2013-06-11 |
MARKET DATA |
No 110 (2144) |
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 |
4 295,00 |
4 387,76 |
254 |
2 905,00 |
3 093,18 |
32 |
7 200,00 |
7 480,95 |
286 |
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 |
99,68 |
99,69 |
99,67 |
99,67 |
99,66 |
99,67 |
99,67 |
1 000 000 |
996,68 |
10 |
DS1013 |
PL0000102836 |
100,76 |
100,76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,30 |
98,30 |
98,29 |
98,29 |
98,27 |
98,27 |
98,28 |
85 000 |
83,54 |
4 |
PS0414 |
PL0000105433 |
102,50 |
102,52 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
96,98 |
97,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,60 |
104,57 |
104,60 |
104,61 |
104,57 |
104,57 |
104,59 |
95 000 |
100,07 |
4 |
OK0715 |
PL0000107405 |
94,06 |
94,05 |
94,08 |
94,09 |
94,03 |
94,04 |
94,05 |
300 000 |
282,16 |
12 |
DS1015 |
PL0000103602 |
107,27 |
107,26 |
107,15 |
107,17 |
107,15 |
107,17 |
107,16 |
20 000 |
22,23 |
2 |
PS0416 |
PL0000106340 |
105,15 |
105,05 |
105,15 |
105,15 |
105,12 |
105,12 |
105,13 |
30 000 |
31,74 |
3 |
PS1016 |
PL0000106795 |
105,00 |
104,70 |
105,00 |
105,00 |
104,72 |
104,79 |
104,84 |
280 000 |
301,96 |
23 |
PS0417 |
PL0000107058 |
105,69 |
104,80 |
105,00 |
105,05 |
104,73 |
105,05 |
104,91 |
400 000 |
422,21 |
32 |
DS1017 |
PL0000104543 |
108,15 |
107,09 |
107,38 |
107,42 |
107,38 |
107,42 |
107,40 |
50 000 |
55,36 |
5 |
PS0418 |
PL0000107314 |
101,20 |
100,74 |
101,15 |
101,30 |
100,84 |
101,30 |
101,06 |
440 000 |
446,86 |
43 |
PS0718 |
PL0000107595 |
95,34 |
94,95 |
95,32 |
95,33 |
95,04 |
95,04 |
95,25 |
430 000 |
419,09 |
34 |
DS1019 |
PL0000105441 |
110,51 |
110,28 |
110,43 |
110,43 |
109,95 |
109,95 |
110,22 |
80 000 |
90,96 |
8 |
DS1020 |
PL0000106126 |
109,66 |
109,43 |
109,60 |
109,69 |
109,51 |
109,55 |
109,58 |
120 000 |
135,48 |
9 |
DS1021 |
PL0000106670 |
113,40 |
113,07 |
113,28 |
113,47 |
113,28 |
113,47 |
113,40 |
55 000 |
64,37 |
5 |
WS0922 |
PL0000102646 |
114,18 |
113,68 |
113,71 |
114,12 |
113,71 |
114,08 |
114,02 |
55 000 |
64,99 |
4 |
DS1023 |
PL0000107264 |
100,20 |
99,82 |
99,98 |
100,20 |
99,45 |
100,20 |
99,92 |
460 000 |
471,26 |
39 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
118,00 |
117,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
110,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,45 |
105,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
107,52 |
107,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,94 |
99,92 |
99,92 |
99,94 |
99,92 |
99,94 |
99,94 |
200 000 |
202,93 |
5 |
WZ0117 |
PL0000106936 |
99,78 |
99,75 |
99,75 |
99,75 |
99,71 |
99,71 |
99,72 |
55 000 |
55,69 |
3 |
WZ0118 |
PL0000104717 |
99,62 |
99,55 |
99,58 |
99,58 |
99,53 |
99,53 |
99,54 |
75 000 |
75,80 |
3 |
WZ0119 |
PL0000107603 |
98,96 |
99,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,67 |
98,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,61 |
97,60 |
97,56 |
97,75 |
97,51 |
