2013-06-05 |
MARKET DATA |
No 106 (2140) |
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 |
585,00 |
660,13 |
53 |
1 320,00 |
1 460,85 |
16 |
1 905,00 |
2 120,98 |
69 |
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 |
99,65 |
99,68 |
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 |
98,36 |
98,39 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,69 |
102,71 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,08 |
97,16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
105,20 |
105,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
94,55 |
94,58 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
108,15 |
108,05 |
108,05 |
108,05 |
108,05 |
108,05 |
108,05 |
25 000 |
27,98 |
2 |
PS0416 |
PL0000106340 |
106,15 |
106,10 |
106,15 |
106,15 |
106,08 |
106,08 |
106,11 |
70 000 |
74,69 |
5 |
PS1016 |
PL0000106795 |
106,20 |
106,05 |
106,05 |
106,05 |
106,02 |
106,02 |
106,03 |
50 000 |
54,48 |
5 |
PS0417 |
PL0000107058 |
106,82 |
106,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,43 |
109,25 |
109,39 |
109,39 |
109,39 |
109,39 |
109,39 |
10 000 |
11,26 |
1 |
PS0418 |
PL0000107314 |
103,35 |
102,88 |
102,90 |
102,90 |
102,85 |
102,90 |
102,88 |
60 000 |
61,99 |
6 |
PS0718 |
PL0000107595 |
97,45 |
97,10 |
97,22 |
97,22 |
97,11 |
97,11 |
97,19 |
70 000 |
69,55 |
6 |
DS1019 |
PL0000105441 |
113,46 |
113,25 |
113,40 |
113,40 |
113,40 |
113,40 |
113,40 |
10 000 |
11,68 |
1 |
DS1020 |
PL0000106126 |
113,06 |
112,81 |
113,03 |
113,03 |
112,88 |
112,88 |
112,99 |
70 000 |
81,36 |
7 |
DS1021 |
PL0000106670 |
117,30 |
116,93 |
117,40 |
117,40 |
117,40 |
117,40 |
117,40 |
10 000 |
12,09 |
1 |
WS0922 |
PL0000102646 |
118,28 |
117,82 |
118,40 |
118,40 |
118,18 |
118,18 |
118,29 |
20 000 |
24,47 |
2 |
DS1023 |
PL0000107264 |
104,35 |
103,70 |
104,40 |
104,40 |
103,65 |
103,65 |
104,09 |
70 000 |
74,59 |
6 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,90 |
123,80 |
124,08 |
124,10 |
124,08 |
124,10 |
124,09 |
20 000 |
24,95 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,46 |
106,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,51 |
110,68 |
111,45 |
111,45 |
110,70 |
110,70 |
111,23 |
100 000 |
131,03 |
9 |
WZ0115 |
PL0000106480 |
100,16 |
100,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,08 |
100,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,87 |
99,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,89 |
98,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,05 |
97,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
585 000 |
660,13 |
53 |
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 |
103,60 |
103,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
107,25 |
107,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,90 |
110,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
121,00 |
121,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
100,95 |
101,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,25 |
116,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
115,10 |
115,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
118,60 |
119,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
112,10 |
112,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
115,60 |
106,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
123,60 |
124,40 |
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 |
19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
82 |
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 |
100,85 |
100,93 |
2,66 |
2,46 |
100,89 |
2,56 |
OK0114 |
PL0000106712 |
98,29 |
98,41 |
2,74 |
2,54 |
98,35 |
2,64 |
PS0414 |
PL0000105433 |
102,65 |
102,75 |
2,66 |
2,55 |
102,70 |
2,60 |
OK0714 |
PL0000107009 |
97,05 |
97,21 |
2,68 |
2,53 |
97,13 |
2,61 |
WZ0115 |
PL0000106480 |
100,13 |
100,24 |
--- |
--- |
100,19 |
--- |
PS0415 |
PL0000105953 |
105,13 |
105,30 |
2,67 |
2,58 |
105,22 |
2,62 |
OK0715 |
PL0000107405 |
94,50 |
94,68 |
2,69 |
2,60 |
94,59 |
2,64 |
DS1015 |
PL0000103602 |
108,10 |
108,27 |
2,68 |
2,61 |
108,19 |
2,65 |
PS0416 |
PL0000106340 |
106,04 |
106,28 |
2,78 |
2,70 |
106,16 |
2,74 |
IZ0816 |
PL0000103529 |
106,30 |
107,03 |
--- |
