2013-06-18 |
MARKET DATA |
No 115 (2149) |
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 |
1 987,50 |
2 038,77 |
119 |
1 775,00 |
1 920,28 |
20 |
3 762,50 |
3 959,05 |
139 |
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 |
99,75 |
99,75 |
99,76 |
99,76 |
99,75 |
99,75 |
99,76 |
315 000 |
314,23 |
5 |
DS1013 |
PL0000102836 |
100,75 |
100,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,40 |
98,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
104,83 |
102,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,13 |
97,24 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,89 |
104,90 |
104,86 |
104,86 |
104,85 |
104,85 |
104,85 |
70 000 |
73,99 |
2 |
OK0715 |
PL0000107405 |
94,45 |
94,40 |
94,42 |
94,42 |
94,36 |
94,40 |
94,39 |
275 000 |
259,58 |
9 |
DS1015 |
PL0000103602 |
107,53 |
107,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
105,42 |
105,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,22 |
105,26 |
105,30 |
105,30 |
105,30 |
105,30 |
105,30 |
15 000 |
16,26 |
1 |
PS0417 |
PL0000107058 |
105,68 |
105,55 |
105,48 |
105,59 |
105,48 |
105,59 |
105,55 |
72 500 |
77,05 |
4 |
DS1017 |
PL0000104543 |
108,05 |
107,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,05 |
101,71 |
101,95 |
101,95 |
101,85 |
101,95 |
101,90 |
250 000 |
256,19 |
26 |
PS0718 |
PL0000107595 |
96,20 |
95,95 |
96,05 |
96,15 |
95,95 |
95,95 |
96,11 |
127 500 |
125,42 |
10 |
DS1019 |
PL0000105441 |
111,57 |
111,33 |
111,44 |
111,44 |
111,43 |
111,43 |
111,44 |
20 000 |
23,00 |
2 |
DS1020 |
PL0000106126 |
110,63 |
109,97 |
110,55 |
110,55 |
110,28 |
110,28 |
110,42 |
20 000 |
22,77 |
2 |
DS1021 |
PL0000106670 |
114,52 |
114,12 |
114,46 |
114,46 |
113,98 |
113,98 |
114,13 |
70 000 |
82,52 |
7 |
WS0922 |
PL0000102646 |
115,33 |
113,48 |
114,95 |
114,95 |
114,75 |
114,85 |
114,89 |
120 000 |
142,97 |
12 |
DS1023 |
PL0000107264 |
101,58 |
101,06 |
101,50 |
101,50 |
101,09 |
101,25 |
101,24 |
185 000 |
192,13 |
17 |
WS0428 |
PL0000107611 |
86,90 |
87,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
119,42 |
119,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
115,20 |
117,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,05 |
105,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
107,40 |
107,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,93 |
99,89 |
99,93 |
99,93 |
99,84 |
99,90 |
99,89 |
357 500 |
362,84 |
15 |
WZ0117 |
PL0000106936 |
99,60 |
99,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,40 |
99,52 |
99,39 |
99,39 |
99,39 |
99,39 |
99,39 |
5 000 |
5,05 |
1 |
WZ0119 |
PL0000107603 |
99,20 |
99,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,41 |
98,30 |
98,27 |
98,35 |
98,24 |
98,35 |
98,26 |
72 500 |
72,40 |
4 |
WZ0124 |
PL0000107454 |
97,35 |
97,34 |
97,25 |
97,44 |
97,25 |
97,44 |
97,29 |
12 500 |
12,36 |
2 |
TOTAL |
1 987 500 |