97,75 |
97,55 |
65 000 |
64,40 |
6 |
TOTAL |
4 295 000 |
4 387,76 |
254 |
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 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
0,00 |
115,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
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
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 |
13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
76 |
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 |
100,71 |
100,80 |
2,94 |
2,70 |
100,76 |
2,80 |
OK0114 |
PL0000106712 |
98,22 |
98,34 |
2,93 |
2,73 |
98,28 |
2,83 |
PS0414 |
PL0000105433 |
102,38 |
102,58 |
2,91 |
2,68 |
102,48 |
2,79 |
OK0714 |
PL0000107009 |
96,93 |
97,15 |
2,84 |
2,63 |
97,04 |
2,73 |
WZ0115 |
PL0000106480 |
99,77 |
99,98 |
--- |
--- |
99,88 |
--- |
PS0415 |
PL0000105953 |
104,49 |
104,69 |
2,99 |
2,88 |
104,59 |
2,93 |
OK0715 |
PL0000107405 |
93,97 |
94,09 |
2,98 |
2,92 |
94,03 |
2,95 |
DS1015 |
PL0000103602 |
107,13 |
107,30 |
3,07 |
3,00 |
107,22 |
3,03 |
PS0416 |
PL0000106340 |
104,97 |
105,21 |
3,15 |
3,07 |
105,09 |
3,11 |
IZ0816 |
PL0000103529 |
105,28 |
105,98 |
--- |
--- |
105,63 |
--- |
PS1016 |
PL0000106795 |
104,85 |
105,09 |
3,20 |
3,13 |
104,97 |
3,16 |
WZ0117 |
PL0000106936 |
99,65 |
99,89 |
--- |
--- |
99,77 |
--- |
PS0417 |
PL0000107058 |
104,91 |
105,23 |
3,37 |
3,28 |
105,07 |
3,33 |
DS1017 |
PL0000104543 |
107,29 |
107,61 |
3,42 |
3,34 |
107,45 |
3,38 |
WZ0118 |
PL0000104717 |
99,45 |
99,70 |
--- |
--- |
99,58 |
--- |
PS0418 |
PL0000107314 |
100,97 |
101,27 |
3,53 |
3,46 |
101,12 |
3,49 |
PS0718 |
PL0000107595 |
95,14 |
95,42 |
3,55 |
3,49 |
95,28 |
3,52 |
DS1019 |
PL0000105441 |
110,33 |
110,59 |
3,65 |
3,60 |
110,46 |
3,63 |
DS1020 |
PL0000106126 |
109,54 |
110,03 |
3,74 |
3,67 |
109,79 |
3,70 |
WZ0121 |
PL0000106068 |
98,47 |
98,80 |
--- |
--- |
98,64 |
--- |
DS1021 |
PL0000106670 |
112,68 |
113,55 |
3,94 |
3,82 |
113,12 |
3,88 |
WS0922 |
PL0000102646 |
113,86 |
114,40 |
3,93 |
3,87 |
114,13 |
3,90 |
IZ0823 |
PL0000105359 |
106,61 |
107,97 |
--- |
--- |
107,29 |
--- |
DS1023 |
PL0000107264 |
99,92 |
100,35 |
4,01 |
3,95 |
100,14 |
3,98 |
WZ0124 |
PL0000107454 |
97,49 |
97,88 |
--- |
--- |
97,69 |
--- |
WS0429 |
PL0000105391 |
116,79 |
119,46 |
4,27 |
4,06 |
118,13 |
4,16 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,73 |
100,82 |
2,88 |
2,64 |
100,78 |
2,75 |
OK0114 |
PL0000106712 |
98,25 |
98,37 |
2,88 |
2,68 |
98,31 |
2,78 |
PS0414 |
PL0000105433 |
102,46 |
102,60 |
2,82 |
2,66 |
102,53 |
2,74 |
OK0714 |
PL0000107009 |
96,96 |
97,14 |
2,81 |
2,64 |
97,05 |
2,72 |
WZ0115 |
PL0000106480 |
99,84 |
99,97 |
--- |
--- |
99,91 |
--- |
PS0415 |
PL0000105953 |
104,56 |
104,72 |
2,95 |
2,86 |
104,64 |
2,90 |
OK0715 |
PL0000107405 |
94,03 |
94,21 |
2,95 |
2,86 |
94,12 |
2,91 |
DS1015 |
PL0000103602 |
107,24 |
107,40 |
3,02 |
2,95 |
107,32 |
2,99 |
PS0416 |
PL0000106340 |
104,97 |
105,22 |
3,15 |
