2013-06-27 |
MARKET DATA |
No 122 (2156) |
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 |
1 790,00 |
1 908,79 |
145 |
1 160,00 |
1 177,16 |
13 |
2 950,00 |
3 085,95 |
158 |
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 |
99,83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,68 |
100,73 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,43 |
98,53 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,35 |
102,40 |
102,35 |
102,35 |
102,34 |
102,34 |
102,34 |
70 000 |
72,38 |
3 |
OK0714 |
PL0000107009 |
97,11 |
97,24 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,42 |
104,50 |
104,37 |
104,42 |
104,37 |
104,42 |
104,41 |
60 000 |
63,25 |
3 |
OK0715 |
PL0000107405 |
94,05 |
94,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,86 |
106,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
92,25 |
92,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,76 |
104,73 |
104,75 |
104,75 |
104,75 |
104,75 |
104,75 |
30 000 |
31,70 |
2 |
PS1016 |
PL0000106795 |
104,56 |
104,30 |
104,30 |
104,55 |
104,30 |
104,55 |
104,39 |
152 500 |
164,13 |
12 |
PS0417 |
PL0000107058 |
104,75 |
104,50 |
104,50 |
104,75 |
104,50 |
104,74 |
104,66 |
140 000 |
147,75 |
13 |
DS1017 |
PL0000104543 |
106,76 |
106,65 |
106,56 |
106,75 |
106,56 |
106,70 |
106,63 |
220 000 |
242,47 |
17 |
PS0418 |
PL0000107314 |
101,00 |
100,39 |
100,37 |
100,55 |
100,37 |
100,55 |
100,46 |
60 000 |
60,69 |
4 |
PS0718 |
PL0000107595 |
94,90 |
94,65 |
94,85 |
94,85 |
94,85 |
94,85 |
94,85 |
10 000 |
9,72 |
1 |
DS1019 |
PL0000105441 |
109,65 |
109,15 |
109,25 |
109,90 |
109,25 |
109,58 |
109,60 |
250 000 |
283,39 |
22 |
DS1020 |
PL0000106126 |
108,27 |
107,93 |
108,68 |
108,68 |
108,68 |
108,68 |
108,68 |
5 000 |
5,61 |
1 |
DS1021 |
PL0000106670 |
111,42 |
110,05 |
111,05 |
111,45 |
111,05 |
111,45 |
111,30 |
30 000 |
34,57 |
3 |
WS0922 |
PL0000102646 |
111,80 |
111,15 |
111,25 |
111,70 |
111,25 |
111,45 |
111,40 |
160 000 |
185,32 |
16 |
DS1023 |
PL0000107264 |
98,38 |
97,90 |
97,90 |
98,37 |
97,90 |
98,05 |
98,11 |
240 000 |
242,02 |
23 |
WS0428 |
PL0000107611 |
72,83 |
84,83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
110,00 |
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 |
104,92 |
104,10 |
104,20 |
104,20 |
104,20 |
104,20 |
104,20 |
10 000 |
13,69 |
1 |
IZ0823 |
PL0000105359 |
102,58 |
104,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,76 |
99,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,35 |
99,20 |
99,25 |
99,45 |
99,25 |
99,28 |
99,30 |
92 500 |
93,45 |
