2013-06-12 |
MARKET DATA |
No 111 (2145) |
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 |
1 317,50 |
1 387,75 |
94 |
2 845,00 |
2 961,90 |
40 |
4 162,50 |
4 349,65 |
134 |
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 |
99,71 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,75 |
100,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,31 |
98,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,53 |
102,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,05 |
97,13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,80 |
104,70 |
104,76 |
104,79 |
104,76 |
104,79 |
104,78 |
220 000 |
232,17 |
13 |
OK0715 |
PL0000107405 |
94,28 |
94,18 |
94,25 |
94,38 |
94,18 |
94,38 |
94,28 |
280 000 |
263,98 |
15 |
DS1015 |
PL0000103602 |
107,47 |
107,40 |
107,40 |
107,45 |
107,40 |
107,45 |
107,43 |
45 000 |
50,14 |
3 |
PS0416 |
PL0000106340 |
105,20 |
105,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,92 |
104,95 |
105,02 |
105,02 |
105,02 |
105,02 |
105,02 |
55 000 |
59,42 |
3 |
PS0417 |
PL0000107058 |
105,19 |
105,06 |
105,06 |
105,10 |
105,06 |
105,10 |
105,07 |
35 000 |
37,00 |
3 |
DS1017 |
PL0000104543 |
107,57 |
107,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,52 |
101,35 |
101,28 |
101,45 |
101,27 |
101,45 |
101,39 |
120 000 |
122,28 |
9 |
PS0718 |
PL0000107595 |
95,65 |
95,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
110,90 |
110,80 |
110,80 |
111,10 |
110,80 |
111,10 |
110,89 |
125 000 |
142,99 |
10 |
DS1020 |
PL0000106126 |
109,95 |
109,90 |
109,91 |
109,91 |
109,89 |
109,89 |
109,90 |
55 000 |
62,28 |
5 |
DS1021 |
PL0000106670 |
113,87 |
113,65 |
113,65 |
113,66 |
113,63 |
113,66 |
113,65 |
55 000 |
64,52 |
4 |
WS0922 |
PL0000102646 |
114,58 |
114,31 |
114,50 |
114,58 |
114,48 |
114,50 |
114,50 |
75 000 |
89,00 |
8 |
DS1023 |
PL0000107264 |
100,72 |
100,55 |
100,60 |
100,75 |
100,40 |
100,75 |
100,62 |
165 000 |
170,22 |
15 |
WS0428 |
PL0000107611 |
84,90 |
79,24 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
118,75 |
118,35 |
118,65 |
118,75 |
118,65 |
118,75 |
118,72 |
30 000 |
35,85 |
4 |
WS0437 |
PL0000104857 |
110,50 |
119,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,60 |
106,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,25 |
107,81 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,92 |
99,96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,74 |
99,74 |
99,70 |
99,70 |
99,70 |
99,70 |
99,70 |
42 500 |
43,03 |
1 |
WZ0118 |
PL0000104717 |
99,63 |
99,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,16 |
99,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,65 |
98,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,60 |
97,75 |
97,60 |
97,60 |
97,60 |
97,60 |
97,60 |
15 000 |
14,87 |
1 |
TOTAL |
1 317 500 |
1 387,75 |
94 |
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 |
103,30 |
103,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
106,75 |
107,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,15 |
109,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,75 |
120,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
99,70 |
100,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
