2013-06-28 |
MARKET DATA |
No 123 (2157) |
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 |
2 170,00 |
2 295,72 |
173 |
2 370,00 |
2 463,14 |
22 |
4 540,00 |
4 758,87 |
195 |
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 |
99,82 |
99,84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,69 |
100,68 |
100,69 |
100,69 |
100,68 |
100,68 |
100,68 |
140 000 |
145,77 |
3 |
OK0114 |
PL0000106712 |
98,43 |
98,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,34 |
102,34 |
102,32 |
102,32 |
102,32 |
102,32 |
102,32 |
50 000 |
51,70 |
2 |
OK0714 |
PL0000107009 |
97,13 |
97,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,45 |
104,39 |
104,45 |
104,45 |
104,30 |
104,30 |
104,40 |
140 000 |
147,60 |
8 |
OK0715 |
PL0000107405 |
94,03 |
94,05 |
94,01 |
94,01 |
94,01 |
94,01 |
94,01 |
10 000 |
9,40 |
1 |
DS1015 |
PL0000103602 |
108,80 |
106,73 |
106,95 |
106,95 |
106,73 |
106,76 |
106,81 |
50 000 |
55,55 |
5 |
OK0116 |
PL0000107587 |
92,35 |
92,30 |
92,25 |
92,25 |
92,19 |
92,19 |
92,22 |
20 000 |
18,44 |
2 |
PS0416 |
PL0000106340 |
104,70 |
104,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,54 |
104,30 |
104,45 |
104,45 |
104,12 |
104,12 |
104,37 |
195 000 |
209,87 |
15 |
PS0417 |
PL0000107058 |
104,67 |
104,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,77 |
106,52 |
106,90 |
106,90 |
106,55 |
106,55 |
106,67 |
30 000 |
33,08 |
2 |
PS0418 |
PL0000107314 |
100,76 |
100,18 |
100,92 |
100,92 |
100,10 |
100,18 |
100,53 |
220 000 |
222,71 |
22 |
PS0718 |
PL0000107595 |
95,00 |
94,49 |
94,95 |
95,13 |
94,30 |
94,30 |
94,92 |
85 000 |
82,68 |
9 |
DS1019 |
PL0000105441 |
109,65 |
108,92 |
109,65 |
109,65 |
109,46 |
109,55 |
109,56 |
80 000 |
90,66 |
8 |
DS1020 |
PL0000106126 |
108,45 |
107,52 |
108,44 |
108,44 |
107,50 |
107,60 |
108,15 |
155 000 |
173,20 |
16 |
DS1021 |
PL0000106670 |
111,35 |
110,05 |
111,16 |
111,26 |
110,77 |
110,77 |
111,01 |
122 500 |
140,81 |
13 |
WS0922 |
PL0000102646 |
111,65 |
110,50 |
111,85 |
111,85 |
110,40 |
110,40 |
111,08 |
150 000 |
173,28 |
14 |
DS1023 |
PL0000107264 |
98,37 |
97,21 |
98,35 |
98,35 |
97,00 |
97,00 |
97,69 |
215 000 |
215,91 |
23 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
112,59 |
113,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
102,00 |
115,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,25 |
104,10 |
104,45 |
104,60 |
103,85 |
103,85 |
104,34 |
35 000 |
47,97 |
4 |
IZ0823 |
PL0000105359 |
102,50 |
103,88 |
100,00 |
100,00 |
100,00 |
100,00 |
100,00 |
2 500 |
2,97 |
1 |
WZ0115 |
PL0000106480 |
99,82 |
99,81 |
99,82 |
99,82 |
99,81 |
99,81 |
99,81 |
100 000 |
101,55 |
3 |
WZ0117 |
PL0000106936 |
99,45 |
99,35 |
99,34 |
99,55 |
99,29 |
99,55 |
99,36 |
290 000 |
