2013-06-19 |
MARKET DATA |
No 116 (2150) |
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 |
1 716,70 |
92 |
2 815,00 |
2 964,96 |
29 |
4 412,50 |
4 681,67 |
121 |
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 |
99,74 |
99,76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,75 |
100,75 |
100,75 |
100,75 |
100,75 |
100,75 |
100,75 |
200 000 |
208,08 |
2 |
OK0114 |
PL0000106712 |
98,40 |
98,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,59 |
102,57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,16 |
97,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,90 |
104,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
94,45 |
94,44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
107,65 |
107,60 |
107,63 |
107,66 |
107,63 |
107,66 |
107,65 |
155 000 |
173,22 |
8 |
PS0416 |
PL0000106340 |
105,60 |
105,50 |
105,50 |
105,64 |
105,50 |
105,60 |
105,59 |
205 000 |
218,06 |
15 |
PS1016 |
PL0000106795 |
105,44 |
105,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,86 |
105,75 |
105,89 |
105,90 |
105,85 |
105,85 |
105,87 |
60 000 |
63,97 |
4 |
DS1017 |
PL0000104543 |
108,35 |
108,15 |
108,29 |
108,41 |
108,22 |
108,22 |
108,31 |
230 000 |
257,02 |
14 |
PS0418 |
PL0000107314 |
102,15 |
101,95 |
102,05 |
102,25 |
102,05 |
102,25 |
102,07 |
85 000 |
87,26 |
7 |
PS0718 |
PL0000107595 |
96,31 |
96,25 |
96,28 |
96,30 |
96,28 |
96,29 |
96,29 |
45 000 |
44,35 |
4 |
DS1019 |
PL0000105441 |
111,55 |
111,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
110,50 |
110,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
114,50 |
114,25 |
114,26 |
114,36 |
114,19 |
114,20 |
114,26 |
170 000 |
200,64 |
14 |
WS0922 |
PL0000102646 |
115,08 |
115,10 |
115,16 |
115,16 |
115,16 |
115,16 |
115,16 |
30 000 |
35,83 |
1 |
DS1023 |
PL0000107264 |
101,40 |
101,26 |
101,26 |
101,45 |
101,26 |
101,45 |
101,35 |
80 000 |
83,18 |
7 |
WS0428 |
PL0000107611 |
78,43 |
79,23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
119,89 |
119,70 |
119,64 |
119,64 |
119,60 |
119,60 |
119,62 |
20 000 |
24,10 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,20 |
105,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
107,45 |
107,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,90 |
99,90 |
99,93 |
99,93 |
99,90 |
99,90 |
99,92 |
85 000 |
86,30 |
3 |
WZ0117 |
PL0000106936 |
99,76 |
99,70 |
99,75 |
99,79 |
99,75 |
99,75 |
99,77 |
142 500 |
144,47 |
7 |
WZ0118 |
PL0000104717 |
99,45 |
99,51 |
99,45 |
99,45 |
99,45 |
99,45 |
99,45 |
25 000 |
25,27 |
1 |
WZ0119 |
PL0000107603 |
99,18 |
99,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,24 |
98,31 |
98,31 |
98,31 |
98,31 |
98,31 |
98,31 |
65 000 |
64,95 |
3 |
WZ0124 |
PL0000107454 |
97,30 |
97,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 597 500 |
1 716,70 |
92 |
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 |
103,35 |
103,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
107,25 |
107,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,50 |
109,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