2 038,77 |
119 |
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 |
103,38 |
103,53 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
107,20 |
107,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,60 |
109,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
120,05 |
120,30 |
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 |
114,70 |
115,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
113,85 |
114,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
116,90 |
117,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
109,95 |
110,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
103,45 |
104,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
121,40 |
122,30 |
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 |
6 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
69 |
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 |
100,81 |
2,80 |
2,55 |
100,77 |
2,66 |
OK0114 |
PL0000106712 |
98,38 |
98,49 |
2,74 |
2,56 |
98,44 |
2,64 |
PS0414 |
PL0000105433 |
102,46 |
102,60 |
2,75 |
2,59 |
102,53 |
2,67 |
OK0714 |
PL0000107009 |
97,09 |
97,27 |
2,73 |
2,56 |
97,18 |
2,64 |
WZ0115 |
PL0000106480 |
99,81 |
99,99 |
--- |
--- |
99,90 |
--- |
PS0415 |
PL0000105953 |
104,77 |
104,93 |
2,81 |
2,72 |
104,85 |
2,76 |
OK0715 |
PL0000107405 |
94,30 |
94,43 |
2,84 |
2,77 |
94,37 |
2,80 |
DS1015 |
PL0000103602 |
107,47 |
107,64 |
2,90 |
2,83 |
107,56 |
2,86 |
PS0416 |
PL0000106340 |
105,27 |
105,52 |
3,03 |
2,94 |
105,40 |
2,99 |
IZ0816 |
PL0000103529 |
104,71 |
105,76 |
--- |
--- |
105,24 |
--- |
PS1016 |
PL0000106795 |
105,05 |
105,31 |
3,13 |
3,05 |
105,18 |
3,09 |
WZ0117 |
PL0000106936 |
99,55 |
99,78 |
--- |
--- |
99,67 |
--- |
PS0417 |
PL0000107058 |
105,46 |
105,67 |
3,21 |
3,16 |
105,57 |
3,18 |
DS1017 |
PL0000104543 |
107,81 |
108,08 |
3,29 |
3,22 |
107,95 |
3,25 |
WZ0118 |
PL0000104717 |
99,33 |
99,59 |
--- |
--- |
99,46 |
--- |
PS0418 |
PL0000107314 |
101,79 |
101,97 |
3,34 |
3,30 |
101,88 |
3,32 |
PS0718 |
PL0000107595 |
96,05 |
96,20 |
3,35 |
3,32 |
96,13 |
3,34 |
DS1019 |
PL0000105441 |
111,14 |
111,56 |
3,51 |
3,44 |
111,35 |
3,47 |
DS1020 |
PL0000106126 |
110,05 |
110,45 |
3,66 |
3,60 |
110,25 |
3,63 |
WZ0121 |
PL0000106068 |
98,30 |
98,65 |
--- |
--- |
98,48 |
--- |
DS1021 |
PL0000106670 |
113,84 |
114,19 |
3,78 |
3,73 |
114,02 |
3,76 |
WS0922 |
PL0000102646 |
114,72 |
115,17 |
3,83 |
3,77 |
114,95 |
3,80 |
IZ0823 |
PL0000105359 |
106,52 |
108,21 |
--- |
--- |
107,37 |
--- |
DS1023 |
PL0000107264 |
100,93 |
101,29 |
3,88 |
3,84 |
101,11 |
3,86 |
WZ0124 |
PL0000107454 |
97,18 |
97,60 |
--- |
--- |
97,39 |
--- |
WS0429 |
PL0000105391 |
118,79 |
119,73 |
4,11 |
4,04 |
119,26 |
4,07 |
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 |
2,80 |
2,55 |
100,77 |
2,66 |
OK0114 |
PL0000106712 |
98,38 |
98,49 |
2,74 |
2,56 |
98,44 |
2,64 |
