0282701514 |
118,50 |
118,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
111,80 |
111,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
105,50 |
105,75 |
105,75 |
105,75 |
105,75 |
105,75 |
105,75 |
500 |
0,54 |
1 |
EUR0125 |
XS0479333311 |
123,60 |
124,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 000 |
1,12 |
2 |
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 |
20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
83 |
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 |
100,94 |
2,65 |
2,45 |
100,90 |
2,55 |
OK0114 |
PL0000106712 |
98,28 |
98,41 |
2,74 |
2,53 |
98,35 |
2,63 |
PS0414 |
PL0000105433 |
102,65 |
102,76 |
2,67 |
2,54 |
102,71 |
2,60 |
OK0714 |
PL0000107009 |
97,05 |
97,21 |
2,68 |
2,53 |
97,13 |
2,60 |
WZ0115 |
PL0000106480 |
100,13 |
100,25 |
--- |
--- |
100,19 |
--- |
PS0415 |
PL0000105953 |
105,17 |
105,36 |
2,65 |
2,55 |
105,27 |
2,60 |
OK0715 |
PL0000107405 |
94,51 |
94,68 |
2,68 |
2,59 |
94,60 |
2,64 |
DS1015 |
PL0000103602 |
108,13 |
108,33 |
2,68 |
2,59 |
108,23 |
2,63 |
PS0416 |
PL0000106340 |
106,04 |
106,23 |
2,79 |
2,72 |
106,14 |
2,75 |
IZ0816 |
PL0000103529 |
106,29 |
107,03 |
--- |
--- |
106,66 |
--- |
PS1016 |
PL0000106795 |
106,16 |
106,38 |
2,81 |
2,74 |
106,27 |
2,78 |
WZ0117 |
PL0000106936 |
100,08 |
100,20 |
--- |
--- |
100,14 |
--- |
PS0417 |
PL0000107058 |
106,77 |
107,01 |
2,88 |
2,82 |
106,89 |
2,85 |
DS1017 |
PL0000104543 |
109,42 |
109,65 |
2,92 |
2,87 |
109,54 |
2,90 |
WZ0118 |
PL0000104717 |
99,82 |
100,03 |
--- |
--- |
99,93 |
--- |
PS0418 |
PL0000107314 |
103,22 |
103,44 |
3,03 |
2,98 |
103,33 |
3,00 |
PS0718 |
PL0000107595 |
97,36 |
97,53 |
3,06 |
3,02 |
97,45 |
3,04 |
DS1019 |
PL0000105441 |
113,31 |
113,72 |
3,16 |
3,09 |
113,52 |
3,13 |
DS1020 |
PL0000106126 |
112,92 |
113,31 |
3,25 |
3,19 |
113,12 |
3,22 |
WZ0121 |
PL0000106068 |
98,84 |
99,05 |
--- |
--- |
98,95 |
--- |
DS1021 |
PL0000106670 |
117,30 |
117,72 |
3,34 |
3,29 |
117,51 |
3,32 |
WS0922 |
PL0000102646 |
118,29 |
118,72 |
3,42 |
3,37 |
118,51 |
3,39 |
IZ0823 |
PL0000105359 |
111,32 |
112,24 |
--- |
--- |
111,78 |
--- |
DS1023 |
PL0000107264 |
104,32 |
104,74 |
3,49 |
3,45 |
104,53 |
3,47 |
WZ0124 |
PL0000107454 |
97,94 |
98,19 |
--- |
--- |
98,07 |
--- |
WS0429 |
PL0000105391 |
123,72 |
124,72 |
3,74 |
3,67 |
124,22 |
3,70 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,86 |
100,94 |
2,65 |
2,45 |
100,90 |
2,55 |
OK0114 |
PL0000106712 |
98,32 |
98,41 |
2,68 |
2,53 |
98,37 |
2,60 |
PS0414 |
PL0000105433 |
102,66 |
102,76 |
2,66 |
2,54 |
102,71 |
2,60 |
OK0714 |
PL0000107009 |
97,05 |
97,21 |
2,68 |
2,53 |
97,13 |
2,60 |
WZ0115 |
PL0000106480 |
100,13 |
100,25 |
--- |
--- |
100,19 |
--- |
PS0415 |
PL0000105953 |
105,17 |
105,28 |
2,65 |
2,59 |
105,23 |
2,62 |
OK0715 |
