2013-06-25 |
MARKET DATA |
No 120 (2154) |
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 |
4 055,00 |
4 207,34 |
298 |
2 105,00 |
2 162,29 |
31 |
6 160,00 |
6 369,63 |
329 |
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 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,70 |
100,70 |
100,70 |
100,70 |
100,70 |
100,70 |
100,70 |
50 000 |
52,04 |
2 |
OK0114 |
PL0000106712 |
98,44 |
98,45 |
98,37 |
98,37 |
98,36 |
98,36 |
98,36 |
190 000 |
186,89 |
5 |
PS0414 |
PL0000105433 |
102,35 |
102,34 |
102,35 |
102,35 |
102,24 |
102,26 |
102,27 |
420 000 |
433,68 |
12 |
OK0714 |
PL0000107009 |
97,08 |
97,10 |
97,07 |
97,07 |
97,07 |
97,07 |
97,07 |
70 000 |
67,95 |
1 |
PS0415 |
PL0000105953 |
104,37 |
104,32 |
104,35 |
104,37 |
104,32 |
104,34 |
104,34 |
130 000 |
136,88 |
7 |
OK0715 |
PL0000107405 |
93,94 |
93,87 |
94,00 |
94,00 |
93,93 |
93,93 |
93,96 |
75 000 |
70,47 |
3 |
DS1015 |
PL0000103602 |
106,76 |
106,68 |
106,71 |
106,71 |
106,68 |
106,68 |
106,70 |
75 000 |
83,18 |
4 |
OK0116 |
PL0000107587 |
91,91 |
92,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,63 |
104,31 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,95 |
103,72 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,41 |
103,70 |
104,15 |
104,15 |
103,90 |
103,90 |
104,02 |
117 500 |
123,19 |
8 |
DS1017 |
PL0000104543 |
106,44 |
105,74 |
106,10 |
106,41 |
105,96 |
106,09 |
106,19 |
460 000 |
504,69 |
39 |
PS0418 |
PL0000107314 |
101,20 |
99,22 |
99,22 |
100,08 |
99,22 |
99,85 |
99,74 |
710 000 |
712,72 |
70 |
PS0718 |
PL0000107595 |
94,20 |
93,49 |
93,90 |
94,30 |
93,90 |
94,00 |
94,04 |
195 000 |
187,87 |
15 |
DS1019 |
PL0000105441 |
108,94 |
107,81 |
107,81 |
108,56 |
107,81 |
108,05 |
108,37 |
120 000 |
134,47 |
12 |
DS1020 |
PL0000106126 |
107,48 |
106,58 |
106,73 |
107,05 |
106,73 |
107,05 |
106,88 |
160 000 |
176,65 |
12 |
DS1021 |
PL0000106670 |
110,35 |
109,73 |
110,00 |
110,15 |
110,00 |
110,15 |
110,03 |
65 000 |
74,03 |
5 |
WS0922 |
PL0000102646 |
111,14 |
109,76 |
109,73 |
110,80 |
109,73 |
110,70 |
110,41 |
325 000 |
373,02 |
21 |
DS1023 |
PL0000107264 |
97,45 |
96,53 |
96,26 |
97,60 |
96,26 |
96,99 |
97,22 |
540 000 |
539,50 |
54 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
113,10 |
114,30 |
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 |
103,50 |
104,49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
103,50 |
103,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,69 |
99,78 |
99,79 |
99,79 |
99,79 |
99,79 |
99,79 |
20 000 |
20,29 |
1 |
WZ0117 |
PL0000106936 |
99,25 |
99,07 |
99,10 |
99,29 |
99,00 |
99,00 |
99,06 |
132 500 |
133,48 |
10 |
WZ0118 |
PL0000104717 |
98,80 |
98,71 |
98,80 |
98,80 |
98,63 |
98,63 |
98,74 |
50 000 |
50,21 |
6 |
WZ0119 |
PL0000107603 |
98,00 |
98,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,72 |