6 |
WZ0118 |
PL0000104717 |
99,00 |
98,78 |
98,82 |
99,02 |
98,82 |
99,02 |
98,97 |
100 000 |
100,70 |
7 |
WZ0119 |
PL0000107603 |
98,25 |
98,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,00 |
96,72 |
96,92 |
97,20 |
96,92 |
97,20 |
96,99 |
160 000 |
157,95 |
11 |
WZ0124 |
PL0000107454 |
95,50 |
95,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 790 000 |
1 908,79 |
145 |
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 |
100,00 |
99,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
112,35 |
113,20 |
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 |
58 |
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 |
100,76 |
2,79 |
2,48 |
100,71 |
2,64 |
OK0114 |
PL0000106712 |
98,39 |
98,57 |
2,87 |
2,55 |
98,48 |
2,71 |
PS0414 |
PL0000105433 |
102,31 |
102,43 |
2,83 |
2,68 |
102,37 |
2,75 |
OK0714 |
PL0000107009 |
97,06 |
97,27 |
2,84 |
2,63 |
97,17 |
2,73 |
WZ0115 |
PL0000106480 |
99,68 |
99,85 |
--- |
--- |
99,77 |
--- |
PS0415 |
PL0000105953 |
104,34 |
104,52 |
3,00 |
2,90 |
104,43 |
2,95 |
OK0715 |
PL0000107405 |
93,95 |
94,16 |
3,07 |
2,96 |
94,06 |
3,01 |
DS1015 |
PL0000103602 |
106,74 |
106,94 |
3,17 |
3,09 |
106,84 |
3,13 |
PS0416 |
PL0000106340 |
104,51 |
104,79 |
3,29 |
3,19 |
104,65 |
3,24 |
IZ0816 |
PL0000103529 |
103,01 |
105,18 |
--- |
--- |
104,10 |
--- |
PS1016 |
PL0000106795 |
104,34 |
104,48 |
3,34 |
3,29 |
104,41 |
3,32 |
WZ0117 |
PL0000106936 |
99,14 |
99,41 |
--- |
--- |
99,28 |
--- |
PS0417 |
PL0000107058 |
104,32 |
104,59 |
3,51 |
3,44 |
104,46 |
3,48 |
DS1017 |
PL0000104543 |
106,54 |
106,79 |
3,58 |
3,52 |
106,67 |
3,55 |
WZ0118 |
PL0000104717 |
98,64 |
98,88 |
--- |
--- |
98,76 |
--- |
PS0418 |
PL0000107314 |
100,36 |
100,59 |
3,66 |
3,61 |
100,48 |
3,64 |
PS0718 |
PL0000107595 |
94,46 |
94,74 |
3,72 |
3,65 |
94,60 |
3,69 |
DS1019 |
PL0000105441 |
108,81 |
109,20 |
3,89 |
3,83 |
109,01 |
3,86 |
DS1020 |
PL0000106126 |
107,66 |
108,08 |
4,01 |
3,95 |
107,87 |
3,98 |
WZ0121 |
PL0000106068 |
96,43 |
96,82 |
--- |
--- |
96,63 |
--- |
DS1021 |
PL0000106670 |
110,72 |
111,14 |
4,19 |
4,13 |
110,93 |
4,16 |
WS0922 |
PL0000102646 |
110,94 |
111,33 |
4,28 |
4,24 |
111,14 |
4,26 |
IZ0823 |
PL0000105359 |
101,62 |
104,47 |
--- |
--- |
103,05 |
--- |
DS1023 |
PL0000107264 |
97,64 |
97,98 |
4,28 |
4,24 |
97,81 |
4,26 |
WZ0124 |
PL0000107454 |
94,97 |
95,45 |
--- |
--- |
95,21 |
--- |
WS0429 |
PL0000105391 |
107,77 |
118,25 |
5,02 |
4,15 |
113,01 |
4,57 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,63 |
100,75 |
2,88 |
2,51 |
100,69 |
