2013-06-24 |
MARKET DATA |
No 119 (2153) |
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 |
1 610,00 |
1 654,53 |
126 |
1 385,00 |
1 409,80 |
27 |
2 995,00 |
3 064,32 |
153 |
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 |
99,81 |
99,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,69 |
100,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,37 |
98,45 |
98,37 |
98,37 |
98,36 |
98,36 |
98,36 |
120 000 |
118,03 |
3 |
PS0414 |
PL0000105433 |
102,34 |
102,40 |
102,32 |
102,32 |
102,30 |
102,30 |
102,31 |
50 000 |
51,65 |
3 |
OK0714 |
PL0000107009 |
97,10 |
97,07 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,41 |
104,29 |
104,41 |
104,41 |
104,22 |
104,22 |
104,27 |
40 000 |
42,08 |
2 |
OK0715 |
PL0000107405 |
93,81 |
93,78 |
93,80 |
93,80 |
93,80 |
93,80 |
93,80 |
10 000 |
9,38 |
1 |
DS1015 |
PL0000103602 |
107,14 |
106,55 |
106,68 |
106,69 |
106,54 |
106,54 |
106,64 |
75 000 |
83,13 |
8 |
OK0116 |
PL0000107587 |
92,13 |
92,15 |
91,75 |
91,75 |
91,75 |
91,75 |
91,75 |
15 000 |
13,76 |
2 |
PS0416 |
PL0000106340 |
104,63 |
104,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,50 |
103,51 |
103,45 |
103,50 |
103,45 |
103,50 |
103,47 |
30 000 |
31,99 |
3 |
PS0417 |
PL0000107058 |
103,45 |
103,47 |
103,45 |
103,45 |
103,26 |
103,26 |
103,38 |
120 000 |
125,03 |
11 |
DS1017 |
PL0000104543 |
105,43 |
105,42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
99,25 |
98,86 |
99,25 |
99,25 |
98,80 |
98,80 |
98,95 |
185 000 |
184,23 |
16 |
PS0718 |
PL0000107595 |
93,11 |
93,07 |
93,10 |
93,10 |
93,10 |
93,10 |
93,10 |
10 000 |
9,54 |
1 |
DS1019 |
PL0000105441 |
107,26 |
107,16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
106,15 |
105,79 |
106,10 |
106,18 |
105,79 |
106,00 |
106,10 |
175 000 |
191,82 |
17 |
DS1021 |
PL0000106670 |
109,20 |
108,94 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
109,31 |
109,10 |
109,30 |
109,30 |
109,20 |
109,20 |
109,28 |
45 000 |
51,13 |
4 |
DS1023 |
PL0000107264 |
96,69 |
95,60 |
96,00 |
96,15 |
95,56 |
95,56 |
95,80 |
250 000 |
246,18 |
21 |
WS0428 |
PL0000107611 |
78,43 |
79,23 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
111,40 |
112,33 |
113,00 |
113,00 |
113,00 |
113,00 |
113,00 |
5 000 |
5,70 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,00 |
104,00 |
103,00 |
103,05 |
103,00 |
103,00 |
103,02 |
30 000 |
40,56 |
3 |
IZ0823 |
PL0000105359 |
100,80 |
104,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,68 |
99,71 |
99,65 |
99,71 |
99,65 |
99,71 |
99,68 |
145 000 |
146,96 |
7 |
WZ0117 |
PL0000106936 |
99,48 |
99,05 |
99,21 |
99,21 |
99,00 |
99,09 |
99,07 |
177 500 |
178,81 |
11 |
WZ0118 |
PL0000104717 |
99,02 |
98,76 |
98,95 |
98,95 |
98,95 |
98,95 |
98,95 |
10 000 |
10,06 |
1 |
WZ0119 |