96,79 |
96,92 |
96,92 |
96,85 |
96,85 |
96,91 |
30 000 |
29,58 |
2 |
WZ0124 |
PL0000107454 |
95,53 |
95,49 |
95,50 |
95,53 |
95,30 |
95,30 |
95,44 |
120 000 |
116,54 |
9 |
TOTAL |
4 055 000 |
4 207,34 |
298 |
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 |
97,75 |
98,20 |
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 |
107,75 |
108,40 |
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 |
62 |
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 |
100,83 |
2,80 |
2,35 |
100,76 |
2,56 |
OK0114 |
PL0000106712 |
98,37 |
98,55 |
2,85 |
2,53 |
98,46 |
2,69 |
PS0414 |
PL0000105433 |
102,31 |
102,45 |
2,86 |
2,70 |
102,38 |
2,78 |
OK0714 |
PL0000107009 |
97,02 |
97,22 |
2,85 |
2,65 |
97,12 |
2,75 |
WZ0115 |
PL0000106480 |
99,61 |
99,85 |
--- |
--- |
99,73 |
--- |
PS0415 |
PL0000105953 |
104,26 |
104,42 |
3,06 |
2,97 |
104,34 |
3,02 |
OK0715 |
PL0000107405 |
93,81 |
94,04 |
3,12 |
3,00 |
93,93 |
3,06 |
DS1015 |
PL0000103602 |
106,60 |
106,83 |
3,25 |
3,15 |
106,72 |
3,20 |
PS0416 |
PL0000106340 |
104,29 |
104,60 |
3,38 |
3,26 |
104,45 |
3,32 |
IZ0816 |
PL0000103529 |
102,86 |
104,74 |
--- |
--- |
103,80 |
--- |
PS1016 |
PL0000106795 |
103,74 |
104,06 |
3,53 |
3,43 |
103,90 |
3,48 |
WZ0117 |
PL0000106936 |
99,02 |
99,32 |
--- |
--- |
99,17 |
--- |
PS0417 |
PL0000107058 |
103,82 |
104,13 |
3,66 |
3,57 |
103,98 |
3,61 |
DS1017 |
PL0000104543 |
105,84 |
106,16 |
3,76 |
3,68 |
106,00 |
3,72 |
WZ0118 |
PL0000104717 |
98,71 |
99,01 |
--- |
--- |
98,86 |
--- |
PS0418 |
PL0000107314 |
99,31 |
99,56 |
3,91 |
3,85 |
99,44 |
3,87 |
PS0718 |
PL0000107595 |
93,44 |
93,77 |
3,95 |
3,87 |
93,61 |
3,91 |
DS1019 |
PL0000105441 |
107,87 |
108,32 |
4,06 |
3,98 |
108,10 |
4,02 |
DS1020 |
PL0000106126 |
106,82 |
108,12 |
4,15 |
3,95 |
107,47 |
4,05 |
WZ0121 |
PL0000106068 |
96,44 |
96,96 |
--- |
--- |
96,70 |
--- |
DS1021 |
PL0000106670 |
109,28 |
110,57 |
4,39 |
4,21 |
109,93 |
4,30 |
WS0922 |
PL0000102646 |
109,79 |
110,22 |
4,43 |
4,38 |
110,01 |
4,40 |
IZ0823 |
PL0000105359 |
100,19 |
104,87 |
--- |
--- |
102,53 |
--- |
DS1023 |
PL0000107264 |
96,52 |
97,07 |
4,42 |
4,35 |
96,80 |
4,39 |
WZ0124 |
PL0000107454 |
95,32 |
95,79 |
--- |
--- |
95,56 |
--- |
WS0429 |
PL0000105391 |
111,26 |
116,58 |
4,72 |
4,28 |
113,92 |
4,50 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,66 |
100,78 |
2,86 |
2,50 |
100,72 |
2,68 |
OK0114 |
PL0000106712 |
98,33 |
98,48 |
2,92 |
2,66 |
98,41 |
2,78 |
PS0414 |
PL0000105433 |
102,23 |
102,40 |
2,96 |
2,76 |
102,32 |
2,85 |
OK0714 |
PL0000107009 |
96,94 |
97,14 |
2,93 |
2,73 |
97,04 |
2,83 |
WZ0115 |
PL0000106480 |
99,61 |
99,83 |
--- |
--- |
99,72 |
--- |
PS0415 |
PL0000105953 |
104,15 |
104,35 |
3,12 |
3,01 |
104,25 |
3,07 |
OK0715 |
PL0000107405 |
93,78 |
93,99 |
3,14 |
3,03 |
93,89 |
3,08 |
DS1015 |
PL0000103602 |
