2013-06-17 |
MARKET DATA |
No 114 (2148) |
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 |
1 282,50 |
1 347,68 |
80 |
2 915,00 |
3 151,46 |
42 |
4 197,50 |
4 499,14 |
122 |
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 |
99,72 |
99,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,77 |
100,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,38 |
98,47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,60 |
102,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,14 |
97,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,98 |
105,00 |
104,95 |
104,95 |
104,94 |
104,94 |
104,95 |
45 000 |
47,60 |
2 |
OK0715 |
PL0000107405 |
94,51 |
94,50 |
94,50 |
94,50 |
94,50 |
94,50 |
94,50 |
125 000 |
118,13 |
4 |
DS1015 |
PL0000103602 |
107,72 |
107,71 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
105,56 |
105,63 |
105,56 |
105,56 |
105,55 |
105,55 |
105,56 |
50 000 |
53,15 |
3 |
PS1016 |
PL0000106795 |
105,39 |
105,47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,85 |
105,89 |
105,84 |
105,84 |
105,77 |
105,77 |
105,79 |
55 000 |
58,58 |
4 |
DS1017 |
PL0000104543 |
108,35 |
108,34 |
108,24 |
108,26 |
108,23 |
108,26 |
108,24 |
55 000 |
61,41 |
3 |
PS0418 |
PL0000107314 |
102,40 |
102,30 |
102,40 |
102,40 |
102,28 |
102,37 |
102,31 |
130 000 |
133,74 |
8 |
PS0718 |
PL0000107595 |
96,62 |
96,52 |
96,62 |
96,62 |
96,50 |
96,52 |
96,55 |
145 000 |
143,27 |
5 |
DS1019 |
PL0000105441 |
112,05 |
111,92 |
111,90 |
112,08 |
111,74 |
111,74 |
111,90 |
62 500 |
72,17 |
5 |
DS1020 |
PL0000106126 |
111,07 |
111,00 |
111,00 |
111,00 |
110,96 |
110,96 |
110,98 |
20 000 |
22,88 |
2 |
DS1021 |
PL0000106670 |
115,15 |
114,89 |
115,15 |
115,15 |
115,00 |
115,13 |
115,12 |
85 000 |
101,02 |
10 |
WS0922 |
PL0000102646 |
116,05 |
115,78 |
116,02 |
116,02 |
115,65 |
115,65 |
115,91 |
85 000 |
102,12 |
7 |
DS1023 |
PL0000107264 |
102,15 |
101,87 |
102,00 |
102,12 |
101,79 |
101,82 |
101,93 |
150 000 |
156,79 |
13 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
121,10 |
120,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
112,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,30 |
105,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
107,85 |
108,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,96 |
99,97 |
99,94 |
99,94 |
99,94 |
99,94 |
99,94 |
15 000 |
15,23 |
1 |
WZ0117 |
PL0000106936 |
99,79 |
99,72 |
99,78 |
99,78 |
99,68 |
99,68 |
99,74 |
50 000 |
50,67 |
3 |
WZ0118 |
PL0000104717 |
99,62 |
99,56 |
99,57 |
99,57 |
99,55 |
99,55 |
99,56 |
70 000 |
70,81 |
3 |
WZ0119 |
PL0000107603 |
99,46 |
99,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,67 |
98,60 |
98,65 |
98,65 |
98,60 |
98,60 |
98,63 |
120 000 |
120,27 |
6 |
WZ0124 |
PL0000107454 |
97,65 |
97,65 |
97,65 |
97,65 |
97,65 |
97,65 |
97,65 |
20 000 |
19,85 |
1 |
TOTAL |
1 282 500 |
1 347,68 |
80 |
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 |
103,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
107,35 |
107,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,55 |
109,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
120,10 |
120,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
