2013-06-06 |
MARKET DATA |
No 107 (2141) |
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 |
5 412,50 |
5 689,04 |
343 |
2 070,00 |
2 225,44 |
27 |
7 482,50 |
7 914,48 |
370 |
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 |
99,71 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,84 |
100,80 |
100,84 |
100,84 |
100,82 |
100,82 |
100,83 |
260 000 |
270,32 |
4 |
OK0114 |
PL0000106712 |
98,33 |
98,37 |
98,38 |
98,38 |
98,38 |
98,38 |
98,38 |
50 000 |
49,19 |
1 |
PS0414 |
PL0000105433 |
102,59 |
102,55 |
102,55 |
102,58 |
102,52 |
102,52 |
102,55 |
587 500 |
606,72 |
17 |
OK0714 |
PL0000107009 |
97,03 |
97,09 |
97,09 |
97,09 |
97,09 |
97,09 |
97,09 |
5 000 |
4,85 |
1 |
PS0415 |
PL0000105953 |
105,16 |
104,60 |
104,88 |
104,88 |
104,60 |
104,75 |
104,71 |
340 000 |
358,36 |
20 |
OK0715 |
PL0000107405 |
94,47 |
94,20 |
94,40 |
94,40 |
94,10 |
94,10 |
94,23 |
325 000 |
306,26 |
17 |
DS1015 |
PL0000103602 |
107,85 |
107,59 |
107,85 |
107,85 |
107,52 |
107,52 |
107,75 |
455 000 |
508,08 |
33 |
PS0416 |
PL0000106340 |
105,71 |
105,58 |
105,67 |
105,68 |
105,64 |
105,68 |
105,65 |
130 000 |
138,17 |
11 |
PS1016 |
PL0000106795 |
105,70 |
105,40 |
105,30 |
105,43 |
105,30 |
105,43 |
105,39 |
40 000 |
43,34 |
4 |
PS0417 |
PL0000107058 |
106,69 |
105,85 |
106,10 |
106,36 |
106,03 |
106,03 |
106,15 |
315 000 |
336,25 |
25 |
DS1017 |
PL0000104543 |
109,31 |
108,17 |
108,70 |
108,75 |
108,45 |
108,50 |
108,58 |
300 000 |
335,59 |
23 |
PS0418 |
PL0000107314 |
102,36 |
102,00 |
102,45 |
102,50 |
101,90 |
101,90 |
102,10 |
1 250 000 |
1 282,20 |
88 |
PS0718 |
PL0000107595 |
102,15 |
96,15 |
96,35 |
96,45 |
96,10 |
96,10 |
96,19 |
295 000 |
290,23 |
21 |
DS1019 |
PL0000105441 |
113,23 |
111,94 |
112,28 |
112,28 |
111,80 |
112,22 |
112,15 |
245 000 |
283,18 |
25 |
DS1020 |
PL0000106126 |
112,76 |
111,35 |
111,05 |
111,05 |
111,02 |
111,02 |
111,03 |
15 000 |
17,15 |
2 |
DS1021 |
PL0000106670 |
117,19 |
115,45 |
115,48 |
115,80 |
115,29 |
115,47 |
115,53 |
175 000 |
208,46 |
16 |
WS0922 |
PL0000102646 |
118,20 |
116,35 |
116,15 |
116,45 |
116,15 |
116,45 |
116,30 |
20 000 |
24,08 |
2 |
DS1023 |
PL0000107264 |
102,75 |
102,24 |
102,70 |
102,75 |
102,10 |
102,10 |
102,30 |
225 000 |
235,79 |
17 |
WS0428 |
PL0000107611 |
88,22 |
89,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,85 |
121,11 |
122,10 |
122,10 |
121,30 |
121,30 |
121,73 |
30 000 |
36,74 |
3 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,78 |
105,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
110,10 |
110,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,08 |
100,09 |
100,08 |
100,10 |
100,04 |
100,10 |
100,07 |
220 000 |
223,44 |
6 |
WZ0117 |
PL0000106936 |
99,90 |
99,91 |
99,95 |
99,95 |
99,95 |
99,95 |
99,95 |
15 000 |
15,22 |
1 |
WZ0118 |
PL0000104717 |
99,77 |
99,73 |
99,77 |
99,77 |
99,65 |
99,65 |
99,68 |
50 000 |
50,59 |
3 |
WZ0121 |
PL0000106068 |
98,77 |
98,81 |
98,86 |
98,86 |
98,86 |
98,86 |
98,86 |
25 000 |
25,09 |