PS0414 |
PL0000105433 |
102,46 |
102,62 |
2,75 |
2,57 |
102,54 |
2,66 |
OK0714 |
PL0000107009 |
97,09 |
97,27 |
2,73 |
2,56 |
97,18 |
2,64 |
WZ0115 |
PL0000106480 |
99,81 |
99,94 |
--- |
--- |
99,88 |
--- |
PS0415 |
PL0000105953 |
104,78 |
104,97 |
2,80 |
2,70 |
104,88 |
2,75 |
OK0715 |
PL0000107405 |
94,34 |
94,46 |
2,82 |
2,76 |
94,40 |
2,79 |
DS1015 |
PL0000103602 |
107,44 |
107,64 |
2,91 |
2,83 |
107,54 |
2,87 |
PS0416 |
PL0000106340 |
105,32 |
105,58 |
3,02 |
2,92 |
105,45 |
2,97 |
IZ0816 |
PL0000103529 |
104,85 |
105,82 |
--- |
--- |
105,34 |
--- |
PS1016 |
PL0000106795 |
105,17 |
105,43 |
3,09 |
3,01 |
105,30 |
3,05 |
WZ0117 |
PL0000106936 |
99,54 |
99,77 |
--- |
--- |
99,66 |
--- |
PS0417 |
PL0000107058 |
105,52 |
105,79 |
3,20 |
3,12 |
105,66 |
3,16 |
DS1017 |
PL0000104543 |
107,91 |
108,19 |
3,26 |
3,20 |
108,05 |
3,23 |
WZ0118 |
PL0000104717 |
99,35 |
99,58 |
--- |
--- |
99,47 |
--- |
PS0418 |
PL0000107314 |
101,84 |
102,02 |
3,33 |
3,29 |
101,93 |
3,31 |
PS0718 |
PL0000107595 |
95,99 |
96,31 |
3,37 |
3,30 |
96,15 |
3,33 |
DS1019 |
PL0000105441 |
111,15 |
111,58 |
3,50 |
3,43 |
111,37 |
3,47 |
DS1020 |
PL0000106126 |
110,08 |
110,49 |
3,65 |
3,59 |
110,29 |
3,62 |
WZ0121 |
PL0000106068 |
98,14 |
98,40 |
--- |
--- |
98,27 |
--- |
DS1021 |
PL0000106670 |
113,89 |
114,33 |
3,77 |
3,72 |
114,11 |
3,74 |
WS0922 |
PL0000102646 |
114,78 |
115,09 |
3,82 |
3,78 |
114,94 |
3,80 |
IZ0823 |
PL0000105359 |
106,77 |
108,38 |
--- |
--- |
107,58 |
--- |
DS1023 |
PL0000107264 |
101,05 |
101,32 |
3,87 |
3,84 |
101,19 |
3,85 |
WZ0124 |
PL0000107454 |
97,21 |
97,51 |
--- |
--- |
97,36 |
--- |
WS0429 |
PL0000105391 |
119,01 |
120,03 |
4,09 |
4,01 |
119,52 |
4,05 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0414 |
PL0000105433 |
1/2 |
1 |
2,630 |
2,630 |
2,630 |
35 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,500 |
2,550 |
2,533 |
360 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,550 |
2,550 |
2,550 |
60 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,530 |
2,530 |
2,530 |
10 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,530 |
2,530 |
2,530 |
65 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,500 |
2,500 |
2,500 |
205 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,500 |
2,600 |
2,594 |
170 |
DS1015 |
PL0000103602 |
0/2 |
2 |
2,550 |
2,550 |
2,550 |
55 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,550 |
2,550 |
2,550 |
240 |
DS1023 |
PL0000107264 |
1/8 |
7 |
2,510 |
2,510 |
2,510 |
120 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
2,550 |
2,550 |
2,550 |
25 |
DS1019 |
PL0000105441 |
2/9 |
7 |
2,550 |
2,550 |
2,550 |
120 |
PS1016 |
PL0000106795 |
2/9 |
7 |
2,580 |
2,580 |
2,580 |
70 |
OK0715 |
PL0000107405 |
2/9 |
7 |
2,570 |
2,570 |
2,570 |
90 |
PS0718 |
PL0000107595 |
2/9 |
7 |
2,520 |
2,520 |
2,520 |
150 |
TOTAL |
1 775 |