106,48 |
106,72 |
3,30 |
3,20 |
106,60 |
3,25 |
PS0416 |
PL0000106340 |
104,19 |
104,52 |
3,41 |
3,29 |
104,36 |
3,35 |
IZ0816 |
PL0000103529 |
102,97 |
105,00 |
--- |
--- |
103,99 |
--- |
PS1016 |
PL0000106795 |
103,62 |
103,94 |
3,57 |
3,47 |
103,78 |
3,52 |
WZ0117 |
PL0000106936 |
98,92 |
99,23 |
--- |
--- |
99,08 |
--- |
PS0417 |
PL0000107058 |
103,71 |
104,06 |
3,69 |
3,59 |
103,89 |
3,64 |
DS1017 |
PL0000104543 |
105,85 |
106,27 |
3,75 |
3,65 |
106,06 |
3,70 |
WZ0118 |
PL0000104717 |
98,47 |
98,90 |
--- |
--- |
98,69 |
--- |
PS0418 |
PL0000107314 |
99,55 |
99,84 |
3,85 |
3,78 |
99,70 |
3,81 |
PS0718 |
PL0000107595 |
93,70 |
94,11 |
3,89 |
3,79 |
93,91 |
3,84 |
DS1019 |
PL0000105441 |
107,75 |
108,28 |
4,08 |
3,99 |
108,02 |
4,03 |
DS1020 |
PL0000106126 |
106,57 |
107,12 |
4,18 |
4,10 |
106,85 |
4,14 |
WZ0121 |
PL0000106068 |
96,31 |
96,86 |
--- |
--- |
96,59 |
--- |
DS1021 |
PL0000106670 |
109,48 |
110,05 |
4,36 |
4,28 |
109,77 |
4,32 |
WS0922 |
PL0000102646 |
109,68 |
110,15 |
4,44 |
4,38 |
109,92 |
4,41 |
IZ0823 |
PL0000105359 |
101,73 |
105,30 |
--- |
--- |
103,52 |
--- |
DS1023 |
PL0000107264 |
96,43 |
96,88 |
4,43 |
4,38 |
96,66 |
4,40 |
WZ0124 |
PL0000107454 |
94,99 |
95,59 |
--- |
--- |
95,29 |
--- |
WS0429 |
PL0000105391 |
109,86 |
116,27 |
4,84 |
4,31 |
113,07 |
4,57 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1015 |
PL0000103602 |
0/1 |
1 |
2,300 |
2,300 |
2,300 |
20 |
DS1017 |
PL0000104543 |
0/1 |
1 |
2,350 |
2,350 |
2,350 |
50 |
PS0415 |
PL0000105953 |
0/1 |
1 |
2,350 |
2,350 |
2,350 |
35 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,300 |
2,300 |
2,300 |
30 |
PS1016 |
PL0000106795 |
0/1 |
1 |
2,410 |
2,410 |
2,410 |
160 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,300 |
2,300 |
2,300 |
5 |
PS0418 |
PL0000107314 |
0/1 |
1 |
2,250 |
2,250 |
2,250 |
20 |
OK0715 |
PL0000107405 |
0/1 |
1 |
2,400 |
2,400 |
2,400 |
90 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
180 |
PS0414 |
PL0000105433 |
1/2 |
1 |
2,450 |
2,450 |
2,450 |
80 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
60 |
PS0416 |
PL0000106340 |
1/2 |
1 |
2,450 |
2,450 |
2,450 |
105 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
10 |
OK0114 |
PL0000106712 |
1/2 |
1 |
2,450 |
2,450 |
2,450 |
20 |
OK0714 |
PL0000107009 |
1/2 |
1 |
2,460 |
2,460 |
2,460 |
130 |
PS0417 |
PL0000107058 |
1/2 |
1 |
2,450 |
2,460 |
2,454 |
460 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,350 |
2,350 |
2,350 |
215 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,430 |
2,430 |
2,430 |
100 |
OK0715 |
PL0000107405 |
1/2 |
1 |
2,400 |
2,410 |
2,404 |
145 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
60 |
DS1023 |
PL0000107264 |
0/2 |
2 |
2,300 |
2,300 |
2,300 |
70 |
DS1019 |
PL0000105441 |
1/3 |
2 |
2,300 |
2,300 |
2,300 |
60 |
TOTAL |
2 105 |