1 |
WZ0124 |
PL0000107454 |
97,90 |
97,89 |
97,90 |
97,90 |
97,90 |
97,90 |
97,90 |
40 000 |
39,76 |
2 |
TOTAL |
5 412 500 |
5 689,04 |
343 |
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 |
103,55 |
103,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
107,27 |
107,52 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,91 |
110,26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
120,85 |
121,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
100,80 |
101,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,15 |
116,30 |
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 |
118,50 |
119,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
112,00 |
112,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
105,55 |
106,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
123,50 |
124,50 |
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 |
16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
79 |
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 |
100,76 |
100,90 |
2,85 |
2,48 |
100,83 |
2,67 |
OK0114 |
PL0000106712 |
98,29 |
98,42 |
2,77 |
2,56 |
98,36 |
2,66 |
PS0414 |
PL0000105433 |
102,49 |
102,59 |
2,81 |
2,70 |
102,54 |
2,75 |
OK0714 |
PL0000107009 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0115 |
PL0000106480 |
100,04 |
100,20 |
--- |
--- |
100,12 |
--- |
PS0415 |
PL0000105953 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
OK0715 |
PL0000107405 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1015 |
PL0000103602 |
107,75 |
107,92 |
2,82 |
2,75 |
107,84 |
2,78 |
PS0416 |
PL0000106340 |
105,60 |
105,90 |
2,93 |
2,83 |
105,75 |
2,88 |
IZ0816 |
PL0000103529 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
PS1016 |
PL0000106795 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0117 |
PL0000106936 |
99,84 |
100,05 |
--- |
--- |
99,95 |
--- |
PS0417 |
PL0000107058 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1017 |
PL0000104543 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0118 |
PL0000104717 |
99,61 |
99,87 |
--- |
--- |
99,74 |
--- |
PS0418 |
PL0000107314 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
PS0718 |
PL0000107595 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1019 |
PL0000105441 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1020 |
PL0000106126 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0121 |
PL0000106068 |
98,63 |
98,94 |
--- |
--- |
98,79 |
--- |
DS1021 |
PL0000106670 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WS0922 |
PL0000102646 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0124 |
PL0000107454 |
97,70 |
98,03 |
--- |
--- |
97,87 |
--- |
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 |
100,76 |
100,88 |
2,85 |
2,54 |
100,82 |
2,69 |
OK0114 |
PL0000106712 |
98,29 |
98,40 |
2,77 |
2,59 |
98,35 |
2,67 |
PS0414 |
PL0000105433 |
102,48 |
102,63 |
2,82 |
2,65 |
102,56 |
2,73 |
OK0714 |
PL0000107009 |
96,92 |
97,11 |
2,82 |
2,65 |
97,02 |
2,73 |
WZ0115 |
PL0000106480 |