114,50 |
115,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
113,15 |
113,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
116,75 |
117,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
109,70 |
110,25 |
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 |
12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
75 |
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 |
100,73 |
100,82 |
2,87 |
2,63 |
100,78 |
2,73 |
OK0114 |
PL0000106712 |
98,28 |
98,41 |
2,84 |
2,62 |
98,35 |
2,72 |
PS0414 |
PL0000105433 |
102,44 |
102,58 |
2,83 |
2,67 |
102,51 |
2,75 |
OK0714 |
PL0000107009 |
96,98 |
97,16 |
2,80 |
2,62 |
97,07 |
2,71 |
WZ0115 |
PL0000106480 |
99,87 |
100,02 |
--- |
--- |
99,95 |
--- |
PS0415 |
PL0000105953 |
104,59 |
104,78 |
2,93 |
2,83 |
104,69 |
2,87 |
OK0715 |
PL0000107405 |
94,07 |
94,27 |
2,94 |
2,83 |
94,17 |
2,88 |
DS1015 |
PL0000103602 |
107,26 |
107,46 |
3,01 |
2,93 |
107,36 |
2,97 |
PS0416 |
PL0000106340 |
105,03 |
105,27 |
3,13 |
3,04 |
105,15 |
3,09 |
IZ0816 |
PL0000103529 |
105,39 |
106,22 |
--- |
--- |
105,81 |
--- |
PS1016 |
PL0000106795 |
104,80 |
105,05 |
3,21 |
3,14 |
104,93 |
3,17 |
WZ0117 |
PL0000106936 |
99,66 |
99,90 |
--- |
--- |
99,78 |
--- |
PS0417 |
PL0000107058 |
105,02 |
105,25 |
3,34 |
3,28 |
105,14 |
3,31 |
DS1017 |
PL0000104543 |
107,42 |
107,69 |
3,39 |
3,32 |
107,56 |
3,35 |
WZ0118 |
PL0000104717 |
99,53 |
99,83 |
--- |
--- |
99,68 |
--- |
PS0418 |
PL0000107314 |
101,29 |
101,50 |
3,45 |
3,41 |
101,40 |
3,43 |
PS0718 |
PL0000107595 |
95,40 |
95,69 |
3,50 |
3,43 |
95,55 |
3,46 |
DS1019 |
PL0000105441 |
110,61 |
110,95 |
3,60 |
3,54 |
110,78 |
3,57 |
DS1020 |
PL0000106126 |
109,71 |
110,07 |
3,71 |
3,66 |
109,89 |
3,69 |
WZ0121 |
PL0000106068 |
98,59 |
98,89 |
--- |
--- |
98,74 |
--- |
DS1021 |
PL0000106670 |
113,60 |
113,91 |
3,81 |
3,77 |
113,76 |
3,79 |
WS0922 |
PL0000102646 |
114,25 |
114,66 |
3,89 |
3,84 |
114,46 |
3,86 |
IZ0823 |
PL0000105359 |
105,31 |
109,47 |
--- |
--- |
107,39 |
--- |
DS1023 |
PL0000107264 |
100,43 |
100,72 |
3,94 |
3,91 |
100,58 |
3,93 |
WZ0124 |
PL0000107454 |
97,53 |
97,81 |
--- |
--- |
97,67 |
--- |
WS0429 |
PL0000105391 |
118,28 |
119,09 |
4,15 |
4,09 |
118,69 |
4,12 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,73 |
100,81 |
2,87 |
2,65 |
100,77 |
2,76 |
OK0114 |
PL0000106712 |
98,29 |
98,41 |
2,82 |
2,62 |
98,35 |
2,72 |
PS0414 |
PL0000105433 |
102,50 |
102,59 |
2,76 |
2,66 |
102,55 |
2,70 |
OK0714 |
PL0000107009 |
97,01 |
97,19 |
2,77 |
2,60 |
97,10 |
2,68 |
WZ0115 |
PL0000106480 |
99,87 |
100,03 |
--- |
--- |
99,95 |
--- |
PS0415 |
PL0000105953 |
104,73 |
104,91 |
2,85 |
2,76 |
104,82 |
2,80 |
OK0715 |
PL0000107405 |
94,22 |
94,41 |
2,86 |
2,76 |
94,32 |
2,81 |
DS1015 |
PL0000103602 |
107,42 |
107,62 |
2,94 |
2,86 |
107,52 |
2,90 |
PS0416 |
PL0000106340 |
105,17 |
105,34 |
3,08 |
3,02 |
105,26 |
3,05 |
IZ0816 |
PL0000103529 |
105,45 |
106,37 |
--- |
--- |
105,91 |
--- |
PS1016 |
PL0000106795 |
104,85 |
105,12 |
3,20 |
3,12 |
104,99 |
3,16 |
WZ0117 |
PL0000106936 |
99,69 |
99,92 |
--- |
--- |
99,81 |
--- |
PS0417 |
PL0000107058 |
105,11 |
105,34 |
3,31 |
3,25 |
105,23 |
3,28 |
DS1017 |
PL0000104543 |
