2013-06-26 |
MARKET DATA |
No 121 (2155) |
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 |
1 917,50 |
2 008,11 |
159 |
2 935,00 |
3 011,14 |
19 |
4 852,50 |
5 019,26 |
178 |
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 |
99,79 |
99,81 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,70 |
100,73 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,40 |
98,42 |
98,43 |
98,43 |
98,43 |
98,43 |
98,43 |
2 500 |
2,46 |
1 |
PS0414 |
PL0000105433 |
102,32 |
102,33 |
102,38 |
102,38 |
102,38 |
102,38 |
102,38 |
10 000 |
10,34 |
1 |
OK0714 |
PL0000107009 |
97,05 |
97,07 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,35 |
104,29 |
104,30 |
104,30 |
104,30 |
104,30 |
104,30 |
170 000 |
178,95 |
7 |
OK0715 |
PL0000107405 |
93,91 |
93,91 |
94,01 |
94,01 |
94,01 |
94,01 |
94,01 |
10 000 |
9,40 |
1 |
DS1015 |
PL0000103602 |
106,75 |
106,65 |
106,57 |
106,72 |
106,57 |
106,72 |
106,66 |
25 000 |
27,72 |
3 |
OK0116 |
PL0000107587 |
92,00 |
92,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,50 |
104,40 |
104,35 |
104,40 |
104,35 |
104,40 |
104,37 |
25 000 |
26,31 |
3 |
PS1016 |
PL0000106795 |
104,06 |
103,95 |
104,00 |
104,19 |
103,85 |
104,19 |
104,00 |
255 000 |
273,37 |
20 |
PS0417 |
PL0000107058 |
104,28 |
104,12 |
104,20 |
104,20 |
104,20 |
104,20 |
104,20 |
10 000 |
10,50 |
1 |
DS1017 |
PL0000104543 |
106,46 |
106,25 |
106,30 |
106,35 |
106,30 |
106,35 |
106,35 |
205 000 |
225,26 |
17 |
PS0418 |
PL0000107314 |
100,26 |
99,90 |
100,15 |
100,16 |
99,90 |
100,11 |
100,00 |
280 000 |
281,84 |
19 |
PS0718 |
PL0000107595 |
94,41 |
94,05 |
94,15 |
94,45 |
93,95 |
94,45 |
94,19 |
100 000 |
96,50 |
10 |
DS1019 |
PL0000105441 |
108,85 |
108,30 |
108,30 |
108,90 |
108,30 |
108,90 |
108,80 |
110 000 |
123,76 |
10 |
DS1020 |
PL0000106126 |
107,51 |
107,10 |
107,12 |
107,12 |
107,09 |
107,09 |
107,10 |
40 000 |
44,26 |
4 |
DS1021 |
PL0000106670 |
110,63 |
110,00 |
110,22 |
110,65 |
110,22 |
110,65 |
110,34 |
40 000 |
45,69 |
4 |
WS0922 |
PL0000102646 |
110,76 |
110,40 |
110,35 |
110,75 |
110,19 |
110,75 |
110,62 |
120 000 |
137,99 |
10 |
DS1023 |
PL0000107264 |
97,56 |
96,95 |
97,00 |
97,69 |
96,95 |
97,54 |
97,12 |
370 000 |
369,32 |
36 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
112,00 |
117,00 |
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 |
104,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
102,50 |
104,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,67 |
99,70 |
99,70 |
99,76 |
99,70 |
99,76 |
99,72 |
7 500 |
7,61 |
2 |
WZ0117 |
PL0000106936 |
99,10 |
99,05 |
99,12 |
99,15 |
99,05 |
99,05 |
99,08 |
37 500 |
37,79 |
3 |
WZ0118 |
PL0000104717 |
98,64 |
98,68 |
98,70 |
98,77 |
98,70 |
98,77 |
98,75 |
55 000 |
55,24 |
3 |
WZ0119 |
PL0000107603 |
98,17 |
98,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