293,19 |
16 |
WZ0118 |
PL0000104717 |
99,02 |
98,88 |
98,93 |
99,08 |
98,93 |
99,08 |
98,95 |
22 500 |
22,65 |
2 |
WZ0119 |
PL0000107603 |
98,60 |
95,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,17 |
97,09 |
97,24 |
97,29 |
97,10 |
97,10 |
97,23 |
47 500 |
47,01 |
3 |
WZ0124 |
PL0000107454 |
95,50 |
95,56 |
95,50 |
95,50 |
95,50 |
95,50 |
95,50 |
10 000 |
9,72 |
1 |
TOTAL |
2 170 000 |
2 295,72 |
173 |
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 |
99,60 |
100,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
112,75 |
113,40 |
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 |
57 |
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 |
100,78 |
2,81 |
2,40 |
100,72 |
2,59 |
OK0114 |
PL0000106712 |
98,39 |
98,52 |
2,89 |
2,65 |
98,46 |
2,76 |
PS0414 |
PL0000105433 |
102,30 |
102,49 |
2,83 |
2,60 |
102,40 |
2,71 |
OK0714 |
PL0000107009 |
97,12 |
97,31 |
2,79 |
2,60 |
97,22 |
2,69 |
WZ0115 |
PL0000106480 |
99,78 |
99,97 |
--- |
--- |
99,88 |
--- |
PS0415 |
PL0000105953 |
104,43 |
104,62 |
2,95 |
2,84 |
104,53 |
2,89 |
OK0715 |
PL0000107405 |
94,00 |
94,23 |
3,04 |
2,92 |
94,12 |
2,98 |
DS1015 |
PL0000103602 |
106,88 |
107,08 |
3,11 |
3,02 |
106,98 |
3,07 |
PS0416 |
PL0000106340 |
104,67 |
104,95 |
3,23 |
3,13 |
104,81 |
3,18 |
IZ0816 |
PL0000103529 |
103,61 |
104,84 |
--- |
--- |
104,23 |
--- |
PS1016 |
PL0000106795 |
104,46 |
104,76 |
3,30 |
3,21 |
104,61 |
3,25 |
WZ0117 |
PL0000106936 |
99,31 |
99,63 |
--- |
--- |
99,47 |
--- |
PS0417 |
PL0000107058 |
104,65 |
104,92 |
3,42 |
3,35 |
104,79 |
3,38 |
DS1017 |
PL0000104543 |
106,69 |
106,98 |
3,54 |
3,47 |
106,84 |
3,51 |
WZ0118 |
PL0000104717 |
98,87 |
99,27 |
--- |
--- |
99,07 |
--- |
PS0418 |
PL0000107314 |
100,70 |
100,98 |
3,58 |
3,52 |
100,84 |
3,55 |
PS0718 |
PL0000107595 |
94,86 |
95,15 |
3,63 |
3,56 |
95,01 |
3,59 |
DS1019 |
PL0000105441 |
109,61 |
109,93 |
3,76 |
3,70 |
109,77 |
3,73 |
DS1020 |
PL0000106126 |
108,41 |
108,85 |
3,90 |
3,83 |
108,63 |
3,87 |
WZ0121 |
PL0000106068 |
97,02 |
97,59 |
--- |
--- |
97,31 |
--- |
DS1021 |
PL0000106670 |
111,31 |
111,74 |
4,11 |
4,05 |
111,53 |
4,08 |
WS0922 |
PL0000102646 |
111,54 |
111,95 |
4,21 |
4,16 |
111,75 |
4,18 |
IZ0823 |
PL0000105359 |
102,10 |
105,95 |
--- |
--- |
104,03 |
--- |
DS1023 |
PL0000107264 |
98,28 |
98,68 |
4,20 |
4,16 |
98,48 |
4,18 |
WZ0124 |
PL0000107454 |
95,37 |
95,92 |
--- |
--- |
95,65 |
--- |
WS0429 |
PL0000105391 |
109,79 |
120,24 |
4,84 |
3,99 |
115,02 |
4,41 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,64 |
100,71 |
2,84 |
2,62 |
100,68 |
2,71 |
OK0114 |
PL0000106712 |
98,40 |
98,51 |
2,87 |
2,67 |
98,46 |
2,76 |
PS0414 |
PL0000105433 |
102,26 |
102,38 |
2,88 |
2,73 |
102,32 |
2,80 |
OK0714 |
