2013-06-13 |
MARKET DATA |
No 112 (2146) |
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 |
1 397,50 |
1 471,85 |
98 |
2 780,00 |
2 944,22 |
28 |
4 177,50 |
4 416,07 |
126 |
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 |
99,70 |
99,71 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,75 |
100,78 |
100,78 |
100,78 |
100,78 |
100,78 |
100,78 |
7 500 |
7,80 |
1 |
OK0114 |
PL0000106712 |
98,38 |
98,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,55 |
102,55 |
102,52 |
102,55 |
102,52 |
102,55 |
102,53 |
190 000 |
196,39 |
7 |
OK0714 |
PL0000107009 |
97,14 |
97,11 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,90 |
104,89 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
94,50 |
94,42 |
94,47 |
94,50 |
94,47 |
94,50 |
94,49 |
95 000 |
89,77 |
6 |
DS1015 |
PL0000103602 |
107,70 |
107,59 |
107,70 |
107,70 |
107,70 |
107,70 |
107,70 |
10 000 |
11,17 |
1 |
PS0416 |
PL0000106340 |
105,49 |
105,30 |
105,42 |
105,42 |
105,40 |
105,40 |
105,41 |
30 000 |
31,84 |
2 |
PS1016 |
PL0000106795 |
105,30 |
105,08 |
105,10 |
105,30 |
105,10 |
105,30 |
105,20 |
175 000 |
189,44 |
12 |
PS0417 |
PL0000107058 |
105,64 |
105,30 |
105,30 |
105,57 |
105,30 |
105,57 |
105,42 |
60 000 |
63,67 |
5 |
DS1017 |
PL0000104543 |
108,01 |
107,70 |
107,70 |
108,00 |
107,70 |
108,00 |
107,85 |
40 000 |
44,49 |
5 |
PS0418 |
PL0000107314 |
102,05 |
101,60 |
101,60 |
102,05 |
101,60 |
102,00 |
101,96 |
225 000 |
230,63 |
17 |
PS0718 |
PL0000107595 |
96,15 |
95,78 |
96,15 |
96,15 |
96,15 |
96,15 |
96,15 |
25 000 |
24,60 |
3 |
DS1019 |
PL0000105441 |
111,53 |
111,11 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
110,52 |
110,20 |
110,55 |
110,55 |
110,55 |
110,55 |
110,55 |
10 000 |
11,39 |
1 |
DS1021 |
PL0000106670 |
114,55 |
114,11 |
114,11 |
114,55 |
114,09 |
114,50 |
114,32 |
60 000 |
70,81 |
6 |
WS0922 |
PL0000102646 |
115,28 |
114,75 |
114,75 |
115,02 |
114,75 |
115,02 |
114,88 |
75 000 |
89,32 |
8 |
DS1023 |
PL0000107264 |
101,43 |
100,94 |
101,00 |
101,41 |
100,83 |
101,20 |
101,16 |
200 000 |
207,48 |
17 |
WS0428 |
PL0000107611 |
85,17 |
85,77 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
119,30 |
118,80 |
118,58 |
119,40 |
118,50 |
119,40 |
118,83 |
30 000 |
35,90 |
3 |
WS0437 |
PL0000104857 |
110,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,80 |
105,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,55 |
107,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,93 |
99,92 |
99,98 |
99,98 |
99,98 |
99,98 |
99,98 |
100 000 |
101,55 |
1 |
WZ0117 |
PL0000106936 |
99,83 |
99,82 |
99,83 |
99,83 |
99,83 |
99,83 |
99,83 |
35 000 |
35,49 |
1 |
WZ0118 |
PL0000104717 |
99,68 |
99,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,40 |
99,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,66 |
98,77 |
98,77 |
98,77 |
98,77 |
98,77 |
98,77 |
30 000 |
30,10 |
2 |
WZ0124 |
PL0000107454 |
97,69 |