100,15 |
100,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
114,90 |
115,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
113,85 |
113,82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
116,80 |
117,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
110,05 |
110,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
103,65 |
104,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
121,38 |
122,28 |
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 |
7 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
70 |
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 |
100,82 |
2,76 |
2,54 |
100,78 |
2,65 |
OK0114 |
PL0000106712 |
98,36 |
98,49 |
2,77 |
2,54 |
98,43 |
2,65 |
PS0414 |
PL0000105433 |
102,50 |
102,63 |
2,72 |
2,56 |
102,57 |
2,63 |
OK0714 |
PL0000107009 |
97,11 |
97,30 |
2,71 |
2,52 |
97,21 |
2,61 |
WZ0115 |
PL0000106480 |
99,91 |
100,06 |
--- |
--- |
99,99 |
--- |
PS0415 |
PL0000105953 |
104,91 |
105,08 |
2,74 |
2,64 |
105,00 |
2,69 |
OK0715 |
PL0000107405 |
94,48 |
94,62 |
2,74 |
2,67 |
94,55 |
2,71 |
DS1015 |
PL0000103602 |
107,64 |
107,83 |
2,83 |
2,75 |
107,74 |
2,79 |
PS0416 |
PL0000106340 |
105,51 |
105,77 |
2,95 |
2,86 |
105,64 |
2,90 |
IZ0816 |
PL0000103529 |
105,15 |
106,03 |
--- |
--- |
105,59 |
--- |
PS1016 |
PL0000106795 |
105,35 |
105,62 |
3,04 |
2,96 |
105,49 |
3,00 |
WZ0117 |
PL0000106936 |
99,73 |
99,92 |
--- |
--- |
99,83 |
--- |
PS0417 |
PL0000107058 |
105,79 |
106,07 |
3,13 |
3,05 |
105,93 |
3,09 |
DS1017 |
PL0000104543 |
108,29 |
108,55 |
3,17 |
3,11 |
108,42 |
3,14 |
WZ0118 |
PL0000104717 |
99,57 |
99,75 |
--- |
--- |
99,66 |
--- |
PS0418 |
PL0000107314 |
102,34 |
102,54 |
3,22 |
3,17 |
102,44 |
3,20 |
PS0718 |
PL0000107595 |
96,55 |
96,81 |
3,24 |
3,19 |
96,68 |
3,21 |
DS1019 |
PL0000105441 |
111,95 |
112,23 |
3,37 |
3,33 |
112,09 |
3,35 |
DS1020 |
PL0000106126 |
110,98 |
111,37 |
3,52 |
3,47 |
111,18 |
3,49 |
WZ0121 |
PL0000106068 |
98,55 |
98,78 |
--- |
--- |
98,67 |
--- |
DS1021 |
PL0000106670 |
115,05 |
115,28 |
3,62 |
3,59 |
115,17 |
3,61 |
WS0922 |
PL0000102646 |
115,89 |
116,31 |
3,69 |
3,64 |
116,10 |
3,66 |
IZ0823 |
PL0000105359 |
107,40 |
108,81 |
--- |
--- |
108,11 |
--- |
DS1023 |
PL0000107264 |
101,95 |
102,36 |
3,76 |
3,72 |
102,16 |
3,74 |
WZ0124 |
PL0000107454 |
97,49 |
97,77 |
--- |
--- |
97,63 |
--- |
WS0429 |
PL0000105391 |
120,63 |
121,84 |
3,97 |
3,88 |
121,24 |
3,92 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,75 |
100,83 |
2,74 |
2,51 |
100,79 |
2,62 |
OK0114 |
PL0000106712 |
98,36 |
98,50 |
2,77 |
2,53 |
98,43 |
2,65 |
PS0414 |
PL0000105433 |
102,49 |
102,62 |
2,73 |
2,58 |
102,56 |
2,65 |
OK0714 |
PL0000107009 |
97,10 |
97,28 |
2,71 |
2,54 |
97,19 |
2,63 |
WZ0115 |
PL0000106480 |
99,86 |
100,01 |
--- |
--- |
99,94 |
--- |
PS0415 |
PL0000105953 |
104,88 |
105,02 |
2,75 |
2,68 |
104,95 |
2,71 |
OK0715 |
PL0000107405 |
94,43 |
94,55 |
2,77 |
2,71 |
94,49 |
2,74 |
DS1015 |
PL0000103602 |
107,56 |
107,74 |
2,87 |
2,79 |
107,65 |
2,83 |
PS0416 |
PL0000106340 |
105,41 |
105,65 |
2,99 |
2,90 |
105,53 |
2,94 |
IZ0816 |
PL0000103529 |
104,93 |
105,84 |
--- |
--- |
105,39 |
--- |
PS1016 |
PL0000106795 |
105,24 |
105,50 |
