2013-06-10 |
MARKET DATA |
No 109 (2143) |
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 |
3 417,50 |
3 654,93 |
257 |
4 275,00 |
4 645,83 |
46 |
7 692,50 |
8 300,77 |
303 |
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 |
99,67 |
99,68 |
99,67 |
99,67 |
99,67 |
99,67 |
99,67 |
300 000 |
299,01 |
3 |
DS1013 |
PL0000102836 |
100,81 |
100,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,32 |
98,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,54 |
102,59 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,05 |
97,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,84 |
104,77 |
104,74 |
104,74 |
104,66 |
104,66 |
104,70 |
42 500 |
44,80 |
3 |
OK0715 |
PL0000107405 |
94,17 |
94,16 |
94,11 |
94,11 |
94,10 |
94,10 |
94,11 |
70 000 |
65,88 |
5 |
DS1015 |
PL0000103602 |
107,63 |
107,33 |
107,63 |
107,63 |
107,32 |
107,33 |
107,45 |
337 500 |
375,98 |
26 |
PS0416 |
PL0000106340 |
105,46 |
105,30 |
105,41 |
105,44 |
105,23 |
105,23 |
105,35 |
60 000 |
63,61 |
6 |
PS1016 |
PL0000106795 |
105,42 |
105,15 |
105,39 |
105,52 |
105,14 |
105,14 |
105,29 |
210 000 |
227,39 |
19 |
PS0417 |
PL0000107058 |
105,83 |
105,44 |
105,60 |
105,60 |
105,46 |
105,46 |
105,55 |
105 000 |
111,48 |
9 |
DS1017 |
PL0000104543 |
108,28 |
107,70 |
108,07 |
108,07 |
107,68 |
107,68 |
107,84 |
175 000 |
194,52 |
15 |
PS0418 |
PL0000107314 |
102,06 |
101,45 |
102,00 |
102,03 |
101,45 |
101,60 |
101,89 |
375 000 |
383,94 |
35 |
PS0718 |
PL0000107595 |
96,24 |
95,60 |
96,05 |
96,15 |
95,60 |
95,65 |
95,98 |
265 000 |
260,20 |
28 |
DS1019 |
PL0000105441 |
111,86 |
111,19 |
111,19 |
111,20 |
111,19 |
111,20 |
111,20 |
25 000 |
28,67 |
2 |
DS1020 |
PL0000106126 |
111,07 |
110,25 |
110,35 |
110,35 |
110,03 |
110,03 |
110,23 |
115 000 |
130,57 |
13 |
DS1021 |
PL0000106670 |
115,05 |
114,10 |
114,83 |
114,83 |
113,87 |
114,03 |
114,56 |
287 500 |
339,79 |
25 |
WS0922 |
PL0000102646 |
115,95 |
114,90 |
115,85 |
115,85 |
114,80 |
115,02 |
115,03 |
240 000 |
285,97 |
23 |
DS1023 |
PL0000107264 |
102,00 |
100,90 |
101,91 |
101,91 |
100,90 |
100,90 |
101,44 |
200 000 |
207,91 |
19 |
WS0428 |
PL0000107611 |
78,44 |
79,24 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
120,40 |
119,22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
110,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,00 |
105,77 |
105,90 |
105,90 |
105,70 |
105,70 |
105,80 |
30 000 |
41,51 |
3 |
IZ0823 |
PL0000105359 |
109,61 |
109,50 |
108,00 |
108,00 |
107,70 |
107,70 |
107,85 |
20 000 |
25,45 |
3 |
WZ0115 |
PL0000106480 |
100,01 |
99,98 |
99,98 |
99,98 |
99,93 |
99,96 |
99,96 |
560 000 |
568,26 |
20 |
WZ0117 |
PL0000106936 |
99,91 |
99,88 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,77 |
99,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,84 |
98,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,88 |
97,83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
3 417 500 |
3 654,93 |
257 |
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 |
103,48 |
103,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
107,35 |
107,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,75 |
109,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