PL0000107009 |
97,05 |
97,24 |
2,86 |
2,67 |
97,15 |
2,76 |
WZ0115 |
PL0000106480 |
99,68 |
99,87 |
--- |
--- |
99,78 |
--- |
PS0415 |
PL0000105953 |
104,27 |
104,43 |
3,04 |
2,95 |
104,35 |
2,99 |
OK0715 |
PL0000107405 |
93,89 |
94,18 |
3,10 |
2,95 |
94,04 |
3,02 |
DS1015 |
PL0000103602 |
106,69 |
106,90 |
3,19 |
3,10 |
106,80 |
3,15 |
PS0416 |
PL0000106340 |
104,31 |
104,63 |
3,36 |
3,24 |
104,47 |
3,30 |
IZ0816 |
PL0000103529 |
100,59 |
107,12 |
--- |
--- |
103,86 |
--- |
PS1016 |
PL0000106795 |
104,19 |
104,41 |
3,38 |
3,32 |
104,30 |
3,35 |
WZ0117 |
PL0000106936 |
99,25 |
99,41 |
--- |
--- |
99,33 |
--- |
PS0417 |
PL0000107058 |
104,24 |
104,51 |
3,54 |
3,46 |
104,38 |
3,50 |
DS1017 |
PL0000104543 |
106,30 |
106,57 |
3,64 |
3,57 |
106,44 |
3,60 |
WZ0118 |
PL0000104717 |
98,83 |
99,15 |
--- |
--- |
98,99 |
--- |
PS0418 |
PL0000107314 |
100,03 |
100,33 |
3,74 |
3,67 |
100,18 |
3,70 |
PS0718 |
PL0000107595 |
94,29 |
94,59 |
3,76 |
3,69 |
94,44 |
3,72 |
DS1019 |
PL0000105441 |
108,53 |
109,01 |
3,94 |
3,86 |
108,77 |
3,90 |
DS1020 |
PL0000106126 |
107,39 |
107,69 |
4,06 |
4,01 |
107,54 |
4,03 |
WZ0121 |
PL0000106068 |
96,90 |
97,31 |
--- |
--- |
97,11 |
--- |
DS1021 |
PL0000106670 |
110,31 |
110,78 |
4,25 |
4,18 |
110,55 |
4,21 |
WS0922 |
PL0000102646 |
110,23 |
110,66 |
4,37 |
4,32 |
110,45 |
4,35 |
IZ0823 |
PL0000105359 |
99,61 |
106,48 |
--- |
--- |
103,05 |
--- |
DS1023 |
PL0000107264 |
96,98 |
97,40 |
4,37 |
4,31 |
97,19 |
4,34 |
WZ0124 |
PL0000107454 |
95,16 |
95,68 |
--- |
--- |
95,42 |
--- |
WS0429 |
PL0000105391 |
110,57 |
116,46 |
4,78 |
4,29 |
113,52 |
4,53 |
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 |
3/4 |
1 |
2,200 |
2,200 |
2,200 |
85 |
DS1017 |
PL0000104543 |
3/4 |
1 |
2,000 |
2,000 |
2,000 |
85 |
DS1019 |
PL0000105441 |
3/4 |
1 |
2,000 |
2,000 |
2,000 |
20 |
DS1020 |
PL0000106126 |
3/4 |
1 |
2,000 |
2,000 |
2,000 |
55 |
PS0418 |
PL0000107314 |
3/4 |
1 |
2,000 |
2,250 |
2,241 |
140 |
OK0715 |
PL0000107405 |
3/4 |
1 |
2,000 |
2,000 |
2,000 |
55 |
WZ0117 |
PL0000106936 |
3/4 |
1 |
2,000 |
2,000 |
2,000 |
40 |
DS1017 |
PL0000104543 |
0/3 |
3 |
2,000 |
2,200 |
2,048 |
290 |
DS1019 |
PL0000105441 |
0/3 |
3 |
2,000 |
2,000 |
2,000 |
230 |
DS1020 |
PL0000106126 |
0/3 |
3 |
2,000 |
2,000 |
2,000 |
10 |
PS0414 |
PL0000105433 |
3/10 |
7 |
2,250 |
2,250 |
2,250 |
40 |
OK0114 |
PL0000106712 |
3/10 |
7 |
2,200 |
2,200 |
2,200 |
60 |
PS1016 |
PL0000106795 |
3/10 |
7 |
2,250 |
2,250 |
2,250 |
120 |
OK0714 |
PL0000107009 |
3/10 |
7 |
2,200 |
2,200 |
2,200 |
75 |
PS0418 |
PL0000107314 |
3/10 |
7 |
2,200 |
2,200 |
2,200 |
65 |
TOTAL |
1 370 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/3 |
3 |
2,650 |
2,650 |
2,650 |
1 000 |
TOTAL |
1 000 |