--- |
106,67 |
--- |
PS1016 |
PL0000106795 |
106,14 |
106,37 |
2,81 |
2,75 |
106,26 |
2,78 |
WZ0117 |
PL0000106936 |
100,02 |
100,19 |
--- |
--- |
100,11 |
--- |
PS0417 |
PL0000107058 |
106,75 |
106,98 |
2,88 |
2,82 |
106,87 |
2,85 |
DS1017 |
PL0000104543 |
109,37 |
109,58 |
2,93 |
2,89 |
109,48 |
2,91 |
WZ0118 |
PL0000104717 |
99,82 |
100,05 |
--- |
--- |
99,94 |
--- |
PS0418 |
PL0000107314 |
103,24 |
103,47 |
3,02 |
2,97 |
103,36 |
3,00 |
PS0718 |
PL0000107595 |
97,32 |
97,62 |
3,07 |
3,00 |
97,47 |
3,04 |
DS1019 |
PL0000105441 |
113,35 |
113,69 |
3,15 |
3,10 |
113,52 |
3,13 |
DS1020 |
PL0000106126 |
112,86 |
113,24 |
3,26 |
3,20 |
113,05 |
3,23 |
WZ0121 |
PL0000106068 |
98,80 |
99,07 |
--- |
--- |
98,94 |
--- |
DS1021 |
PL0000106670 |
117,08 |
117,49 |
3,37 |
3,32 |
117,29 |
3,35 |
WS0922 |
PL0000102646 |
118,05 |
118,41 |
3,44 |
3,40 |
118,23 |
3,42 |
IZ0823 |
PL0000105359 |
111,25 |
112,19 |
--- |
--- |
111,72 |
--- |
DS1023 |
PL0000107264 |
104,07 |
104,45 |
3,52 |
3,48 |
104,26 |
3,50 |
WZ0124 |
PL0000107454 |
97,88 |
98,19 |
--- |
--- |
98,04 |
--- |
WS0429 |
PL0000105391 |
123,60 |
124,35 |
3,75 |
3,69 |
123,98 |
3,72 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,81 |
100,91 |
2,76 |
2,51 |
100,86 |
2,64 |
OK0114 |
PL0000106712 |
98,30 |
98,41 |
2,72 |
2,54 |
98,36 |
2,62 |
PS0414 |
PL0000105433 |
102,63 |
102,75 |
2,68 |
2,55 |
102,69 |
2,61 |
OK0714 |
PL0000107009 |
97,02 |
97,19 |
2,71 |
2,55 |
97,11 |
2,63 |
WZ0115 |
PL0000106480 |
100,10 |
100,22 |
--- |
--- |
100,16 |
--- |
PS0415 |
PL0000105953 |
105,06 |
105,21 |
2,70 |
2,62 |
105,14 |
2,66 |
OK0715 |
PL0000107405 |
94,47 |
94,61 |
2,70 |
2,63 |
94,54 |
2,67 |
DS1015 |
PL0000103602 |
108,02 |
108,20 |
2,72 |
2,64 |
108,11 |
2,68 |
PS0416 |
PL0000106340 |
105,96 |
106,21 |
2,81 |
2,73 |
106,09 |
2,77 |
IZ0816 |
PL0000103529 |
106,02 |
106,73 |
--- |
--- |
106,38 |
--- |
PS1016 |
PL0000106795 |
105,97 |
106,23 |
2,87 |
2,79 |
106,10 |
2,83 |
WZ0117 |
PL0000106936 |
100,00 |
100,15 |
--- |
--- |
100,08 |
--- |
PS0417 |
PL0000107058 |
106,60 |
106,86 |
2,92 |
2,85 |
106,73 |
2,89 |
DS1017 |
PL0000104543 |
109,16 |
109,43 |
2,98 |
2,92 |
109,30 |
2,95 |
WZ0118 |
PL0000104717 |
99,83 |
100,01 |
--- |
--- |
99,92 |
--- |
PS0418 |
PL0000107314 |
102,98 |
103,27 |
3,08 |
3,02 |
103,13 |
3,05 |
PS0718 |
PL0000107595 |
97,07 |
97,29 |
3,12 |
3,08 |
97,18 |
3,10 |
DS1019 |
PL0000105441 |
113,03 |
113,46 |
3,21 |
3,14 |
113,25 |
3,17 |
DS1020 |
PL0000106126 |
112,54 |
112,93 |
3,30 |
3,25 |
112,74 |
3,27 |
WZ0121 |
PL0000106068 |
98,84 |
99,03 |
--- |
--- |
98,94 |
--- |
DS1021 |
PL0000106670 |
116,74 |
117,18 |
3,41 |
3,36 |
116,96 |
3,39 |
WS0922 |
PL0000102646 |
117,68 |
118,12 |
3,49 |
3,44 |
117,90 |
3,46 |
IZ0823 |
PL0000105359 |
109,94 |
111,05 |
--- |
--- |
110,50 |
--- |
DS1023 |
PL0000107264 |
103,67 |
104,10 |
3,57 |
3,52 |
103,89 |
3,54 |
WZ0124 |
PL0000107454 |
97,95 |
98,16 |
--- |
--- |
98,06 |
--- |
WS0429 |
PL0000105391 |
123,32 |
124,00 |
3,77 |
3,72 |
123,66 |
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) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
0/1 |
1 |
2,650 |
2,650 |
2,650 |
120 |
DS1019 |
PL0000105441 |
0/1 |
1 |
2,650 |
2,650 |
2,650 |
50 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,650 |
2,650 |
2,650 |
80 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,650 |
2,650 |
2,650 |
40 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,620 |
2,620 |
2,620 |
200 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,650 |
2,650 |
2,650 |
50 |
PS0417 |
PL0000107058 |
1/2 |
1 |
2,750 |
2,750 |
2,750 |
130 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,650 |
2,650 |
2,650 |
5 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
2,600 |
2,600 |
2,600 |
130 |
WZ0115 |
PL0000106480 |
1/2 |
1 |
2,800 |
2,800 |
2,800 |
230 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
2,650 |
2,650 |
2,650 |
45 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,650 |
2,650 |
2,650 |
10 |
DS1021 |
PL0000106670 |
1/8 |
7 |
2,650 |
2,650 |
2,650 |
100 |
PS0417 |
PL0000107058 |
1/8 |
7 |
2,650 |
2,650 |
2,650 |
130 |
TOTAL |
1 320 |