3,07 |
2,99 |
105,37 |
3,03 |
WZ0117 |
PL0000106936 |
99,65 |
99,79 |
--- |
--- |
99,72 |
--- |
PS0417 |
PL0000107058 |
105,66 |
105,93 |
3,16 |
3,09 |
105,80 |
3,12 |
DS1017 |
PL0000104543 |
108,09 |
108,38 |
3,22 |
3,15 |
108,24 |
3,19 |
WZ0118 |
PL0000104717 |
99,39 |
99,62 |
--- |
--- |
99,51 |
--- |
PS0418 |
PL0000107314 |
102,07 |
102,33 |
3,28 |
3,22 |
102,20 |
3,25 |
PS0718 |
PL0000107595 |
96,27 |
96,57 |
3,30 |
3,24 |
96,42 |
3,27 |
DS1019 |
PL0000105441 |
111,68 |
112,07 |
3,42 |
3,35 |
111,88 |
3,38 |
DS1020 |
PL0000106126 |
110,65 |
111,04 |
3,57 |
3,51 |
110,85 |
3,54 |
WZ0121 |
PL0000106068 |
98,44 |
98,71 |
--- |
--- |
98,58 |
--- |
DS1021 |
PL0000106670 |
114,52 |
114,94 |
3,69 |
3,64 |
114,73 |
3,66 |
WS0922 |
PL0000102646 |
115,53 |
115,85 |
3,73 |
3,69 |
115,69 |
3,71 |
IZ0823 |
PL0000105359 |
107,11 |
108,61 |
--- |
--- |
107,86 |
--- |
DS1023 |
PL0000107264 |
101,78 |
102,08 |
3,78 |
3,75 |
101,93 |
3,77 |
WZ0124 |
PL0000107454 |
97,42 |
97,72 |
--- |
--- |
97,57 |
--- |
WS0429 |
PL0000105391 |
119,87 |
121,28 |
4,03 |
3,92 |
120,58 |
3,97 |
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 |
2,610 |
2,610 |
2,610 |
210 |
DS1015 |
PL0000103602 |
0/1 |
1 |
2,610 |
2,610 |
2,610 |
30 |
DS1017 |
PL0000104543 |
0/1 |
1 |
2,610 |
2,610 |
2,610 |
205 |
PS0414 |
PL0000105433 |
0/1 |
1 |
2,610 |
2,610 |
2,610 |
5 |
DS1019 |
PL0000105441 |
0/1 |
1 |
2,600 |
2,600 |
2,600 |
30 |
PS0415 |
PL0000105953 |
0/1 |
1 |
2,610 |
2,610 |
2,610 |
5 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,610 |
2,610 |
2,610 |
20 |
DS1021 |
PL0000106670 |
0/1 |
1 |
2,590 |
2,590 |
2,590 |
25 |
PS1016 |
PL0000106795 |
0/1 |
1 |
2,610 |
2,610 |
2,610 |
300 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,610 |
2,610 |
2,610 |
10 |
OK0715 |
PL0000107405 |
0/1 |
1 |
2,610 |
2,610 |
2,610 |
230 |
WZ0117 |
PL0000106936 |
0/1 |
1 |
2,610 |
2,610 |
2,610 |
30 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,610 |
2,610 |
2,610 |
15 |
DS1015 |
PL0000103602 |
1/2 |
1 |
2,610 |
2,610 |
2,610 |
30 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,600 |
2,610 |
2,602 |
225 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,500 |
2,550 |
2,524 |
330 |
PS0415 |
PL0000105953 |
1/2 |
1 |
2,600 |
2,600 |
2,600 |
270 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,610 |
2,610 |
2,610 |
40 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,580 |
2,580 |
2,580 |
15 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,550 |
2,610 |
2,592 |
205 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,600 |
2,600 |
2,600 |
205 |
OK0715 |
PL0000107405 |
1/2 |
1 |
2,610 |
2,610 |
2,610 |
50 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,600 |
2,600 |
2,600 |
100 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
2,610 |
2,610 |
2,610 |
20 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
2,610 |
2,610 |
2,610 |
10 |
DS1015 |
PL0000103602 |
0/2 |
2 |
2,520 |
2,520 |
2,520 |
15 |
PS0416 |
PL0000106340 |
1/8 |
7 |
2,580 |
2,580 |
2,580 |
10 |
OK0714 |
PL0000107009 |
1/8 |
7 |
2,600 |
2,600 |
2,600 |
75 |
PS1016 |
PL0000106795 |
2/9 |
7 |
2,570 |
2,570 |
2,570 |
200 |
TOTAL |
2 915 |