2013-06-07 |
MARKET DATA |
No 108 (2142) |
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 |
2 617,50 |
2 760,90 |
175 |
1 975,00 |
2 033,04 |
21 |
4 592,50 |
4 793,94 |
196 |
T-bonds EUR |
0,50 |
0,54 |
1 |
0,00 |
0,00 |
0 |
0,50 |
0,54 |
1 |
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 |
99,66 |
99,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,82 |
100,82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,34 |
98,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,56 |
102,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,05 |
97,11 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,84 |
104,75 |
104,75 |
104,84 |
104,70 |
104,84 |
104,78 |
295 000 |
311,20 |
13 |
OK0715 |
PL0000107405 |
94,20 |
94,20 |
94,15 |
94,25 |
94,15 |
94,25 |
94,18 |
75 000 |
70,64 |
3 |
DS1015 |
PL0000103602 |
107,65 |
107,59 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
105,56 |
105,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,47 |
105,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,94 |
105,77 |
106,00 |
106,00 |
105,70 |
105,76 |
105,87 |
85 000 |
90,51 |
6 |
DS1017 |
PL0000104543 |
108,37 |
108,19 |
108,25 |
108,45 |
108,18 |
108,45 |
108,28 |
180 000 |
200,83 |
14 |
PS0418 |
PL0000107314 |
102,26 |
101,92 |
102,25 |
102,30 |
101,90 |
102,12 |
102,07 |
445 000 |
456,38 |
31 |
PS0718 |
PL0000107595 |
96,34 |
96,00 |
96,31 |
96,32 |
96,05 |
96,25 |
96,24 |
135 000 |
132,90 |
8 |
DS1019 |
PL0000105441 |
112,17 |
111,90 |
112,15 |
112,15 |
112,15 |
112,15 |
112,15 |
10 000 |
11,56 |
1 |
DS1020 |
PL0000106126 |
112,57 |
111,05 |
111,48 |
111,48 |
110,81 |
111,29 |
111,22 |
55 000 |
62,98 |
5 |
DS1021 |
PL0000106670 |
115,52 |
115,15 |
115,36 |
115,36 |
114,72 |
115,28 |
115,26 |
150 000 |
178,30 |
13 |
WS0922 |
PL0000102646 |
116,54 |
115,93 |
116,20 |
116,20 |
115,90 |
116,20 |
116,01 |
90 000 |
108,11 |
8 |
DS1023 |
PL0000107264 |
102,54 |
101,76 |
102,70 |
102,72 |
101,76 |
102,30 |
102,22 |
610 000 |
638,87 |
56 |
WS0428 |
PL0000107611 |
88,22 |
89,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
121,70 |
121,40 |
121,70 |
121,70 |
121,70 |
121,70 |
121,70 |
20 000 |
24,49 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,00 |
105,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,88 |
106,88 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,05 |
100,04 |
100,05 |
100,05 |
100,02 |
100,02 |
100,03 |
250 000 |
253,84 |
4 |
WZ0117 |
PL0000106936 |
99,95 |
99,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,78 |
99,76 |
99,76 |
99,80 |
99,76 |
99,80 |
99,77 |
217 500 |
220,28 |
11 |
WZ0121 |
PL0000106068 |
98,85 |
98,94 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,93 |
98,04 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
2 617 500 |
2 760,90 |
175 |
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 |
107,30 |