120,75 |
121,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
100,50 |
100,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
115,75 |
116,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
114,65 |
115,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
117,75 |
118,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
111,60 |
111,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
104,75 |
105,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
122,75 |
123,50 |
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 |
14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
77 |
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 |
100,75 |
100,86 |
2,85 |
2,56 |
100,81 |
2,69 |
OK0114 |
PL0000106712 |
98,29 |
98,43 |
2,80 |
2,56 |
98,36 |
2,68 |
PS0414 |
PL0000105433 |
102,50 |
102,63 |
2,78 |
2,63 |
102,57 |
2,70 |
OK0714 |
PL0000107009 |
97,02 |
97,20 |
2,74 |
2,57 |
97,11 |
2,66 |
WZ0115 |
PL0000106480 |
99,95 |
100,13 |
--- |
--- |
100,04 |
--- |
PS0415 |
PL0000105953 |
104,71 |
104,89 |
2,87 |
2,77 |
104,80 |
2,82 |
OK0715 |
PL0000107405 |
94,13 |
94,33 |
2,90 |
2,79 |
94,23 |
2,85 |
DS1015 |
PL0000103602 |
107,48 |
107,68 |
2,92 |
2,84 |
107,58 |
2,88 |
PS0416 |
PL0000106340 |
105,37 |
105,62 |
3,01 |
2,92 |
105,50 |
2,97 |
IZ0816 |
PL0000103529 |
105,86 |
106,60 |
--- |
--- |
106,23 |
--- |
PS1016 |
PL0000106795 |
105,30 |
105,53 |
3,06 |
2,99 |
105,42 |
3,03 |
WZ0117 |
PL0000106936 |
99,85 |
100,04 |
--- |
--- |
99,95 |
--- |
PS0417 |
PL0000107058 |
105,71 |
105,98 |
3,15 |
3,08 |
105,85 |
3,12 |
DS1017 |
PL0000104543 |
108,10 |
108,37 |
3,23 |
3,16 |
108,24 |
3,19 |
WZ0118 |
PL0000104717 |
99,71 |
99,93 |
--- |
--- |
99,82 |
--- |
PS0418 |
PL0000107314 |
101,82 |
102,11 |
3,34 |
3,27 |
101,97 |
3,30 |
PS0718 |
PL0000107595 |
95,99 |
96,26 |
3,36 |
3,30 |
96,13 |
3,33 |
DS1019 |
PL0000105441 |
111,55 |
111,98 |
3,44 |
3,37 |
111,77 |
3,41 |
DS1020 |
PL0000106126 |
110,61 |
111,04 |
3,58 |
3,52 |
110,83 |
3,55 |
WZ0121 |
PL0000106068 |
98,78 |
99,04 |
--- |
--- |
98,91 |
--- |
DS1021 |
PL0000106670 |
114,60 |
115,04 |
3,69 |
3,63 |
114,82 |
3,66 |
WS0922 |
PL0000102646 |
115,47 |
115,91 |
3,74 |
3,69 |
115,69 |
3,72 |
IZ0823 |
PL0000105359 |
109,25 |
110,62 |
--- |
--- |
109,94 |
--- |
DS1023 |
PL0000107264 |
101,49 |
101,90 |
3,82 |
3,77 |
101,70 |
3,79 |
WZ0124 |
PL0000107454 |
97,79 |
98,13 |
--- |
--- |
97,96 |
--- |
WS0429 |
PL0000105391 |
119,89 |
120,93 |
4,03 |
3,95 |
120,41 |
3,99 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,74 |
100,82 |
2,87 |
2,66 |
100,78 |
2,77 |
OK0114 |
PL0000106712 |
98,28 |
98,40 |
2,81 |
2,61 |
98,34 |
2,71 |
PS0414 |
PL0000105433 |
102,46 |
102,63 |
2,83 |
2,63 |
102,55 |
2,72 |
OK0714 |
PL0000107009 |
97,00 |
97,18 |
2,76 |
2,59 |
97,09 |
2,68 |
WZ0115 |
PL0000106480 |
99,85 |
100,01 |
--- |
--- |
99,93 |
--- |
PS0415 |
PL0000105953 |
104,60 |
104,80 |
2,93 |
2,82 |
104,70 |
2,88 |
OK0715 |
PL0000107405 |
94,04 |
94,23 |
2,94 |
2,85 |
94,14 |
2,89 |
DS1015 |
PL0000103602 |
107,27 |
107,43 |
3,01 |
2,95 |
107,35 |
2,98 |
PS0416 |
PL0000106340 |
105,24 |
105,44 |
3,06 |
2,99 |
105,34 |
3,02 |
IZ0816 |
PL0000103529 |
105,42 |
