2013-06-20 |
MARKET DATA |
No 117 (2151) |
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 |
3 737,50 |
3 872,03 |
287 |
2 460,00 |
2 529,16 |
21 |
6 197,50 |
6 401,19 |
308 |
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 |
99,76 |
99,78 |
99,76 |
99,76 |
99,76 |
99,76 |
99,76 |
45 000 |
44,89 |
1 |
DS1013 |
PL0000102836 |
100,72 |
100,75 |
100,72 |
100,72 |
100,72 |
100,72 |
100,72 |
50 000 |
52,02 |
1 |
OK0114 |
PL0000106712 |
98,38 |
98,47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,48 |
102,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,12 |
97,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,61 |
104,59 |
104,53 |
104,53 |
104,53 |
104,53 |
104,53 |
10 000 |
10,54 |
1 |
OK0715 |
PL0000107405 |
94,12 |
94,04 |
94,22 |
94,24 |
94,01 |
94,04 |
94,11 |
357 500 |
336,45 |
21 |
DS1015 |
PL0000103602 |
107,06 |
107,03 |
107,14 |
107,14 |
107,14 |
107,14 |
107,14 |
20 000 |
22,26 |
1 |
PS0416 |
PL0000106340 |
104,84 |
104,80 |
104,67 |
104,70 |
104,67 |
104,70 |
104,69 |
35 000 |
36,93 |
3 |
PS1016 |
PL0000106795 |
104,70 |
104,60 |
104,74 |
104,74 |
104,50 |
104,50 |
104,65 |
92 500 |
99,71 |
9 |
PS0417 |
PL0000107058 |
104,77 |
104,65 |
104,70 |
104,81 |
104,58 |
104,60 |
104,67 |
210 000 |
221,44 |
20 |
DS1017 |
PL0000104543 |
106,90 |
106,75 |
106,90 |
107,00 |
106,80 |
106,80 |
106,88 |
95 000 |
104,84 |
9 |
PS0418 |
PL0000107314 |
100,79 |
100,35 |
100,50 |
100,76 |
100,30 |
100,35 |
100,50 |
405 000 |
409,54 |
36 |
PS0718 |
PL0000107595 |
94,75 |
94,60 |
94,52 |
94,77 |
94,52 |
94,77 |
94,63 |
85 000 |
82,38 |
8 |
DS1019 |
PL0000105441 |
109,50 |
109,42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
112,20 |
107,98 |
108,55 |
108,55 |
107,90 |
108,15 |
108,10 |
135 000 |
150,64 |
14 |
DS1021 |
PL0000106670 |
111,90 |
111,36 |
112,15 |
112,15 |
111,06 |
111,15 |
111,58 |
162 500 |
187,51 |
14 |
WS0922 |
PL0000102646 |
112,39 |
111,55 |
112,39 |
112,39 |
111,67 |
111,70 |
111,96 |
350 000 |
406,97 |
32 |
DS1023 |
PL0000107264 |
99,00 |
98,10 |
98,50 |
99,00 |
98,24 |
98,24 |
98,67 |
505 000 |
511,69 |
50 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
115,90 |
115,48 |
115,90 |
115,90 |
114,95 |
114,95 |
115,43 |
20 000 |
23,27 |
3 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
105,75 |
105,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
105,00 |
106,00 |
104,00 |
104,00 |
104,00 |
104,00 |
104,00 |
10 000 |
12,31 |
1 |
WZ0115 |
PL0000106480 |
99,84 |
99,68 |
99,82 |
99,82 |
99,58 |
99,73 |
99,68 |
755 000 |
765,00 |
34 |
WZ0117 |
PL0000106936 |
99,65 |
99,50 |
99,56 |
99,56 |
99,56 |
99,56 |
99,56 |
20 000 |
20,24 |
1 |
WZ0118 |
PL0000104717 |
99,42 |
99,15 |
99,30 |
99,30 |
99,05 |
99,20 |
99,14 |
192 500 |
194,01 |
12 |
WZ0119 |
PL0000107603 |
102,53 |