107,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,90 |
109,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
120,80 |
120,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
100,60 |
101,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
115,75 |
116,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
114,75 |
115,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
118,00 |
118,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
111,40 |
111,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
105,20 |
105,50 |
105,20 |
105,20 |
105,20 |
105,20 |
105,20 |
500 |
0,54 |
1 |
EUR0125 |
XS0479333311 |
123,00 |
124,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
500 |
0,54 |
1 |
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 |
15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
78 |
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 |
100,79 |
100,87 |
2,75 |
2,54 |
100,83 |
2,65 |
OK0114 |
PL0000106712 |
98,31 |
98,40 |
2,75 |
2,60 |
98,36 |
2,67 |
PS0414 |
PL0000105433 |
102,50 |
102,66 |
2,79 |
2,61 |
102,58 |
2,70 |
OK0714 |
PL0000107009 |
97,00 |
97,19 |
2,76 |
2,58 |
97,10 |
2,66 |
WZ0115 |
PL0000106480 |
99,97 |
100,15 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
104,74 |
104,87 |
2,86 |
2,79 |
104,81 |
2,82 |
OK0715 |
PL0000107405 |
94,15 |
94,35 |
2,88 |
2,78 |
94,25 |
2,83 |
DS1015 |
PL0000103602 |
107,57 |
107,75 |
2,89 |
2,81 |
107,66 |
2,85 |
PS0416 |
PL0000106340 |
105,49 |
105,74 |
2,97 |
2,88 |
105,62 |
2,92 |
IZ0816 |
PL0000103529 |
105,74 |
106,62 |
--- |
--- |
106,18 |
--- |
PS1016 |
PL0000106795 |
105,40 |
105,67 |
3,03 |
2,95 |
105,54 |
2,99 |
WZ0117 |
PL0000106936 |
99,90 |
100,05 |
--- |
--- |
99,98 |
--- |
PS0417 |
PL0000107058 |
105,82 |
106,02 |
3,13 |
3,07 |
105,92 |
3,10 |
DS1017 |
PL0000104543 |
108,20 |
108,46 |
3,20 |
3,14 |
108,33 |
3,17 |
WZ0118 |
PL0000104717 |
99,72 |
99,92 |
--- |
--- |
99,82 |
--- |
PS0418 |
PL0000107314 |
102,11 |
102,33 |
3,27 |
3,22 |
102,22 |
3,25 |
PS0718 |
PL0000107595 |
96,26 |
96,53 |
3,30 |
3,24 |
96,40 |
3,27 |
DS1019 |
PL0000105441 |
112,02 |
112,35 |
3,37 |
3,31 |
112,19 |
3,34 |
DS1020 |
PL0000106126 |
111,47 |
111,83 |
3,46 |
3,40 |
111,65 |
3,43 |
WZ0121 |
PL0000106068 |
98,76 |
98,99 |
--- |
--- |
98,88 |
--- |
DS1021 |
PL0000106670 |
115,44 |
115,77 |
3,58 |
3,54 |
115,61 |
3,56 |
WS0922 |
PL0000102646 |
116,29 |
116,67 |
3,65 |
3,60 |
116,48 |
3,62 |
IZ0823 |
PL0000105359 |
109,14 |
110,58 |
--- |
--- |
109,86 |
--- |
DS1023 |
PL0000107264 |
102,29 |
102,68 |
3,73 |
3,68 |
102,49 |
3,70 |
WZ0124 |
PL0000107454 |
97,82 |
98,12 |
--- |
--- |
97,97 |
--- |
WS0429 |
PL0000105391 |
121,23 |
122,13 |
3,92 |
3,86 |
121,68 |
3,89 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,79 |
100,87 |
2,75 |
2,54 |
100,83 |
2,65 |
OK0114 |
PL0000106712 |
98,31 |
98,39 |
2,75 |