96,58 |
96,60 |
96,70 |
96,70 |
96,70 |
96,70 |
96,70 |
15 000 |
14,76 |
1 |
WZ0124 |
PL0000107454 |
95,14 |
95,18 |
95,10 |
95,10 |
95,07 |
95,07 |
95,08 |
30 000 |
29,03 |
3 |
TOTAL |
1 917 500 |
2 008,11 |
159 |
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 |
108,60 |
109,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,00 |
119,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
98,00 |
99,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
112,60 |
113,60 |
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 |
106,75 |
108,25 |
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 |
61 |
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 |
100,66 |
100,78 |
2,84 |
2,48 |
100,72 |
2,66 |
OK0114 |
PL0000106712 |
98,33 |
98,47 |
2,94 |
2,69 |
98,40 |
2,81 |
PS0414 |
PL0000105433 |
102,24 |
102,39 |
2,94 |
2,76 |
102,32 |
2,84 |
OK0714 |
PL0000107009 |
96,95 |
97,15 |
2,93 |
2,73 |
97,05 |
2,83 |
WZ0115 |
PL0000106480 |
99,62 |
99,80 |
--- |
--- |
99,71 |
--- |
PS0415 |
PL0000105953 |
104,27 |
104,46 |
3,05 |
2,95 |
104,37 |
3,00 |
OK0715 |
PL0000107405 |
93,79 |
94,01 |
3,14 |
3,02 |
93,90 |
3,08 |
DS1015 |
PL0000103602 |
106,55 |
106,75 |
3,27 |
3,18 |
106,65 |
3,22 |
PS0416 |
PL0000106340 |
104,31 |
104,51 |
3,37 |
3,29 |
104,41 |
3,33 |
IZ0816 |
PL0000103529 |
102,41 |
104,96 |
--- |
--- |
103,69 |
--- |
PS1016 |
PL0000106795 |
103,80 |
104,01 |
3,51 |
3,44 |
103,91 |
3,48 |
WZ0117 |
PL0000106936 |
98,94 |
99,23 |
--- |
--- |
99,09 |
--- |
PS0417 |
PL0000107058 |
104,01 |
104,29 |
3,60 |
3,53 |
104,15 |
3,56 |
DS1017 |
PL0000104543 |
106,22 |
106,49 |
3,66 |
3,60 |
106,36 |
3,63 |
WZ0118 |
PL0000104717 |
98,54 |
98,91 |
--- |
--- |
98,73 |
--- |
PS0418 |
PL0000107314 |
99,96 |
100,19 |
3,75 |
3,70 |
100,08 |
3,73 |
PS0718 |
PL0000107595 |
94,11 |
94,36 |
3,80 |
3,74 |
94,24 |
3,77 |
DS1019 |
PL0000105441 |
108,19 |
108,63 |
4,00 |
3,93 |
108,41 |
3,96 |
DS1020 |
PL0000106126 |
107,14 |
107,58 |
4,10 |
4,03 |
107,36 |
4,06 |
WZ0121 |
PL0000106068 |
96,32 |
96,85 |
--- |
--- |
96,59 |
--- |
DS1021 |
PL0000106670 |
109,93 |
110,35 |
4,30 |
4,24 |
110,14 |
4,27 |
WS0922 |
PL0000102646 |
110,24 |
110,65 |
4,37 |
4,32 |
110,45 |
4,35 |
IZ0823 |
PL0000105359 |
101,70 |
104,90 |
--- |
--- |
103,30 |
--- |
DS1023 |
PL0000107264 |
96,96 |
97,38 |
4,37 |
4,32 |
97,17 |
4,34 |
WZ0124 |
PL0000107454 |
94,95 |
95,50 |
--- |
--- |
95,23 |
--- |
WS0429 |
PL0000105391 |
106,84 |
117,19 |
5,10 |
4,23 |
112,02 |
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 |
100,78 |
2,87 |
2,48 |
100,72 |
2,66 |
OK0114 |
PL0000106712 |
98,35 |
98,52 |
2,90 |
2,60 |
98,44 |
2,74 |
PS0414 |
PL0000105433 |
102,29 |
102,42 |
2,88 |
2,72 |
102,36 |
2,79 |
OK0714 |
PL0000107009 |
97,01 |
97,22 |
2,87 |
2,66 |
97,12 |
2,76 |
