2013-06-14 |
MARKET DATA |
No 113 (2147) |
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 |
1 597,50 |
1 782,15 |
142 |
4 485,00 |
4 728,40 |
28 |
6 082,50 |
6 510,55 |
170 |
T-bonds EUR |
0,50 |
0,63 |
1 |
0,00 |
0,00 |
0 |
0,50 |
0,63 |
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 |
99,71 |
99,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,77 |
100,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,39 |
98,44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,56 |
102,59 |
102,55 |
102,60 |
102,55 |
102,60 |
102,55 |
52 500 |
54,29 |
2 |
OK0714 |
PL0000107009 |
97,15 |
97,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
105,00 |
105,03 |
105,10 |
105,10 |
105,06 |
105,08 |
105,08 |
45 000 |
47,65 |
4 |
OK0715 |
PL0000107405 |
94,56 |
94,59 |
94,59 |
94,59 |
94,59 |
94,59 |
94,59 |
12 500 |
11,82 |
1 |
DS1015 |
PL0000103602 |
107,72 |
107,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
105,64 |
105,62 |
105,55 |
105,70 |
105,55 |
105,70 |
105,61 |
30 000 |
31,91 |
3 |
PS1016 |
PL0000106795 |
105,61 |
105,43 |
105,61 |
105,61 |
105,61 |
105,61 |
105,61 |
10 000 |
10,87 |
1 |
PS0417 |
PL0000107058 |
105,97 |
105,75 |
105,97 |
105,97 |
105,97 |
105,97 |
105,97 |
15 000 |
16,00 |
1 |
DS1017 |
PL0000104543 |
108,45 |
108,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,50 |
102,33 |
102,30 |
102,60 |
102,29 |
102,50 |
102,45 |
290 000 |
298,73 |
25 |
PS0718 |
PL0000107595 |
96,71 |
96,55 |
96,65 |
96,87 |
96,65 |
96,87 |
96,68 |
65 000 |
64,31 |
5 |
DS1019 |
PL0000105441 |
112,16 |
112,06 |
112,15 |
112,30 |
112,10 |
112,30 |
112,19 |
50 000 |
57,87 |
5 |
DS1020 |
PL0000106126 |
111,26 |
111,13 |
111,23 |
111,28 |
111,23 |
111,28 |
111,26 |
20 000 |
22,93 |
2 |
DS1021 |
PL0000106670 |
115,41 |
115,05 |
115,15 |
115,50 |
115,15 |
115,35 |
115,30 |
115 000 |
136,87 |
10 |
WS0922 |
PL0000102646 |
116,35 |
115,91 |
115,91 |
116,55 |
115,91 |
116,40 |
116,19 |
260 000 |
313,08 |
22 |
DS1023 |
PL0000107264 |
102,60 |
101,90 |
101,90 |
102,56 |
101,90 |
102,56 |
102,38 |
465 000 |
488,08 |
43 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
121,25 |
120,30 |
120,80 |
121,25 |
120,80 |
121,25 |
121,03 |
20 000 |
24,38 |
2 |
WS0437 |
PL0000104857 |
113,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
108,25 |
105,78 |
106,00 |
106,00 |
105,60 |
105,60 |
105,85 |
137 500 |
190,56 |
15 |
IZ0823 |
PL0000105359 |
108,00 |
108,35 |
108,50 |
108,50 |
108,50 |
108,50 |
108,50 |
10 000 |
12,82 |
1 |
WZ0115 |
PL0000106480 |
99,96 |
100,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,83 |
99,84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,72 |
99,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,40 |
99,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,87 |
98,89 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,73 |
97,88 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 597 500 |