PL0000107603 |
98,85 |
98,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,47 |
96,70 |
96,69 |
96,69 |
96,69 |
96,69 |
96,69 |
10 000 |
9,84 |
1 |
WZ0124 |
PL0000107454 |
96,24 |
95,65 |
95,75 |
95,75 |
95,50 |
95,50 |
95,68 |
107 500 |
104,65 |
10 |
TOTAL |
1 610 000 |
1 654,53 |
126 |
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 |
63 |
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 |
100,79 |
2,91 |
2,49 |
100,72 |
2,70 |
OK0114 |
PL0000106712 |
98,32 |
98,49 |
2,93 |
2,63 |
98,41 |
2,77 |
PS0414 |
PL0000105433 |
102,29 |
102,46 |
2,90 |
2,69 |
102,38 |
2,79 |
OK0714 |
PL0000107009 |
96,99 |
97,20 |
2,87 |
2,67 |
97,10 |
2,76 |
WZ0115 |
PL0000106480 |
99,51 |
99,87 |
--- |
--- |
99,69 |
--- |
PS0415 |
PL0000105953 |
104,22 |
104,42 |
3,09 |
2,98 |
104,32 |
3,03 |
OK0715 |
PL0000107405 |
93,66 |
94,04 |
3,20 |
3,00 |
93,85 |
3,10 |
DS1015 |
PL0000103602 |
106,05 |
106,90 |
3,49 |
3,12 |
106,48 |
3,30 |
PS0416 |
PL0000106340 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
IZ0816 |
PL0000103529 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
PS1016 |
PL0000106795 |
103,14 |
104,16 |
3,72 |
3,40 |
103,65 |
3,56 |
WZ0117 |
PL0000106936 |
99,13 |
99,62 |
--- |
--- |
99,38 |
--- |
PS0417 |
PL0000107058 |
103,11 |
103,98 |
3,85 |
3,61 |
103,55 |
3,73 |
DS1017 |
PL0000104543 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0118 |
PL0000104717 |
98,58 |
99,25 |
--- |
--- |
98,92 |
--- |
PS0418 |
PL0000107314 |
98,90 |
99,15 |
4,00 |
3,94 |
99,03 |
3,97 |
PS0718 |
PL0000107595 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1019 |
PL0000105441 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1020 |
PL0000106126 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0121 |
PL0000106068 |
96,89 |
97,59 |
--- |
--- |
97,24 |
--- |
DS1021 |
PL0000106670 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WS0922 |
PL0000102646 |
109,23 |
109,68 |
4,50 |
4,44 |
109,46 |
4,47 |
IZ0823 |
PL0000105359 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1023 |
PL0000107264 |
95,77 |
96,10 |
4,52 |
4,47 |
95,94 |
4,50 |
WZ0124 |
PL0000107454 |
95,60 |
96,30 |
--- |
--- |
95,95 |
--- |
WS0429 |
PL0000105391 |
110,58 |
113,55 |
4,78 |
4,53 |
112,07 |
4,65 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,65 |
100,76 |
2,91 |
2,58 |
100,71 |
2,73 |
OK0114 |
PL0000106712 |
98,34 |
98,47 |
2,89 |
2,66 |
98,41 |
2,77 |
PS0414 |
PL0000105433 |
102,27 |
102,42 |
2,92 |
2,74 |
102,35 |
2,82 |
OK0714 |
PL0000107009 |
96,95 |
97,14 |
2,91 |
2,72 |
97,05 |
2,81 |
WZ0115 |
PL0000106480 |
99,61 |
99,77 |
--- |
--- |
99,69 |
--- |
PS0415 |
PL0000105953 |
104,17 |
104,35 |
3,11 |
3,01 |
104,26 |
3,06 |
OK0715 |
PL0000107405 |
93,68 |
93,83 |
3,19 |
3,11 |
93,76 |
3,15 |
DS1015 |