WZ0115 |
PL0000106480 |
99,62 |
99,81 |
--- |
--- |
99,72 |
--- |
PS0415 |
PL0000105953 |
104,30 |
104,48 |
3,04 |
2,94 |
104,39 |
2,99 |
OK0715 |
PL0000107405 |
93,89 |
94,12 |
3,09 |
2,97 |
94,01 |
3,02 |
DS1015 |
PL0000103602 |
106,73 |
106,94 |
3,19 |
3,10 |
106,84 |
3,14 |
PS0416 |
PL0000106340 |
104,43 |
104,71 |
3,32 |
3,22 |
104,57 |
3,27 |
IZ0816 |
PL0000103529 |
103,08 |
104,81 |
--- |
--- |
103,95 |
--- |
PS1016 |
PL0000106795 |
104,01 |
104,27 |
3,44 |
3,36 |
104,14 |
3,40 |
WZ0117 |
PL0000106936 |
99,00 |
99,27 |
--- |
--- |
99,14 |
--- |
PS0417 |
PL0000107058 |
104,20 |
104,48 |
3,55 |
3,47 |
104,34 |
3,51 |
DS1017 |
PL0000104543 |
106,34 |
106,57 |
3,63 |
3,58 |
106,46 |
3,60 |
WZ0118 |
PL0000104717 |
98,51 |
98,78 |
--- |
--- |
98,65 |
--- |
PS0418 |
PL0000107314 |
100,16 |
100,43 |
3,71 |
3,65 |
100,30 |
3,68 |
PS0718 |
PL0000107595 |
94,29 |
94,51 |
3,75 |
3,70 |
94,40 |
3,73 |
DS1019 |
PL0000105441 |
108,68 |
109,07 |
3,92 |
3,85 |
108,88 |
3,88 |
DS1020 |
PL0000106126 |
107,41 |
107,85 |
4,05 |
3,99 |
107,63 |
4,02 |
WZ0121 |
PL0000106068 |
96,46 |
96,90 |
--- |
--- |
96,68 |
--- |
DS1021 |
PL0000106670 |
110,43 |
110,76 |
4,23 |
4,19 |
110,60 |
4,21 |
WS0922 |
PL0000102646 |
110,57 |
111,00 |
4,33 |
4,28 |
110,79 |
4,30 |
IZ0823 |
PL0000105359 |
101,13 |
104,92 |
--- |
--- |
103,03 |
--- |
DS1023 |
PL0000107264 |
97,34 |
97,78 |
4,32 |
4,27 |
97,56 |
4,29 |
WZ0124 |
PL0000107454 |
94,98 |
95,42 |
--- |
--- |
95,20 |
--- |
WS0429 |
PL0000105391 |
106,81 |
117,20 |
5,11 |
4,23 |
112,01 |
4,66 |
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 |
2,000 |
2,000 |
2,000 |
45 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,350 |
2,350 |
2,350 |
180 |
PS0414 |
PL0000105433 |
1/2 |
1 |
2,450 |
2,450 |
2,450 |
285 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
60 |
OK0714 |
PL0000107009 |
1/2 |
1 |
2,350 |
2,350 |
2,350 |
55 |
PS0417 |
PL0000107058 |
1/2 |
1 |
2,350 |
2,350 |
2,350 |
150 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,000 |
2,000 |
2,000 |
10 |
OK0715 |
PL0000107405 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
50 |
DS1019 |
PL0000105441 |
0/7 |
7 |
1,900 |
1,900 |
1,900 |
260 |
PS0414 |
PL0000105433 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
80 |
DS1019 |
PL0000105441 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
200 |
PS0416 |
PL0000106340 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
15 |
OK0114 |
PL0000106712 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
15 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,900 |
1,900 |
1,900 |
500 |
WZ0117 |
PL0000106936 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
30 |
TOTAL |
1 935 |
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 |
2,450 |
2,450 |
2,450 |
1 000 |
TOTAL |
1 000 |