PL0000107405 |
94,50 |
94,67 |
2,69 |
2,60 |
94,59 |
2,64 |
DS1015 |
PL0000103602 |
108,13 |
108,25 |
2,68 |
2,63 |
108,19 |
2,65 |
PS0416 |
PL0000106340 |
106,05 |
106,29 |
2,78 |
2,70 |
106,17 |
2,74 |
IZ0816 |
PL0000103529 |
106,34 |
106,91 |
--- |
--- |
106,63 |
--- |
PS1016 |
PL0000106795 |
106,18 |
106,39 |
2,80 |
2,74 |
106,29 |
2,77 |
WZ0117 |
PL0000106936 |
100,03 |
100,19 |
--- |
--- |
100,11 |
--- |
PS0417 |
PL0000107058 |
106,78 |
107,06 |
2,88 |
2,80 |
106,92 |
2,84 |
DS1017 |
PL0000104543 |
109,41 |
109,64 |
2,93 |
2,87 |
109,53 |
2,90 |
WZ0118 |
PL0000104717 |
99,82 |
100,03 |
--- |
--- |
99,93 |
--- |
PS0418 |
PL0000107314 |
103,30 |
103,53 |
3,01 |
2,96 |
103,42 |
2,98 |
PS0718 |
PL0000107595 |
97,41 |
97,64 |
3,05 |
3,00 |
97,53 |
3,02 |
DS1019 |
PL0000105441 |
113,31 |
113,69 |
3,16 |
3,10 |
113,50 |
3,13 |
DS1020 |
PL0000106126 |
112,97 |
113,29 |
3,24 |
3,20 |
113,13 |
3,22 |
WZ0121 |
PL0000106068 |
98,82 |
99,05 |
--- |
--- |
98,94 |
--- |
DS1021 |
PL0000106670 |
117,18 |
117,60 |
3,36 |
3,31 |
117,39 |
3,33 |
WS0922 |
PL0000102646 |
118,19 |
118,59 |
3,43 |
3,38 |
118,39 |
3,40 |
IZ0823 |
PL0000105359 |
111,49 |
112,21 |
--- |
--- |
111,85 |
--- |
DS1023 |
PL0000107264 |
104,29 |
104,56 |
3,50 |
3,47 |
104,43 |
3,48 |
WZ0124 |
PL0000107454 |
97,96 |
98,21 |
--- |
--- |
98,09 |
--- |
WS0429 |
PL0000105391 |
123,52 |
124,32 |
3,75 |
3,69 |
123,92 |
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) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,790 |
2,790 |
2,790 |
85 |
WS0429 |
PL0000105391 |
1/2 |
1 |
2,600 |
2,600 |
2,600 |
5 |
PS0414 |
PL0000105433 |
1/2 |
1 |
2,900 |
2,900 |
2,900 |
20 |
PS0415 |
PL0000105953 |
1/2 |
1 |
2,750 |
2,750 |
2,750 |
25 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,750 |
2,750 |
2,750 |
345 |
OK0114 |
PL0000106712 |
1/2 |
1 |
2,750 |
2,750 |
2,750 |
35 |
OK0714 |
PL0000107009 |
1/2 |
1 |
2,750 |
2,750 |
2,750 |
35 |
PS0417 |
PL0000107058 |
1/2 |
1 |
2,750 |
2,750 |
2,750 |
140 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,750 |
2,750 |
2,750 |
160 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
2,750 |
2,750 |
2,750 |
20 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
2,750 |
2,750 |
2,750 |
45 |
DS1019 |
PL0000105441 |
0/2 |
2 |
2,650 |
2,650 |
2,650 |
15 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,650 |
2,650 |
2,650 |
60 |
OK0713 |
PL0000106563 |
1/8 |
7 |
2,650 |
2,650 |
2,650 |
15 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,650 |
2,650 |
2,650 |
40 |
DS1023 |
PL0000107264 |
1/8 |
7 |
2,650 |
2,650 |
2,650 |
115 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
2,650 |
2,650 |
2,650 |
95 |
TOTAL |
1 255 |
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 |
2,980 |
2,980 |
2,980 |
1 400 |
TOTAL |
1 400 |