1 782,15 |
142 |
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 |
103,45 |
103,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
106,85 |
107,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,40 |
109,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
120,00 |
120,45 |
120,45 |
120,45 |
120,45 |
120,45 |
120,45 |
500 |
0,63 |
1 |
EUR0119 |
XS0874841066 |
100,00 |
100,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
114,80 |
115,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
113,85 |
114,60 |
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 |
110,00 |
110,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
103,50 |
104,00 |
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 |
500 |
0,63 |
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 |
8 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
71 |
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 |
100,74 |
100,83 |
2,78 |
2,53 |
100,79 |
2,64 |
OK0114 |
PL0000106712 |
98,32 |
98,46 |
2,82 |
2,58 |
98,39 |
2,70 |
PS0414 |
PL0000105433 |
102,51 |
102,64 |
2,71 |
2,56 |
102,58 |
2,63 |
OK0714 |
PL0000107009 |
97,12 |
97,28 |
2,69 |
2,54 |
97,20 |
2,61 |
WZ0115 |
PL0000106480 |
99,92 |
100,08 |
--- |
--- |
100,00 |
--- |
PS0415 |
PL0000105953 |
104,93 |
105,09 |
2,73 |
2,64 |
105,01 |
2,69 |
OK0715 |
PL0000107405 |
94,51 |
94,71 |
2,72 |
2,62 |
94,61 |
2,67 |
DS1015 |
PL0000103602 |
107,68 |
107,88 |
2,82 |
2,73 |
107,78 |
2,78 |
PS0416 |
PL0000106340 |
105,51 |
105,74 |
2,95 |
2,87 |
105,63 |
2,91 |
IZ0816 |
PL0000103529 |
105,70 |
106,70 |
--- |
--- |
106,20 |
--- |
PS1016 |
PL0000106795 |
105,43 |
105,67 |
3,02 |
2,94 |
105,55 |
2,98 |
WZ0117 |
PL0000106936 |
99,71 |
99,99 |
--- |
--- |
99,85 |
--- |
PS0417 |
PL0000107058 |
105,85 |
106,13 |
3,11 |
3,04 |
105,99 |
3,07 |
DS1017 |
PL0000104543 |
108,26 |
108,53 |
3,18 |
3,12 |
108,40 |
3,15 |
WZ0118 |
PL0000104717 |
99,54 |
99,82 |
--- |
--- |
99,68 |
--- |
PS0418 |
PL0000107314 |
102,30 |
102,58 |
3,23 |
3,16 |
102,44 |
3,20 |
PS0718 |
PL0000107595 |
96,52 |
96,80 |
3,25 |
3,19 |
96,66 |
3,22 |
DS1019 |
PL0000105441 |
111,91 |
112,31 |
3,38 |
3,31 |
112,11 |
3,35 |
DS1020 |
PL0000106126 |
111,02 |
111,44 |
3,52 |
3,46 |
111,23 |
3,49 |
WZ0121 |
PL0000106068 |
98,60 |
98,96 |
--- |
--- |
98,78 |
--- |
DS1021 |
PL0000106670 |
114,96 |
115,36 |
3,64 |
3,58 |
115,16 |
3,61 |
WS0922 |
PL0000102646 |
115,81 |
116,22 |
3,70 |
3,65 |
116,02 |
3,67 |
IZ0823 |
PL0000105359 |
107,00 |
108,74 |
--- |
--- |
107,87 |
--- |
DS1023 |
PL0000107264 |
102,04 |
102,43 |
3,75 |
3,71 |
102,24 |
3,73 |
WZ0124 |
PL0000107454 |
97,56 |
97,94 |
--- |
--- |
97,75 |
--- |
WS0429 |
PL0000105391 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,74 |
100,83 |
2,78 |
2,53 |
100,79 |
2,64 |
OK0114 |
PL0000106712 |
98,34 |
98,47 |
2,79 |
2,57 |
98,41 |
2,67 |
PS0414 |
PL0000105433 |
102,49 |
102,62 |