99,96 |
100,13 |
--- |
--- |
100,05 |
--- |
PS0415 |
PL0000105953 |
104,59 |
104,76 |
2,94 |
2,85 |
104,68 |
2,89 |
OK0715 |
PL0000107405 |
94,03 |
94,24 |
2,94 |
2,83 |
94,14 |
2,88 |
DS1015 |
PL0000103602 |
107,41 |
107,62 |
2,96 |
2,87 |
107,52 |
2,91 |
PS0416 |
PL0000106340 |
105,33 |
105,61 |
3,03 |
2,93 |
105,47 |
2,98 |
IZ0816 |
PL0000103529 |
105,27 |
106,36 |
--- |
--- |
105,82 |
--- |
PS1016 |
PL0000106795 |
105,22 |
105,44 |
3,09 |
3,02 |
105,33 |
3,06 |
WZ0117 |
PL0000106936 |
99,74 |
99,96 |
--- |
--- |
99,85 |
--- |
PS0417 |
PL0000107058 |
105,62 |
105,89 |
3,18 |
3,11 |
105,76 |
3,14 |
DS1017 |
PL0000104543 |
107,95 |
108,21 |
3,26 |
3,20 |
108,08 |
3,23 |
WZ0118 |
PL0000104717 |
99,54 |
99,79 |
--- |
--- |
99,67 |
--- |
PS0418 |
PL0000107314 |
101,79 |
102,04 |
3,34 |
3,29 |
101,92 |
3,31 |
PS0718 |
PL0000107595 |
95,86 |
96,19 |
3,39 |
3,32 |
96,03 |
3,35 |
DS1019 |
PL0000105441 |
111,61 |
112,06 |
3,44 |
3,36 |
111,84 |
3,40 |
DS1020 |
PL0000106126 |
110,99 |
111,43 |
3,53 |
3,46 |
111,21 |
3,49 |
WZ0121 |
PL0000106068 |
98,64 |
98,92 |
--- |
--- |
98,78 |
--- |
DS1021 |
PL0000106670 |
115,08 |
115,49 |
3,62 |
3,57 |
115,29 |
3,60 |
WS0922 |
PL0000102646 |
116,09 |
116,48 |
3,67 |
3,62 |
116,29 |
3,65 |
IZ0823 |
PL0000105359 |
108,80 |
111,59 |
--- |
--- |
110,20 |
--- |
DS1023 |
PL0000107264 |
102,04 |
102,45 |
3,75 |
3,71 |
102,25 |
3,73 |
WZ0124 |
PL0000107454 |
97,66 |
97,99 |
--- |
--- |
97,83 |
--- |
WS0429 |
PL0000105391 |
120,74 |
122,10 |
3,96 |
3,86 |
121,42 |
3,91 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1015 |
PL0000103602 |
0/1 |
1 |
2,650 |
2,650 |
2,650 |
140 |
DS1019 |
PL0000105441 |
0/1 |
1 |
2,600 |
2,600 |
2,600 |
50 |
PS0415 |
PL0000105953 |
0/1 |
1 |
2,650 |
2,650 |
2,650 |
120 |
PS1016 |
PL0000106795 |
0/1 |
1 |
2,640 |
2,640 |
2,640 |
50 |
OK0714 |
PL0000107009 |
0/1 |
1 |
2,600 |
2,600 |
2,600 |
40 |
PS0417 |
PL0000107058 |
0/1 |
1 |
2,650 |
2,650 |
2,650 |
100 |
PS0418 |
PL0000107314 |
0/1 |
1 |
2,600 |
2,600 |
2,600 |
100 |
WZ0118 |
PL0000104717 |
0/1 |
1 |
2,640 |
2,640 |
2,640 |
45 |
WS0922 |
PL0000102646 |
1/4 |
3 |
2,650 |
2,650 |
2,650 |
20 |
DS1021 |
PL0000106670 |
1/4 |
3 |
2,600 |
2,620 |
2,620 |
205 |
PS1016 |
PL0000106795 |
1/4 |
3 |
2,620 |
2,620 |
2,620 |
60 |
OK0714 |
PL0000107009 |
1/4 |
3 |
2,600 |
2,600 |
2,600 |
95 |
PS0417 |
PL0000107058 |
1/4 |
3 |
2,650 |
2,650 |
2,650 |
10 |
DS1023 |
PL0000107264 |
1/4 |
3 |
2,600 |
2,600 |
2,600 |
105 |
OK0715 |
PL0000107405 |
1/4 |
3 |
2,650 |
2,650 |
2,650 |
75 |
WZ0115 |
PL0000106480 |
1/4 |
3 |
2,650 |
2,650 |
2,650 |
230 |
WZ0117 |
PL0000106936 |
1/4 |
3 |
2,620 |
2,620 |
2,620 |
50 |
DS1017 |
PL0000104543 |
0/4 |
4 |
2,650 |
2,650 |
2,650 |
155 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,600 |
2,620 |
2,614 |
210 |
OK0114 |
PL0000106712 |
1/8 |
7 |
2,650 |
2,650 |
2,650 |
30 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,650 |
2,650 |
2,650 |
180 |
TOTAL |
2 070 |