120,00 |
120,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
100,20 |
100,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
114,75 |
115,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
113,90 |
114,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
116,75 |
117,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
110,15 |
110,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
103,75 |
104,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
121,70 |
122,40 |
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 |
5 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
68 |
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 |
2,79 |
2,56 |
100,76 |
2,67 |
OK0114 |
PL0000106712 |
98,39 |
98,52 |
2,74 |
2,52 |
98,46 |
2,62 |
PS0414 |
PL0000105433 |
102,47 |
102,60 |
2,73 |
2,58 |
102,54 |
2,65 |
OK0714 |
PL0000107009 |
97,13 |
97,30 |
2,70 |
2,54 |
97,22 |
2,61 |
WZ0115 |
PL0000106480 |
99,83 |
99,96 |
--- |
--- |
99,90 |
--- |
PS0415 |
PL0000105953 |
104,85 |
105,01 |
2,76 |
2,67 |
104,93 |
2,72 |
OK0715 |
PL0000107405 |
94,41 |
94,58 |
2,79 |
2,70 |
94,50 |
2,74 |
DS1015 |
PL0000103602 |
107,53 |
107,69 |
2,87 |
2,80 |
107,61 |
2,84 |
PS0416 |
PL0000106340 |
105,38 |
105,59 |
2,99 |
2,92 |
105,49 |
2,95 |
IZ0816 |
PL0000103529 |
105,03 |
105,95 |
--- |
--- |
105,49 |
--- |
PS1016 |
PL0000106795 |
105,28 |
105,49 |
3,06 |
2,99 |
105,39 |
3,02 |
WZ0117 |
PL0000106936 |
99,60 |
99,82 |
--- |
--- |
99,71 |
--- |
PS0417 |
PL0000107058 |
105,63 |
105,86 |
3,17 |
3,10 |
105,75 |
3,13 |
DS1017 |
PL0000104543 |
107,98 |
108,26 |
3,24 |
3,18 |
108,12 |
3,21 |
WZ0118 |
PL0000104717 |
99,38 |
99,64 |
--- |
--- |
99,51 |
--- |
PS0418 |
PL0000107314 |
101,93 |
102,13 |
3,31 |
3,26 |
102,03 |
3,29 |
PS0718 |
PL0000107595 |
96,16 |
96,42 |
3,33 |
3,27 |
96,29 |
3,30 |
DS1019 |
PL0000105441 |
111,27 |
111,70 |
3,48 |
3,41 |
111,49 |
3,45 |
DS1020 |
PL0000106126 |
110,23 |
110,62 |
3,63 |
3,57 |
110,43 |
3,60 |
WZ0121 |
PL0000106068 |
98,16 |
98,47 |
--- |
--- |
98,32 |
--- |
DS1021 |
PL0000106670 |
114,11 |
114,45 |
3,74 |
3,70 |
114,28 |
3,72 |
WS0922 |
PL0000102646 |
115,00 |
115,41 |
3,79 |
3,74 |
115,21 |
3,77 |
IZ0823 |
PL0000105359 |
106,61 |
108,88 |
--- |
--- |
107,75 |
--- |
DS1023 |
PL0000107264 |
101,20 |
101,53 |
3,85 |
3,81 |
101,37 |
3,83 |
WZ0124 |
PL0000107454 |
97,26 |
97,60 |
--- |
--- |
97,43 |
--- |
WS0429 |
PL0000105391 |
119,48 |
120,56 |
4,06 |
3,97 |
120,02 |
4,01 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,72 |
100,79 |
2,79 |
2,59 |
100,76 |
2,67 |
OK0114 |
PL0000106712 |
98,38 |
98,52 |
2,76 |
2,52 |
98,45 |
2,64 |
PS0414 |
PL0000105433 |
102,47 |
102,62 |
2,73 |
2,56 |
102,55 |
2,64 |
OK0714 |
PL0000107009 |
97,13 |
97,31 |
2,70 |
2,53 |
97,22 |
2,61 |
WZ0115 |
PL0000106480 |
99,84 |
99,97 |
--- |
--- |
99,91 |
--- |
PS0415 |
PL0000105953 |
104,87 |
105,00 |
2,75 |
2,68 |
104,94 |
2,71 |
OK0715 |
PL0000107405 |
94,37 |
94,52 |
2,81 |
2,73 |
94,45 |
2,77 |
DS1015 |
PL0000103602 |
107,50 |