97,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 397 500 |
1 471,85 |
98 |
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 |
103,40 |
103,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
106,80 |
107,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,25 |
109,50 |
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 |
99,75 |
100,25 |
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 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
116,25 |
117,00 |
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 |
103,00 |
103,35 |
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 |
9 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
72 |
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 |
100,72 |
100,80 |
2,85 |
2,63 |
100,76 |
2,74 |
OK0114 |
PL0000106712 |
98,32 |
98,45 |
2,81 |
2,59 |
98,39 |
2,69 |
PS0414 |
PL0000105433 |
102,49 |
102,62 |
2,75 |
2,60 |
102,56 |
2,66 |
OK0714 |
PL0000107009 |
97,06 |
97,25 |
2,74 |
2,56 |
97,16 |
2,64 |
WZ0115 |
PL0000106480 |
99,87 |
100,01 |
--- |
--- |
99,94 |
--- |
PS0415 |
PL0000105953 |
104,79 |
104,97 |
2,81 |
2,71 |
104,88 |
2,76 |
OK0715 |
PL0000107405 |
94,30 |
94,49 |
2,83 |
2,73 |
94,40 |
2,78 |
DS1015 |
PL0000103602 |
107,47 |
107,67 |
2,91 |
2,83 |
107,57 |
2,87 |
PS0416 |
PL0000106340 |
105,16 |
105,38 |
3,08 |
3,00 |
105,27 |
3,04 |
IZ0816 |
PL0000103529 |
105,60 |
106,41 |
--- |
--- |
106,01 |
--- |
PS1016 |
PL0000106795 |
104,96 |
105,16 |
3,16 |
3,10 |
105,06 |
3,13 |
WZ0117 |
PL0000106936 |
99,69 |
99,92 |
--- |
--- |
99,81 |
--- |
PS0417 |
PL0000107058 |
105,15 |
105,35 |
3,30 |
3,25 |
105,25 |
3,27 |
DS1017 |
PL0000104543 |
107,53 |
107,74 |
3,36 |
3,31 |
107,64 |
3,33 |
WZ0118 |
PL0000104717 |
99,58 |
99,84 |
--- |
--- |
99,71 |
--- |
PS0418 |
PL0000107314 |
101,47 |
101,66 |
3,41 |
3,37 |
101,57 |
3,39 |
PS0718 |
PL0000107595 |
95,66 |
95,85 |
3,44 |
3,40 |
95,76 |
3,42 |
DS1019 |
PL0000105441 |
110,94 |
111,35 |
3,54 |
3,47 |
111,15 |
3,51 |
DS1020 |
PL0000106126 |
109,94 |
110,25 |
3,68 |
3,63 |
110,10 |
3,65 |
WZ0121 |
PL0000106068 |
98,57 |
98,86 |
--- |
--- |
98,72 |
--- |
DS1021 |
PL0000106670 |
113,74 |
114,16 |
3,79 |
3,74 |
113,95 |
3,77 |
WS0922 |
PL0000102646 |
114,44 |
114,80 |
3,86 |
3,82 |
114,62 |
3,84 |
IZ0823 |
PL0000105359 |
107,42 |
109,16 |
--- |
--- |
108,29 |
--- |
DS1023 |
PL0000107264 |
100,68 |
101,00 |
3,91 |
3,88 |
100,84 |
3,90 |
WZ0124 |
PL0000107454 |
97,54 |
97,88 |
--- |
--- |
97,71 |
--- |
WS0429 |
PL0000105391 |
118,19 |
119,08 |
4,16 |
4,09 |
118,64 |
4,12 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,72 |
100,81 |
2,85 |
2,60 |
100,77 |
2,71 |
OK0114 |
PL0000106712 |
98,33 |
98,45 |
2,79 |
2,59 |
98,39 |
2,69 |
PS0414 |
PL0000105433 |
102,49 |
102,64 |
2,75 |
2,57 |
102,57 |
2,65 |
OK0714 |
PL0000107009 |
97,08 |
97,28 |
2,72 |
2,53 |
97,18 |
2,62 |
WZ0115 |
PL0000106480 |
99,89 |
100,01 |
--- |
--- |
99,95 |
--- |
PS0415 |