2,74 |
2,58 |
102,56 |
2,65 |
OK0714 |
PL0000107009 |
97,12 |
97,29 |
2,69 |
2,53 |
97,21 |
2,60 |
WZ0115 |
PL0000106480 |
99,88 |
100,04 |
--- |
--- |
99,96 |
--- |
PS0415 |
PL0000105953 |
104,93 |
105,07 |
2,73 |
2,65 |
105,00 |
2,69 |
OK0715 |
PL0000107405 |
94,49 |
94,64 |
2,73 |
2,66 |
94,57 |
2,69 |
DS1015 |
PL0000103602 |
107,67 |
107,83 |
2,82 |
2,76 |
107,75 |
2,79 |
PS0416 |
PL0000106340 |
105,57 |
105,79 |
2,93 |
2,85 |
105,68 |
2,89 |
IZ0816 |
PL0000103529 |
105,35 |
106,07 |
--- |
--- |
105,71 |
--- |
PS1016 |
PL0000106795 |
105,46 |
105,72 |
3,01 |
2,93 |
105,59 |
2,97 |
WZ0117 |
PL0000106936 |
99,71 |
99,97 |
--- |
--- |
99,84 |
--- |
PS0417 |
PL0000107058 |
105,93 |
106,18 |
3,09 |
3,02 |
106,06 |
3,05 |
DS1017 |
PL0000104543 |
108,42 |
108,71 |
3,14 |
3,08 |
108,57 |
3,11 |
WZ0118 |
PL0000104717 |
99,58 |
99,75 |
--- |
--- |
99,67 |
--- |
PS0418 |
PL0000107314 |
102,45 |
102,67 |
3,19 |
3,14 |
102,56 |
3,17 |
PS0718 |
PL0000107595 |
96,68 |
96,95 |
3,21 |
3,15 |
96,82 |
3,18 |
DS1019 |
PL0000105441 |
112,09 |
112,40 |
3,35 |
3,30 |
112,25 |
3,32 |
DS1020 |
PL0000106126 |
111,21 |
111,67 |
3,49 |
3,42 |
111,44 |
3,46 |
WZ0121 |
PL0000106068 |
98,59 |
98,97 |
--- |
--- |
98,78 |
--- |
DS1021 |
PL0000106670 |
115,29 |
115,74 |
3,59 |
3,54 |
115,52 |
3,56 |
WS0922 |
PL0000102646 |
116,25 |
116,58 |
3,65 |
3,61 |
116,42 |
3,63 |
IZ0823 |
PL0000105359 |
107,65 |
108,89 |
--- |
--- |
108,27 |
--- |
DS1023 |
PL0000107264 |
102,54 |
102,82 |
3,70 |
3,66 |
102,68 |
3,68 |
WZ0124 |
PL0000107454 |
97,55 |
97,93 |
--- |
--- |
97,74 |
--- |
WS0429 |
PL0000105391 |
120,84 |
121,88 |
3,95 |
3,87 |
121,36 |
3,91 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
3/4 |
1 |
2,620 |
2,670 |
2,655 |
260 |
DS1019 |
PL0000105441 |
3/4 |
1 |
2,600 |
2,600 |
2,600 |
280 |
PS0415 |
PL0000105953 |
3/4 |
1 |
2,670 |
2,670 |
2,670 |
340 |
PS0418 |
PL0000107314 |
3/4 |
1 |
2,600 |
2,600 |
2,600 |
70 |
OK0715 |
PL0000107405 |
3/4 |
1 |
2,670 |
2,670 |
2,670 |
185 |
PS0718 |
PL0000107595 |
3/4 |
1 |
2,670 |
2,670 |
2,670 |
130 |
WZ0118 |
PL0000104717 |
3/4 |
1 |
2,620 |
2,620 |
2,620 |
20 |
DS1017 |
PL0000104543 |
0/3 |
3 |
2,600 |
2,600 |
2,600 |
100 |
WS0429 |
PL0000105391 |
0/3 |
3 |
2,600 |
2,600 |
2,600 |
20 |
DS1019 |
PL0000105441 |
0/3 |
3 |
2,550 |
2,550 |
2,550 |
20 |
PS0415 |
PL0000105953 |
0/3 |
3 |
2,550 |
2,550 |
2,550 |
20 |
DS1020 |
PL0000106126 |
0/3 |
3 |
2,600 |
2,600 |
2,600 |
10 |
PS1016 |
PL0000106795 |
0/4 |
4 |
2,650 |
2,650 |
2,650 |
140 |
DS1023 |
PL0000107264 |
0/7 |
7 |
2,600 |
2,600 |
2,600 |
20 |
PS1016 |
PL0000106795 |
3/10 |
7 |
2,650 |
2,650 |
2,650 |
230 |
OK0715 |
PL0000107405 |
3/10 |
7 |
2,650 |
2,650 |
2,650 |
110 |
PS0416 |
PL0000106340 |
4/11 |
7 |
2,630 |
2,630 |
2,630 |
230 |
TOTAL |
2 185 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
3/4 |
1 |
2,750 |
2,810 |
2,783 |
2 300 |
TOTAL |
2 300 |