107,68 |
2,88 |
2,81 |
107,59 |
2,85 |
PS0416 |
PL0000106340 |
105,47 |
105,66 |
2,96 |
2,89 |
105,57 |
2,92 |
IZ0816 |
PL0000103529 |
104,58 |
105,51 |
--- |
--- |
105,05 |
--- |
PS1016 |
PL0000106795 |
105,26 |
105,46 |
3,06 |
3,00 |
105,36 |
3,03 |
WZ0117 |
PL0000106936 |
99,65 |
99,81 |
--- |
--- |
99,73 |
--- |
PS0417 |
PL0000107058 |
105,71 |
105,89 |
3,14 |
3,10 |
105,80 |
3,12 |
DS1017 |
PL0000104543 |
108,17 |
108,35 |
3,20 |
3,16 |
108,26 |
3,18 |
WZ0118 |
PL0000104717 |
99,35 |
99,61 |
--- |
--- |
99,48 |
--- |
PS0418 |
PL0000107314 |
101,96 |
102,16 |
3,30 |
3,26 |
102,06 |
3,28 |
PS0718 |
PL0000107595 |
96,12 |
96,40 |
3,34 |
3,28 |
96,26 |
3,31 |
DS1019 |
PL0000105441 |
111,36 |
111,70 |
3,47 |
3,41 |
111,53 |
3,44 |
DS1020 |
PL0000106126 |
110,29 |
110,59 |
3,62 |
3,58 |
110,44 |
3,60 |
WZ0121 |
PL0000106068 |
98,10 |
98,37 |
--- |
--- |
98,24 |
--- |
DS1021 |
PL0000106670 |
114,14 |
114,38 |
3,74 |
3,71 |
114,26 |
3,72 |
WS0922 |
PL0000102646 |
114,77 |
115,21 |
3,82 |
3,77 |
114,99 |
3,79 |
IZ0823 |
PL0000105359 |
106,77 |
108,39 |
--- |
--- |
107,58 |
--- |
DS1023 |
PL0000107264 |
101,16 |
101,51 |
3,86 |
3,82 |
101,34 |
3,84 |
WZ0124 |
PL0000107454 |
97,15 |
97,52 |
--- |
--- |
97,34 |
--- |
WS0429 |
PL0000105391 |
119,20 |
119,99 |
4,08 |
4,02 |
119,60 |
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) |
(%) |
(%) |
(%) |
PS0415 |
PL0000105953 |
0/1 |
1 |
2,600 |
2,600 |
2,600 |
50 |
PS0417 |
PL0000107058 |
0/1 |
1 |
2,550 |
2,550 |
2,550 |
115 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,500 |
2,500 |
2,500 |
30 |
PS0418 |
PL0000107314 |
0/1 |
1 |
2,600 |
2,600 |
2,600 |
10 |
DS1015 |
PL0000103602 |
1/2 |
1 |
2,600 |
2,600 |
2,600 |
20 |
PS0414 |
PL0000105433 |
1/2 |
1 |
2,650 |
2,650 |
2,650 |
35 |
PS0415 |
PL0000105953 |
1/2 |
1 |
2,600 |
2,600 |
2,600 |
50 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,530 |
2,530 |
2,530 |
40 |
PS0416 |
PL0000106340 |
1/2 |
1 |
2,650 |
2,650 |
2,650 |
20 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,500 |
2,600 |
2,544 |
225 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,630 |
2,630 |
2,630 |
210 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,450 |
2,450 |
2,450 |
35 |
WZ0115 |
PL0000106480 |
1/2 |
1 |
2,630 |
2,630 |
2,630 |
140 |
PS0416 |
PL0000106340 |
0/2 |
2 |
2,550 |
2,550 |
2,550 |
20 |
OK0715 |
PL0000107405 |
0/2 |
2 |
2,550 |
2,550 |
2,550 |
30 |
PS0718 |
PL0000107595 |
2/5 |
3 |
2,450 |
2,450 |
2,450 |
35 |
DS1019 |
PL0000105441 |
1/7 |
6 |
2,400 |
2,400 |
2,400 |
300 |
DS1023 |
PL0000107264 |
1/7 |
6 |
2,400 |
2,400 |
2,400 |
250 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,550 |
2,550 |
2,550 |
90 |
DS1021 |
PL0000106670 |
1/8 |
7 |
2,550 |
2,550 |
2,550 |
55 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,550 |
2,550 |
2,550 |
30 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
2,550 |
2,550 |
2,550 |
25 |
TOTAL |
1 815 |
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 |
2,750 |
2,750 |
2,750 |
1 000 |
TOTAL |
1 000 |