99,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,17 |
97,68 |
97,73 |
97,80 |
97,73 |
97,80 |
97,77 |
20 000 |
19,88 |
2 |
WZ0124 |
PL0000107454 |
97,13 |
96,28 |
96,93 |
96,93 |
96,07 |
96,65 |
96,50 |
162 500 |
159,49 |
14 |
TOTAL |
3 737 500 |
3 872,03 |
287 |
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 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
0,00 |
0,00 |
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 |
0,00 |
0,00 |
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 |
0,00 |
0,00 |
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 |
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 |
2 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
65 |
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 |
100,65 |
100,82 |
2,94 |
2,44 |
100,74 |
2,68 |
OK0114 |
PL0000106712 |
98,18 |
98,57 |
3,15 |
2,46 |
98,38 |
2,80 |
PS0414 |
PL0000105433 |
102,33 |
102,60 |
2,87 |
2,55 |
102,47 |
2,70 |
OK0714 |
PL0000107009 |
96,82 |
97,35 |
3,02 |
2,51 |
97,09 |
2,76 |
WZ0115 |
PL0000106480 |
99,77 |
99,99 |
--- |
--- |
99,88 |
--- |
PS0415 |
PL0000105953 |
104,49 |
104,72 |
2,95 |
2,82 |
104,61 |
2,88 |
OK0715 |
PL0000107405 |
94,00 |
94,21 |
3,01 |
2,90 |
94,11 |
2,95 |
DS1015 |
PL0000103602 |
105,98 |
108,02 |
3,53 |
2,65 |
107,00 |
3,09 |
PS0416 |
PL0000106340 |
103,98 |
106,02 |
3,49 |
2,76 |
105,00 |
3,12 |
IZ0816 |
PL0000103529 |
102,09 |
107,46 |
--- |
--- |
104,78 |
--- |
PS1016 |
PL0000106795 |
102,98 |
106,02 |
3,77 |
2,83 |
104,50 |
3,30 |
WZ0117 |
PL0000106936 |
99,52 |
99,79 |
--- |
--- |
99,66 |
--- |
PS0417 |
PL0000107058 |
102,98 |
106,02 |
3,89 |
3,06 |
104,50 |
3,47 |
DS1017 |
PL0000104543 |
104,98 |
107,46 |
3,97 |
3,37 |
106,22 |
3,66 |
WZ0118 |
PL0000104717 |
99,27 |
99,55 |
--- |
--- |
99,41 |
--- |
PS0418 |
PL0000107314 |
100,47 |
100,73 |
3,64 |
3,58 |
100,60 |
3,61 |
PS0718 |
PL0000107595 |
93,97 |
96,04 |
3,82 |
3,36 |
95,01 |
3,59 |
DS1019 |
PL0000105441 |
104,98 |
115,02 |
4,57 |
2,87 |
110,00 |
3,70 |
DS1020 |
PL0000106126 |
107,98 |
113,03 |
3,97 |
3,22 |
110,51 |
3,59 |
WZ0121 |
PL0000106068 |
97,71 |
98,36 |
--- |
--- |
98,04 |
--- |
DS1021 |
PL0000106670 |
108,99 |
115,03 |
4,43 |
3,62 |
112,01 |
4,02 |
WS0922 |
PL0000102646 |
109,96 |
113,62 |
4,41 |
3,96 |
111,79 |
4,18 |
IZ0823 |
PL0000105359 |
102,49 |
111,60 |
--- |
--- |
107,05 |
--- |
DS1023 |
PL0000107264 |
98,89 |
99,56 |
4,13 |
4,05 |
99,23 |
4,09 |
WZ0124 |
PL0000107454 |
96,89 |
97,53 |
--- |
--- |
97,21 |
--- |
WS0429 |
PL0000105391 |
108,47 |
118,55 |
4,96 |
4,13 |
113,51 |
4,53 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,69 |
100,79 |
2,82 |
2,53 |
100,74 |
2,68 |
OK0114 |
PL0000106712 |
98,35 |
98,51 |
2,85 |
2,57 |
98,43 |
2,71 |
PS0414 |
PL0000105433 |
102,36 |
102,55 |
2,83 |
2,61 |
102,46 |
2,71 |