2,70 |
OK0114 |
PL0000106712 |
98,39 |
98,55 |
2,87 |
2,58 |
98,47 |
2,73 |
PS0414 |
PL0000105433 |
102,28 |
102,47 |
2,86 |
2,63 |
102,38 |
2,74 |
OK0714 |
PL0000107009 |
97,08 |
97,27 |
2,82 |
2,63 |
97,18 |
2,72 |
WZ0115 |
PL0000106480 |
99,69 |
99,89 |
--- |
--- |
99,79 |
--- |
PS0415 |
PL0000105953 |
104,39 |
104,55 |
2,97 |
2,89 |
104,47 |
2,93 |
OK0715 |
PL0000107405 |
94,03 |
94,23 |
3,02 |
2,92 |
94,13 |
2,97 |
DS1015 |
PL0000103602 |
106,74 |
106,94 |
3,17 |
3,09 |
106,84 |
3,13 |
PS0416 |
PL0000106340 |
104,65 |
104,95 |
3,24 |
3,13 |
104,80 |
3,18 |
IZ0816 |
PL0000103529 |
103,40 |
104,52 |
--- |
--- |
103,96 |
--- |
PS1016 |
PL0000106795 |
104,46 |
104,72 |
3,30 |
3,22 |
104,59 |
3,26 |
WZ0117 |
PL0000106936 |
99,26 |
99,47 |
--- |
--- |
99,37 |
--- |
PS0417 |
PL0000107058 |
104,57 |
104,87 |
3,45 |
3,36 |
104,72 |
3,40 |
DS1017 |
PL0000104543 |
106,69 |
106,99 |
3,54 |
3,47 |
106,84 |
3,51 |
WZ0118 |
PL0000104717 |
98,87 |
99,06 |
--- |
--- |
98,97 |
--- |
PS0418 |
PL0000107314 |
100,61 |
100,87 |
3,61 |
3,55 |
100,74 |
3,58 |
PS0718 |
PL0000107595 |
94,69 |
95,01 |
3,66 |
3,59 |
94,85 |
3,63 |
DS1019 |
PL0000105441 |
109,52 |
109,78 |
3,77 |
3,73 |
109,65 |
3,75 |
DS1020 |
PL0000106126 |
108,20 |
108,62 |
3,93 |
3,87 |
108,41 |
3,90 |
WZ0121 |
PL0000106068 |
96,93 |
97,37 |
--- |
--- |
97,15 |
--- |
DS1021 |
PL0000106670 |
111,11 |
111,54 |
4,14 |
4,08 |
111,33 |
4,11 |
WS0922 |
PL0000102646 |
111,36 |
111,76 |
4,23 |
4,18 |
111,56 |
4,21 |
IZ0823 |
PL0000105359 |
101,90 |
105,84 |
--- |
--- |
103,87 |
--- |
DS1023 |
PL0000107264 |
98,16 |
98,49 |
4,22 |
4,18 |
98,33 |
4,20 |
WZ0124 |
PL0000107454 |
95,23 |
95,69 |
--- |
--- |
95,46 |
--- |
WS0429 |
PL0000105391 |
109,72 |
117,55 |
4,85 |
4,20 |
113,64 |
4,52 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
OK0714 |
PL0000107009 |
0/1 |
1 |
2,100 |
2,100 |
2,100 |
75 |
PS0414 |
PL0000105433 |
1/4 |
3 |
2,400 |
2,400 |
2,400 |
50 |
DS1020 |
PL0000106126 |
1/4 |
3 |
1,250 |
1,250 |
1,250 |
60 |
OK0114 |
PL0000106712 |
1/4 |
3 |
2,400 |
2,400 |
2,400 |
60 |
PS1016 |
PL0000106795 |
1/4 |
3 |
2,450 |
2,450 |
2,450 |
105 |
OK0714 |
PL0000107009 |
1/4 |
3 |
2,200 |
2,300 |
2,258 |
130 |
PS0417 |
PL0000107058 |
1/4 |
3 |
2,300 |
2,450 |
2,338 |
120 |
PS0418 |
PL0000107314 |
1/4 |
3 |
2,420 |
2,420 |
2,420 |
320 |
OK0715 |
PL0000107405 |
1/4 |
3 |
2,250 |
2,250 |
2,250 |
50 |
WZ0118 |
PL0000104717 |
1/4 |
3 |
2,400 |
2,400 |
2,400 |
120 |
WZ0117 |
PL0000106936 |
1/4 |
3 |
2,400 |
2,400 |
2,400 |
70 |
TOTAL |
1 160 |