107,51 |
107,76 |
3,36 |
3,30 |
107,64 |
3,33 |
WZ0118 |
PL0000104717 |
99,57 |
99,87 |
--- |
--- |
99,72 |
--- |
PS0418 |
PL0000107314 |
101,45 |
101,68 |
3,42 |
3,37 |
101,57 |
3,39 |
PS0718 |
PL0000107595 |
95,59 |
95,85 |
3,45 |
3,40 |
95,72 |
3,42 |
DS1019 |
PL0000105441 |
110,70 |
111,12 |
3,58 |
3,51 |
110,91 |
3,55 |
DS1020 |
PL0000106126 |
109,82 |
110,20 |
3,70 |
3,64 |
110,01 |
3,67 |
WZ0121 |
PL0000106068 |
98,58 |
98,86 |
--- |
--- |
98,72 |
--- |
DS1021 |
PL0000106670 |
113,64 |
114,04 |
3,81 |
3,76 |
113,84 |
3,78 |
WS0922 |
PL0000102646 |
114,46 |
114,72 |
3,86 |
3,83 |
114,59 |
3,85 |
IZ0823 |
PL0000105359 |
107,04 |
108,69 |
--- |
--- |
107,87 |
--- |
DS1023 |
PL0000107264 |
100,61 |
100,91 |
3,92 |
3,89 |
100,76 |
3,91 |
WZ0124 |
PL0000107454 |
97,54 |
97,88 |
--- |
--- |
97,71 |
--- |
WS0429 |
PL0000105391 |
118,26 |
119,18 |
4,15 |
4,08 |
118,72 |
4,12 |
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 |
2,700 |
2,700 |
2,700 |
170 |
DS1017 |
PL0000104543 |
0/1 |
1 |
2,650 |
2,650 |
2,650 |
30 |
WS0429 |
PL0000105391 |
0/1 |
1 |
2,600 |
2,600 |
2,600 |
20 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,600 |
2,600 |
2,600 |
20 |
PS0416 |
PL0000106340 |
0/1 |
1 |
2,660 |
2,660 |
2,660 |
10 |
PS1016 |
PL0000106795 |
0/1 |
1 |
2,660 |
2,660 |
2,660 |
130 |
PS0418 |
PL0000107314 |
0/1 |
1 |
2,600 |
2,600 |
2,600 |
40 |
OK0715 |
PL0000107405 |
0/1 |
1 |
2,600 |
2,600 |
2,600 |
40 |
WZ0115 |
PL0000106480 |
0/1 |
1 |
2,660 |
2,660 |
2,660 |
10 |
DS1015 |
PL0000103602 |
1/2 |
1 |
2,690 |
2,690 |
2,690 |
105 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,690 |
2,690 |
2,690 |
40 |
WS0429 |
PL0000105391 |
1/2 |
1 |
2,600 |
2,600 |
2,600 |
30 |
PS0415 |
PL0000105953 |
1/2 |
1 |
2,680 |
2,690 |
2,690 |
445 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,680 |
2,680 |
2,680 |
40 |
OK0713 |
PL0000106563 |
1/2 |
1 |
2,690 |
2,690 |
2,690 |
105 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,660 |
2,660 |
2,660 |
10 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,680 |
2,680 |
2,680 |
150 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,650 |
2,690 |
2,672 |
315 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,690 |
2,690 |
2,690 |
35 |
OK0715 |
PL0000107405 |
1/2 |
1 |
2,670 |
2,690 |
2,680 |
405 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,680 |
2,680 |
2,680 |
115 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
2,690 |
2,690 |
2,690 |
20 |
WS0922 |
PL0000102646 |
0/2 |
2 |
2,600 |
2,600 |
2,600 |
20 |
OK0715 |
PL0000107405 |
2/5 |
3 |
2,660 |
2,660 |
2,660 |
70 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,600 |
2,600 |
2,600 |
115 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,650 |
2,680 |
2,659 |
140 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,660 |
2,660 |
2,660 |
30 |
OK0715 |
PL0000107405 |
1/8 |
7 |
2,650 |
2,650 |
2,650 |
45 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
2,670 |
2,670 |
2,670 |
20 |
OK0715 |
PL0000107405 |
2/9 |
7 |
2,680 |
2,680 |
2,680 |
70 |
TOTAL |
2 795 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/2 |
1 |
2,850 |
2,850 |
2,850 |
50 |
TOTAL |
50 |