2013-06-21 |
MARKET DATA |
No 118 (2152) |
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 |
2 240,00 |
2 329,52 |
179 |
980,00 |
1 018,78 |
21 |
3 220,00 |
3 348,30 |
200 |
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 |
99,77 |
99,78 |
99,77 |
99,77 |
99,77 |
99,77 |
99,77 |
185 000 |
184,57 |
2 |
DS1013 |
PL0000102836 |
100,72 |
100,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,37 |
98,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,43 |
102,49 |
102,43 |
102,43 |
102,42 |
102,42 |
102,42 |
120 000 |
124,06 |
3 |
OK0714 |
PL0000107009 |
97,10 |
97,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,55 |
104,52 |
104,55 |
104,55 |
104,50 |
104,50 |
104,53 |
30 000 |
31,64 |
2 |
OK0715 |
PL0000107405 |
94,06 |
94,00 |
94,02 |
94,02 |
94,00 |
94,00 |
94,01 |
30 000 |
28,20 |
3 |
DS1015 |
PL0000103602 |
107,01 |
106,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,74 |
104,61 |
104,73 |
104,73 |
104,73 |
104,73 |
104,73 |
15 000 |
15,83 |
1 |
PS1016 |
PL0000106795 |
104,55 |
104,26 |
104,60 |
104,60 |
104,50 |
104,50 |
104,55 |
30 000 |
32,31 |
3 |
PS0417 |
PL0000107058 |
104,70 |
104,26 |
104,70 |
104,70 |
104,10 |
104,10 |
104,56 |
100 000 |
105,35 |
9 |
DS1017 |
PL0000104543 |
106,80 |
106,27 |
106,60 |
106,60 |
106,25 |
106,25 |
106,40 |
25 000 |
27,47 |
3 |
PS0418 |
PL0000107314 |
100,53 |
99,78 |
100,41 |
100,54 |
99,80 |
99,80 |
100,41 |
377 500 |
381,41 |
31 |
PS0718 |
PL0000107595 |
94,69 |
94,02 |
94,67 |
94,67 |
94,40 |
94,40 |
94,54 |
55 000 |
53,26 |
5 |
DS1019 |
PL0000105441 |
109,42 |
108,55 |
109,43 |
109,43 |
109,42 |
109,42 |
109,43 |
20 000 |
22,62 |
2 |
DS1020 |
PL0000106126 |
107,94 |
107,01 |
107,70 |
108,05 |
107,00 |
107,00 |
107,66 |
110 000 |
122,27 |
12 |
DS1021 |
PL0000106670 |
111,42 |
110,32 |
111,20 |
111,40 |
109,99 |
109,99 |
110,81 |
155 000 |
177,68 |
16 |
WS0922 |
PL0000102646 |
111,89 |
110,50 |
111,66 |
112,07 |
110,40 |
110,40 |
111,23 |
172 500 |
199,34 |
16 |
DS1023 |
PL0000107264 |
98,35 |
96,71 |
97,94 |
98,62 |
96,63 |
96,63 |
97,69 |
440 000 |
441,56 |
48 |
WS0428 |
PL0000107611 |
78,43 |
79,23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
114,50 |
115,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,33 |
103,81 |
104,00 |
104,00 |
104,00 |
104,00 |
104,00 |
10 000 |
13,64 |
1 |
IZ0823 |
PL0000105359 |
104,38 |
103,87 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,75 |
99,79 |
99,72 |
99,75 |
99,68 |
99,68 |
99,70 |
145 000 |
146,97 |
5 |
WZ0117 |
PL0000106936 |
99,55 |
99,48 |
99,55 |
99,55 |
99,55 |
99,55 |
99,55 |
15 000 |
15,18 |
1 |