OK0714 |
PL0000107009 |
97,04 |
97,25 |
2,81 |
2,60 |
97,15 |
2,70 |
WZ0115 |
PL0000106480 |
99,65 |
99,82 |
--- |
--- |
99,74 |
--- |
PS0415 |
PL0000105953 |
104,50 |
104,70 |
2,94 |
2,83 |
104,60 |
2,89 |
OK0715 |
PL0000107405 |
94,00 |
94,16 |
3,01 |
2,93 |
94,08 |
2,97 |
DS1015 |
PL0000103602 |
106,99 |
107,21 |
3,09 |
3,00 |
107,10 |
3,04 |
PS0416 |
PL0000106340 |
104,77 |
105,03 |
3,21 |
3,11 |
104,90 |
3,16 |
IZ0816 |
PL0000103529 |
102,89 |
106,11 |
--- |
--- |
104,50 |
--- |
PS1016 |
PL0000106795 |
104,56 |
104,81 |
3,28 |
3,20 |
104,69 |
3,24 |
WZ0117 |
PL0000106936 |
99,30 |
99,57 |
--- |
--- |
99,44 |
--- |
PS0417 |
PL0000107058 |
104,63 |
104,91 |
3,44 |
3,36 |
104,77 |
3,40 |
DS1017 |
PL0000104543 |
106,69 |
106,98 |
3,55 |
3,48 |
106,84 |
3,51 |
WZ0118 |
PL0000104717 |
99,01 |
99,26 |
--- |
--- |
99,14 |
--- |
PS0418 |
PL0000107314 |
100,30 |
100,55 |
3,68 |
3,62 |
100,43 |
3,65 |
PS0718 |
PL0000107595 |
94,51 |
94,86 |
3,70 |
3,62 |
94,69 |
3,66 |
DS1019 |
PL0000105441 |
109,21 |
109,69 |
3,83 |
3,75 |
109,45 |
3,79 |
DS1020 |
PL0000106126 |
107,76 |
108,24 |
4,00 |
3,93 |
108,00 |
3,97 |
WZ0121 |
PL0000106068 |
97,50 |
97,92 |
--- |
--- |
97,71 |
--- |
DS1021 |
PL0000106670 |
111,13 |
111,62 |
4,14 |
4,07 |
111,38 |
4,10 |
WS0922 |
PL0000102646 |
111,49 |
111,82 |
4,22 |
4,18 |
111,66 |
4,20 |
IZ0823 |
PL0000105359 |
102,84 |
107,73 |
--- |
--- |
105,29 |
--- |
DS1023 |
PL0000107264 |
98,19 |
98,64 |
4,22 |
4,16 |
98,42 |
4,19 |
WZ0124 |
PL0000107454 |
96,23 |
96,76 |
--- |
--- |
96,50 |
--- |
WS0429 |
PL0000105391 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
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 |
2,550 |
2,550 |
2,550 |
20 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,500 |
2,500 |
2,500 |
30 |
PS0718 |
PL0000107595 |
0/1 |
1 |
2,000 |
2,000 |
2,000 |
35 |
DS1023 |
PL0000107264 |
4/5 |
1 |
2,500 |
2,500 |
2,500 |
130 |
PS0418 |
PL0000107314 |
4/5 |
1 |
2,620 |
2,620 |
2,620 |
210 |
WS0922 |
PL0000102646 |
1/4 |
3 |
2,550 |
2,550 |
2,550 |
55 |
DS1019 |
PL0000105441 |
1/4 |
3 |
2,500 |
2,500 |
2,500 |
110 |
DS1020 |
PL0000106126 |
1/4 |
3 |
2,520 |
2,520 |
2,520 |
75 |
PS0416 |
PL0000106340 |
1/4 |
3 |
2,600 |
2,600 |
2,600 |
80 |
OK0713 |
PL0000106563 |
1/4 |
3 |
2,600 |
2,600 |
2,600 |
85 |
PS0417 |
PL0000107058 |
1/4 |
3 |
2,600 |
2,600 |
2,600 |
30 |
DS1023 |
PL0000107264 |
1/4 |
3 |
2,500 |
2,500 |
2,500 |
220 |
PS0418 |
PL0000107314 |
1/4 |
3 |
2,620 |
2,620 |
2,620 |
210 |
WZ0117 |
PL0000106936 |
1/4 |
3 |
2,600 |
2,600 |
2,600 |
115 |
WS0429 |
PL0000105391 |
0/4 |
4 |
2,500 |
2,500 |
2,500 |
20 |
PS0414 |
PL0000105433 |
1/8 |
7 |
2,550 |
2,550 |
2,550 |
35 |
TOTAL |
1 460 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/4 |
3 |
2,750 |
2,750 |
2,750 |
1 000 |
TOTAL |
1 000 |