PL0000103602 |
106,44 |
106,62 |
3,32 |
3,24 |
106,53 |
3,28 |
PS0416 |
PL0000106340 |
103,99 |
104,24 |
3,49 |
3,40 |
104,12 |
3,44 |
IZ0816 |
PL0000103529 |
102,76 |
104,31 |
--- |
--- |
103,54 |
--- |
PS1016 |
PL0000106795 |
103,33 |
103,57 |
3,66 |
3,59 |
103,45 |
3,62 |
WZ0117 |
PL0000106936 |
98,81 |
99,26 |
--- |
--- |
99,04 |
--- |
PS0417 |
PL0000107058 |
103,27 |
103,54 |
3,81 |
3,73 |
103,41 |
3,77 |
DS1017 |
PL0000104543 |
105,30 |
105,57 |
3,89 |
3,82 |
105,44 |
3,85 |
WZ0118 |
PL0000104717 |
98,43 |
98,97 |
--- |
--- |
98,70 |
--- |
PS0418 |
PL0000107314 |
98,83 |
99,09 |
4,02 |
3,96 |
98,96 |
3,99 |
PS0718 |
PL0000107595 |
92,92 |
93,22 |
4,07 |
4,00 |
93,07 |
4,03 |
DS1019 |
PL0000105441 |
107,05 |
107,50 |
4,20 |
4,12 |
107,28 |
4,16 |
DS1020 |
PL0000106126 |
105,75 |
106,16 |
4,31 |
4,25 |
105,96 |
4,28 |
WZ0121 |
PL0000106068 |
96,40 |
96,95 |
--- |
--- |
96,68 |
--- |
DS1021 |
PL0000106670 |
108,72 |
109,17 |
4,47 |
4,40 |
108,95 |
4,43 |
WS0922 |
PL0000102646 |
108,77 |
109,17 |
4,56 |
4,51 |
108,97 |
4,53 |
IZ0823 |
PL0000105359 |
100,16 |
104,89 |
--- |
--- |
102,53 |
--- |
DS1023 |
PL0000107264 |
95,51 |
95,91 |
4,55 |
4,50 |
95,71 |
4,52 |
WZ0124 |
PL0000107454 |
95,30 |
95,75 |
--- |
--- |
95,53 |
--- |
WS0429 |
PL0000105391 |
108,65 |
113,36 |
4,94 |
4,54 |
111,01 |
4,74 |
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 |
0/1 |
1 |
2,300 |
2,300 |
2,300 |
90 |
DS1019 |
PL0000105441 |
0/1 |
1 |
2,250 |
2,250 |
2,250 |
10 |
PS0415 |
PL0000105953 |
0/1 |
1 |
2,400 |
2,400 |
2,400 |
15 |
PS1016 |
PL0000106795 |
0/1 |
1 |
2,400 |
2,400 |
2,400 |
50 |
OK0714 |
PL0000107009 |
0/1 |
1 |
2,450 |
2,450 |
2,450 |
10 |
PS0417 |
PL0000107058 |
0/1 |
1 |
2,450 |
2,450 |
2,450 |
15 |
OK0715 |
PL0000107405 |
0/1 |
1 |
2,400 |
2,400 |
2,400 |
90 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
2,400 |
2,400 |
2,400 |
20 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
5 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,200 |
2,200 |
2,200 |
60 |
PS0416 |
PL0000106340 |
1/2 |
1 |
2,550 |
2,550 |
2,550 |
105 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
10 |
OK0714 |
PL0000107009 |
1/2 |
1 |
2,410 |
2,600 |
2,489 |
170 |
PS0417 |
PL0000107058 |
1/2 |
1 |
2,450 |
2,450 |
2,450 |
20 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
150 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,500 |
2,500 |
2,500 |
200 |
OK0715 |
PL0000107405 |
1/2 |
1 |
2,400 |
2,450 |
2,431 |
130 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
5 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
2,450 |
2,450 |
2,450 |
75 |
DS1015 |
PL0000103602 |
0/2 |
2 |
2,400 |
2,450 |
2,409 |
145 |
PS1016 |
PL0000106795 |
0/2 |
2 |
2,400 |
2,400 |
2,400 |
10 |
TOTAL |
1 385 |