WZ0118 |
PL0000104717 |
99,17 |
99,05 |
99,17 |
99,17 |
99,00 |
99,00 |
99,08 |
190 000 |
191,40 |
14 |
WZ0119 |
PL0000107603 |
98,85 |
98,84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,66 |
97,54 |
97,66 |
97,66 |
97,66 |
97,66 |
97,66 |
5 000 |
4,97 |
1 |
WZ0124 |
PL0000107454 |
96,29 |
96,05 |
96,15 |
96,15 |
96,15 |
96,15 |
96,15 |
10 000 |
9,78 |
1 |
TOTAL |
2 240 000 |
2 329,52 |
179 |
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) |
28AUG13 |
PL0000004966 |
64 |
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 |
100,68 |
100,77 |
2,84 |
2,57 |
100,73 |
2,69 |
OK0114 |
PL0000106712 |
98,33 |
98,51 |
2,90 |
2,58 |
98,42 |
2,74 |
PS0414 |
PL0000105433 |
102,36 |
102,55 |
2,82 |
2,60 |
102,46 |
2,70 |
OK0714 |
PL0000107009 |
97,04 |
97,23 |
2,82 |
2,63 |
97,14 |
2,72 |
WZ0115 |
PL0000106480 |
99,66 |
99,87 |
--- |
--- |
99,77 |
--- |
PS0415 |
PL0000105953 |
104,48 |
104,65 |
2,95 |
2,85 |
104,57 |
2,90 |
OK0715 |
PL0000107405 |
93,97 |
94,15 |
3,03 |
2,94 |
94,06 |
2,98 |
DS1015 |
PL0000103602 |
106,97 |
107,17 |
3,10 |
3,01 |
107,07 |
3,05 |
PS0416 |
PL0000106340 |
104,66 |
104,94 |
3,24 |
3,14 |
104,80 |
3,19 |
IZ0816 |
PL0000103529 |
102,78 |
105,70 |
--- |
--- |
104,24 |
--- |
PS1016 |
PL0000106795 |
104,45 |
104,68 |
3,31 |
3,24 |
104,57 |
3,27 |
WZ0117 |
PL0000106936 |
99,33 |
99,66 |
--- |
--- |
99,50 |
--- |
PS0417 |
PL0000107058 |
104,51 |
104,75 |
3,47 |
3,40 |
104,63 |
3,43 |
DS1017 |
PL0000104543 |
106,63 |
106,88 |
3,56 |
3,50 |
106,76 |
3,53 |
WZ0118 |
PL0000104717 |
98,98 |
99,27 |
--- |
--- |
99,13 |
--- |
PS0418 |
PL0000107314 |
100,34 |
100,52 |
3,67 |
3,63 |
100,43 |
3,65 |
PS0718 |
PL0000107595 |
94,53 |
94,82 |
3,70 |
3,63 |
94,68 |
3,66 |
DS1019 |
PL0000105441 |
109,00 |
109,44 |
3,86 |
3,79 |
109,22 |
3,83 |
DS1020 |
PL0000106126 |
107,54 |
107,99 |
4,04 |
3,97 |
107,77 |
4,00 |
WZ0121 |
PL0000106068 |
97,47 |
97,85 |
--- |
--- |
97,66 |
--- |
DS1021 |
PL0000106670 |
110,84 |
111,25 |
4,18 |
4,12 |
111,05 |
4,15 |
WS0922 |
PL0000102646 |
111,38 |
111,77 |
4,23 |
4,18 |
111,58 |
4,21 |
IZ0823 |
PL0000105359 |
102,48 |
107,07 |
--- |
--- |
104,78 |
--- |
DS1023 |
PL0000107264 |
97,90 |
98,33 |
4,25 |
4,20 |
98,12 |
4,22 |
WZ0124 |
PL0000107454 |
96,14 |
96,66 |
--- |
--- |
96,40 |
--- |
WS0429 |
PL0000105391 |
112,76 |
116,20 |
4,59 |
4,31 |
114,48 |
4,45 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,68 |
100,77 |
2,84 |
2,57 |
100,73 |
2,69 |
OK0114 |
PL0000106712 |
98,34 |
98,51 |
2,88 |
2,58 |
98,43 |
2,72 |
PS0414 |
PL0000105433 |
102,36 |
102,52 |
2,82 |
2,63 |
102,44 |
2,73 |
OK0714 |