2,62 |
98,35 |
2,69 |
PS0414 |
PL0000105433 |
102,53 |
102,68 |
2,76 |
2,59 |
102,61 |
2,67 |
OK0714 |
PL0000107009 |
97,03 |
97,18 |
2,73 |
2,59 |
97,11 |
2,65 |
WZ0115 |
PL0000106480 |
99,99 |
100,13 |
--- |
--- |
100,06 |
--- |
PS0415 |
PL0000105953 |
104,76 |
104,89 |
2,85 |
2,78 |
104,83 |
2,81 |
OK0715 |
PL0000107405 |
94,16 |
94,35 |
2,88 |
2,78 |
94,26 |
2,83 |
DS1015 |
PL0000103602 |
107,59 |
107,77 |
2,88 |
2,81 |
107,68 |
2,84 |
PS0416 |
PL0000106340 |
105,48 |
105,75 |
2,97 |
2,88 |
105,62 |
2,92 |
IZ0816 |
PL0000103529 |
105,89 |
106,73 |
--- |
--- |
106,31 |
--- |
PS1016 |
PL0000106795 |
105,42 |
105,70 |
3,03 |
2,94 |
105,56 |
2,99 |
WZ0117 |
PL0000106936 |
99,86 |
100,05 |
--- |
--- |
99,96 |
--- |
PS0417 |
PL0000107058 |
105,85 |
106,13 |
3,12 |
3,04 |
105,99 |
3,08 |
DS1017 |
PL0000104543 |
108,29 |
108,52 |
3,18 |
3,13 |
108,41 |
3,15 |
WZ0118 |
PL0000104717 |
99,71 |
99,86 |
--- |
--- |
99,79 |
--- |
PS0418 |
PL0000107314 |
102,13 |
102,39 |
3,27 |
3,21 |
102,26 |
3,24 |
PS0718 |
PL0000107595 |
96,27 |
96,55 |
3,30 |
3,24 |
96,41 |
3,27 |
DS1019 |
PL0000105441 |
112,04 |
112,46 |
3,36 |
3,30 |
112,25 |
3,33 |
DS1020 |
PL0000106126 |
111,25 |
111,63 |
3,49 |
3,43 |
111,44 |
3,46 |
WZ0121 |
PL0000106068 |
98,80 |
99,00 |
--- |
--- |
98,90 |
--- |
DS1021 |
PL0000106670 |
115,40 |
115,78 |
3,58 |
3,53 |
115,59 |
3,56 |
WS0922 |
PL0000102646 |
116,23 |
116,66 |
3,65 |
3,60 |
116,45 |
3,63 |
IZ0823 |
PL0000105359 |
109,15 |
110,61 |
--- |
--- |
109,88 |
--- |
DS1023 |
PL0000107264 |
102,27 |
102,58 |
3,73 |
3,69 |
102,43 |
3,71 |
WZ0124 |
PL0000107454 |
97,85 |
98,11 |
--- |
--- |
97,98 |
--- |
WS0429 |
PL0000105391 |
120,55 |
121,82 |
3,98 |
3,88 |
121,19 |
3,93 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
3/4 |
1 |
2,630 |
2,630 |
2,630 |
100 |
OK0714 |
PL0000107009 |
3/4 |
1 |
2,650 |
2,650 |
2,650 |
55 |
PS0417 |
PL0000107058 |
3/4 |
1 |
2,680 |
2,680 |
2,680 |
140 |
PS0418 |
PL0000107314 |
3/4 |
1 |
2,630 |
2,640 |
2,636 |
320 |
PS0718 |
PL0000107595 |
3/4 |
1 |
2,620 |
2,620 |
2,620 |
70 |
PS0418 |
PL0000107314 |
4/5 |
1 |
2,650 |
2,650 |
2,650 |
150 |
WZ0118 |
PL0000104717 |
4/5 |
1 |
2,650 |
2,650 |
2,650 |
140 |
DS1021 |
PL0000106670 |
0/3 |
3 |
2,600 |
2,600 |
2,600 |
25 |
PS0418 |
PL0000107314 |
0/3 |
3 |
2,650 |
2,650 |
2,650 |
140 |
WS0922 |
PL0000102646 |
0/4 |
4 |
2,640 |
2,640 |
2,640 |
60 |
DS1019 |
PL0000105441 |
3/10 |
7 |
2,550 |
2,550 |
2,550 |
15 |
PS0416 |
PL0000106340 |
3/10 |
7 |
2,640 |
2,640 |
2,640 |
75 |
OK0714 |
PL0000107009 |
3/10 |
7 |
2,600 |
2,600 |
2,600 |
45 |
OK0715 |
PL0000107405 |
3/10 |
7 |
2,650 |
2,650 |
2,650 |
180 |
PS0718 |
PL0000107595 |
3/10 |
7 |
2,650 |
2,660 |
2,656 |
115 |
WZ0115 |
PL0000106480 |
3/10 |
7 |
2,650 |
2,650 |
2,650 |
300 |
WZ0117 |
PL0000106936 |
3/10 |
7 |
2,650 |
2,650 |
2,650 |
45 |
TOTAL |
1 975 |