PL0000105953 |
104,85 |
105,04 |
2,78 |
2,67 |
104,95 |
2,72 |
OK0715 |
PL0000107405 |
94,42 |
94,57 |
2,77 |
2,69 |
94,50 |
2,73 |
DS1015 |
PL0000103602 |
107,55 |
107,75 |
2,88 |
2,79 |
107,65 |
2,84 |
PS0416 |
PL0000106340 |
105,37 |
105,58 |
3,00 |
2,93 |
105,48 |
2,96 |
IZ0816 |
PL0000103529 |
105,34 |
106,17 |
--- |
--- |
105,76 |
--- |
PS1016 |
PL0000106795 |
105,11 |
105,37 |
3,12 |
3,04 |
105,24 |
3,08 |
WZ0117 |
PL0000106936 |
99,67 |
99,89 |
--- |
--- |
99,78 |
--- |
PS0417 |
PL0000107058 |
105,42 |
105,69 |
3,23 |
3,15 |
105,56 |
3,19 |
DS1017 |
PL0000104543 |
107,83 |
108,13 |
3,28 |
3,21 |
107,98 |
3,25 |
WZ0118 |
PL0000104717 |
99,56 |
99,79 |
--- |
--- |
99,68 |
--- |
PS0418 |
PL0000107314 |
101,89 |
102,10 |
3,32 |
3,27 |
102,00 |
3,29 |
PS0718 |
PL0000107595 |
96,03 |
96,31 |
3,36 |
3,29 |
96,17 |
3,33 |
DS1019 |
PL0000105441 |
111,20 |
111,65 |
3,50 |
3,42 |
111,43 |
3,46 |
DS1020 |
PL0000106126 |
110,31 |
110,68 |
3,62 |
3,57 |
110,50 |
3,59 |
WZ0121 |
PL0000106068 |
98,59 |
98,82 |
--- |
--- |
98,71 |
--- |
DS1021 |
PL0000106670 |
114,18 |
114,60 |
3,74 |
3,68 |
114,39 |
3,71 |
WS0922 |
PL0000102646 |
114,99 |
115,35 |
3,80 |
3,75 |
115,17 |
3,77 |
IZ0823 |
PL0000105359 |
106,75 |
108,26 |
--- |
--- |
107,51 |
--- |
DS1023 |
PL0000107264 |
101,16 |
101,59 |
3,86 |
3,81 |
101,38 |
3,83 |
WZ0124 |
PL0000107454 |
97,55 |
97,92 |
--- |
--- |
97,74 |
--- |
WS0429 |
PL0000105391 |
118,52 |
120,42 |
4,13 |
3,98 |
119,47 |
4,06 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS1016 |
PL0000106795 |
0/1 |
1 |
2,650 |
2,650 |
2,650 |
10 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,600 |
2,600 |
2,600 |
20 |
DS1015 |
PL0000103602 |
1/4 |
3 |
2,690 |
2,690 |
2,690 |
45 |
DS1017 |
PL0000104543 |
1/4 |
3 |
2,660 |
2,690 |
2,682 |
250 |
DS1019 |
PL0000105441 |
1/4 |
3 |
2,620 |
2,630 |
2,624 |
230 |
PS0415 |
PL0000105953 |
1/4 |
3 |
2,650 |
2,690 |
2,684 |
550 |
DS1021 |
PL0000106670 |
1/4 |
3 |
2,660 |
2,660 |
2,660 |
50 |
OK0114 |
PL0000106712 |
1/4 |
3 |
2,600 |
2,600 |
2,600 |
10 |
PS1016 |
PL0000106795 |
1/4 |
3 |
2,660 |
2,660 |
2,660 |
250 |
DS1023 |
PL0000107264 |
1/4 |
3 |
2,620 |
2,620 |
2,620 |
80 |
PS0418 |
PL0000107314 |
1/4 |
3 |
2,680 |
2,680 |
2,680 |
110 |
OK0715 |
PL0000107405 |
1/4 |
3 |
2,690 |
2,690 |
2,690 |
355 |
PS0718 |
PL0000107595 |
1/4 |
3 |
2,690 |
2,690 |
2,690 |
110 |
DS1015 |
PL0000103602 |
0/4 |
4 |
2,630 |
2,630 |
2,630 |
60 |
DS1023 |
PL0000107264 |
1/6 |
5 |
2,550 |
2,550 |
2,550 |
190 |
DS1015 |
PL0000103602 |
1/8 |
7 |
2,660 |
2,660 |
2,660 |
185 |
PS0415 |
PL0000105953 |
1/8 |
7 |
2,600 |
2,600 |
2,600 |
10 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,670 |
2,670 |
2,670 |
150 |
OK0715 |
PL0000107405 |
1/8 |
7 |
2,670 |
2,670 |
2,670 |
10 |
WZ0117 |
PL0000106936 |
1/8 |
7 |
2,650 |
2,650 |
2,650 |
55 |
DS1015 |
PL0000103602 |
4/11 |
7 |
2,650 |
2,650 |
2,650 |
50 |
TOTAL |
2 780 |