PL0000107009 |
97,04 |
97,23 |
2,82 |
2,63 |
97,14 |
2,72 |
WZ0115 |
PL0000106480 |
99,63 |
99,90 |
--- |
--- |
99,77 |
--- |
PS0415 |
PL0000105953 |
104,39 |
104,59 |
3,00 |
2,89 |
104,49 |
2,94 |
OK0715 |
PL0000107405 |
93,99 |
94,13 |
3,02 |
2,95 |
94,06 |
2,98 |
DS1015 |
PL0000103602 |
106,84 |
107,06 |
3,15 |
3,06 |
106,95 |
3,10 |
PS0416 |
PL0000106340 |
104,45 |
104,76 |
3,32 |
3,21 |
104,61 |
3,26 |
IZ0816 |
PL0000103529 |
103,37 |
105,72 |
--- |
--- |
104,55 |
--- |
PS1016 |
PL0000106795 |
104,09 |
104,40 |
3,42 |
3,33 |
104,25 |
3,37 |
WZ0117 |
PL0000106936 |
99,24 |
99,67 |
--- |
--- |
99,46 |
--- |
PS0417 |
PL0000107058 |
104,11 |
104,40 |
3,58 |
3,50 |
104,26 |
3,54 |
DS1017 |
PL0000104543 |
106,10 |
106,38 |
3,69 |
3,63 |
106,24 |
3,66 |
WZ0118 |
PL0000104717 |
98,83 |
99,23 |
--- |
--- |
99,03 |
--- |
PS0418 |
PL0000107314 |
99,64 |
99,96 |
3,83 |
3,75 |
99,80 |
3,79 |
PS0718 |
PL0000107595 |
93,94 |
94,23 |
3,83 |
3,77 |
94,09 |
3,80 |
DS1019 |
PL0000105441 |
108,29 |
108,72 |
3,99 |
3,91 |
108,51 |
3,95 |
DS1020 |
PL0000106126 |
106,84 |
107,27 |
4,14 |
4,08 |
107,06 |
4,11 |
WZ0121 |
PL0000106068 |
97,15 |
97,70 |
--- |
--- |
97,43 |
--- |
DS1021 |
PL0000106670 |
110,18 |
110,61 |
4,27 |
4,21 |
110,40 |
4,24 |
WS0922 |
PL0000102646 |
110,35 |
110,83 |
4,36 |
4,30 |
110,59 |
4,33 |
IZ0823 |
PL0000105359 |
101,71 |
106,29 |
--- |
--- |
104,00 |
--- |
DS1023 |
PL0000107264 |
97,06 |
97,49 |
4,35 |
4,30 |
97,28 |
4,33 |
WZ0124 |
PL0000107454 |
95,69 |
96,23 |
--- |
--- |
95,96 |
--- |
WS0429 |
PL0000105391 |
111,80 |
115,81 |
4,67 |
4,34 |
113,81 |
4,51 |
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 |
2,550 |
2,550 |
2,550 |
50 |
DS1020 |
PL0000106126 |
3/4 |
1 |
2,500 |
2,500 |
2,500 |
60 |
PS0416 |
PL0000106340 |
3/4 |
1 |
2,600 |
2,610 |
2,609 |
110 |
DS1021 |
PL0000106670 |
3/4 |
1 |
2,500 |
2,500 |
2,500 |
20 |
OK0714 |
PL0000107009 |
3/4 |
1 |
2,550 |
2,550 |
2,550 |
55 |
PS0417 |
PL0000107058 |
3/4 |
1 |
2,550 |
2,600 |
2,563 |
75 |
DS1023 |
PL0000107264 |
3/4 |
1 |
2,450 |
2,450 |
2,450 |
140 |
OK0715 |
PL0000107405 |
3/4 |
1 |
2,570 |
2,580 |
2,577 |
85 |
WZ0121 |
PL0000106068 |
3/4 |
1 |
2,550 |
2,550 |
2,550 |
15 |
WZ0115 |
PL0000106480 |
3/4 |
1 |
2,600 |
2,600 |
2,600 |
75 |
WZ0117 |
PL0000106936 |
3/4 |
1 |
2,550 |
2,550 |
2,550 |
75 |
WS0429 |
PL0000105391 |
0/3 |
3 |
2,500 |
2,500 |
2,500 |
10 |
PS0415 |
PL0000105953 |
0/3 |
3 |
2,550 |
2,550 |
2,550 |
10 |
DS1023 |
PL0000107264 |
0/3 |
3 |
2,350 |
2,500 |
2,436 |
70 |
DS1015 |
PL0000103602 |
3/10 |
7 |
2,550 |
2,550 |
2,550 |
130 |
TOTAL |
980 |