106,05 |
--- |
--- |
105,74 |
--- |
PS1016 |
PL0000106795 |
105,16 |
105,30 |
3,11 |
3,06 |
105,23 |
3,08 |
WZ0117 |
PL0000106936 |
99,72 |
99,93 |
--- |
--- |
99,83 |
--- |
PS0417 |
PL0000107058 |
105,28 |
105,54 |
3,27 |
3,20 |
105,41 |
3,23 |
DS1017 |
PL0000104543 |
107,73 |
107,99 |
3,31 |
3,25 |
107,86 |
3,28 |
WZ0118 |
PL0000104717 |
99,57 |
99,79 |
--- |
--- |
99,68 |
--- |
PS0418 |
PL0000107314 |
101,45 |
101,66 |
3,42 |
3,37 |
101,56 |
3,39 |
PS0718 |
PL0000107595 |
95,52 |
95,79 |
3,47 |
3,41 |
95,66 |
3,44 |
DS1019 |
PL0000105441 |
111,05 |
111,46 |
3,53 |
3,46 |
111,26 |
3,49 |
DS1020 |
PL0000106126 |
110,15 |
110,48 |
3,65 |
3,60 |
110,32 |
3,62 |
WZ0121 |
PL0000106068 |
98,66 |
98,90 |
--- |
--- |
98,78 |
--- |
DS1021 |
PL0000106670 |
113,98 |
114,40 |
3,77 |
3,71 |
114,19 |
3,74 |
WS0922 |
PL0000102646 |
114,68 |
115,08 |
3,84 |
3,79 |
114,88 |
3,81 |
IZ0823 |
PL0000105359 |
108,31 |
110,02 |
--- |
--- |
109,17 |
--- |
DS1023 |
PL0000107264 |
100,73 |
101,24 |
3,91 |
3,85 |
100,99 |
3,88 |
WZ0124 |
PL0000107454 |
97,62 |
97,89 |
--- |
--- |
97,76 |
--- |
WS0429 |
PL0000105391 |
118,72 |
119,86 |
4,12 |
4,03 |
119,29 |
4,07 |
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 |
2,660 |
2,660 |
2,660 |
185 |
DS1015 |
PL0000103602 |
0/1 |
1 |
2,660 |
2,660 |
2,660 |
30 |
DS1017 |
PL0000104543 |
0/1 |
1 |
2,660 |
2,660 |
2,660 |
275 |
DS1019 |
PL0000105441 |
0/1 |
1 |
2,600 |
2,600 |
2,600 |
320 |
PS0415 |
PL0000105953 |
0/1 |
1 |
2,660 |
2,660 |
2,660 |
20 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,660 |
2,660 |
2,660 |
155 |
DS1021 |
PL0000106670 |
0/1 |
1 |
2,660 |
2,660 |
2,660 |
105 |
PS1016 |
PL0000106795 |
0/1 |
1 |
2,660 |
2,660 |
2,660 |
100 |
PS0418 |
PL0000107314 |
0/1 |
1 |
2,630 |
2,630 |
2,630 |
80 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,660 |
2,660 |
2,660 |
15 |
DS1013 |
PL0000102836 |
1/2 |
1 |
2,620 |
2,650 |
2,640 |
420 |
DS1015 |
PL0000103602 |
1/2 |
1 |
2,640 |
2,660 |
2,643 |
390 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,640 |
2,660 |
2,642 |
100 |
WS0429 |
PL0000105391 |
1/2 |
1 |
2,600 |
2,600 |
2,600 |
40 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,600 |
2,600 |
2,600 |
305 |
PS0415 |
PL0000105953 |
1/2 |
1 |
2,640 |
2,640 |
2,640 |
720 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,660 |
2,660 |
2,660 |
95 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,660 |
2,660 |
2,660 |
5 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,670 |
2,670 |
2,670 |
170 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,600 |
2,660 |
2,657 |
210 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,650 |
2,650 |
2,650 |
70 |
OK0715 |
PL0000107405 |
1/2 |
1 |
2,640 |
2,640 |
2,640 |
195 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,640 |
2,640 |
2,640 |
70 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
2,650 |
2,650 |
2,650 |
20 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
2,660 |
2,660 |
2,660 |
40 |
OK0714 |
PL0000107009 |
1/8 |
7 |
2,630 |
2,630 |
2,630 |
80 |
DS1023 |
PL0000107264 |
1/8 |
7 |
2,660 |
2,660 |
2,660 |
40 |
DS1013 |
PL0000102836 |
2/9 |
7 |
2,620 |
2,620 |
2,620 |
20 |
TOTAL |
4 275 |