3,06 |
105,10 |
3,11 |
IZ0816 |
PL0000103529 |
105,27 |
106,10 |
--- |
--- |
105,69 |
--- |
PS1016 |
PL0000106795 |
104,75 |
104,99 |
3,23 |
3,16 |
104,87 |
3,19 |
WZ0117 |
PL0000106936 |
99,56 |
99,79 |
--- |
--- |
99,68 |
--- |
PS0417 |
PL0000107058 |
104,92 |
105,19 |
3,37 |
3,29 |
105,06 |
3,33 |
DS1017 |
PL0000104543 |
107,28 |
107,55 |
3,42 |
3,36 |
107,42 |
3,39 |
WZ0118 |
PL0000104717 |
99,46 |
99,69 |
--- |
--- |
99,58 |
--- |
PS0418 |
PL0000107314 |
101,10 |
101,34 |
3,50 |
3,44 |
101,22 |
3,47 |
PS0718 |
PL0000107595 |
95,30 |
95,56 |
3,52 |
3,46 |
95,43 |
3,49 |
DS1019 |
PL0000105441 |
110,46 |
110,86 |
3,63 |
3,56 |
110,66 |
3,59 |
DS1020 |
PL0000106126 |
109,62 |
109,96 |
3,73 |
3,68 |
109,79 |
3,70 |
WZ0121 |
PL0000106068 |
98,54 |
98,87 |
--- |
--- |
98,71 |
--- |
DS1021 |
PL0000106670 |
113,34 |
113,77 |
3,85 |
3,79 |
113,56 |
3,82 |
WS0922 |
PL0000102646 |
114,02 |
114,38 |
3,91 |
3,87 |
114,20 |
3,89 |
IZ0823 |
PL0000105359 |
106,21 |
108,26 |
--- |
--- |
107,24 |
--- |
DS1023 |
PL0000107264 |
100,12 |
100,48 |
3,98 |
3,94 |
100,30 |
3,96 |
WZ0124 |
PL0000107454 |
97,48 |
97,80 |
--- |
--- |
97,64 |
--- |
WS0429 |
PL0000105391 |
116,63 |
117,99 |
4,28 |
4,17 |
117,31 |
4,23 |
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 |
2,660 |
2,660 |
2,660 |
30 |
DS1017 |
PL0000104543 |
0/1 |
1 |
2,660 |
2,660 |
2,660 |
215 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,660 |
2,660 |
2,660 |
100 |
DS1021 |
PL0000106670 |
0/1 |
1 |
2,660 |
2,660 |
2,660 |
20 |
PS1016 |
PL0000106795 |
0/1 |
1 |
2,660 |
2,660 |
2,660 |
70 |
PS0417 |
PL0000107058 |
0/1 |
1 |
2,660 |
2,660 |
2,660 |
40 |
PS0418 |
PL0000107314 |
0/1 |
1 |
2,660 |
2,660 |
2,660 |
15 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,660 |
2,660 |
2,660 |
225 |
WS0429 |
PL0000105391 |
1/2 |
1 |
2,640 |
2,640 |
2,640 |
10 |
PS0415 |
PL0000105953 |
1/2 |
1 |
2,680 |
2,680 |
2,680 |
595 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,660 |
2,660 |
2,660 |
90 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,660 |
2,660 |
2,660 |
70 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,660 |
2,660 |
2,660 |
195 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,660 |
2,680 |
2,674 |
250 |
OK0715 |
PL0000107405 |
1/2 |
1 |
2,670 |
2,670 |
2,670 |
70 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,680 |
2,680 |
2,680 |
70 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
2,660 |
2,660 |
2,660 |
20 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
2,670 |
2,670 |
2,670 |
40 |
PS0418 |
PL0000107314 |
2/3 |
1 |
2,650 |
2,650 |
2,650 |
280 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,600 |
2,600 |
2,600 |
80 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,620 |
2,620 |
2,620 |
160 |
OK0713 |
PL0000106563 |
1/8 |
7 |
2,600 |
2,600 |
2,600 |
20 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,650 |
2,650 |
2,650 |
240 |
TOTAL |
2 905 |