2013-07-01 |
MARKET DATA |
No 124 (2158) |
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 |
1 037,50 |
1 077,01 |
76 |
1 080,00 |
1 128,48 |
17 |
2 117,50 |
2 205,48 |
93 |
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 |
99,84 |
99,85 |
99,84 |
99,84 |
99,84 |
99,84 |
99,84 |
215 000 |
214,66 |
8 |
DS1013 |
PL0000102836 |
100,66 |
100,69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,43 |
98,48 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,33 |
102,38 |
102,33 |
102,33 |
102,33 |
102,33 |
102,33 |
5 000 |
5,17 |
1 |
OK0714 |
PL0000107009 |
97,11 |
97,19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,33 |
104,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
94,05 |
94,08 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,74 |
106,89 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
92,28 |
92,21 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,60 |
104,60 |
104,64 |
104,65 |
104,64 |
104,65 |
104,65 |
50 000 |
52,80 |
3 |
PS1016 |
PL0000106795 |
104,40 |
104,38 |
104,40 |
104,40 |
104,40 |
104,40 |
104,40 |
10 000 |
10,77 |
1 |
PS0417 |
PL0000107058 |
104,35 |
104,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,46 |
106,50 |
106,52 |
106,52 |
106,52 |
106,52 |
106,52 |
50 000 |
55,07 |
5 |
PS0418 |
PL0000107314 |
100,33 |
100,30 |
100,20 |
100,41 |
100,20 |
100,40 |
100,29 |
280 000 |
282,80 |
19 |
PS0718 |
PL0000107595 |
94,58 |
94,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,88 |
108,95 |
108,65 |
109,20 |
108,65 |
109,20 |
108,79 |
40 000 |
45,03 |
4 |
DS1020 |
PL0000106126 |
107,55 |
107,55 |
107,34 |
107,34 |
107,26 |
107,26 |
107,30 |
60 000 |
66,55 |
5 |
DS1021 |
PL0000106670 |
110,56 |
110,60 |
110,34 |
110,89 |
110,34 |
110,87 |
110,57 |
80 000 |
91,62 |
9 |
WS0922 |
PL0000102646 |
110,76 |
110,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
97,50 |
97,35 |
97,10 |
97,43 |
97,09 |
97,43 |
97,32 |
80 000 |
80,06 |
8 |
WS0428 |
PL0000107611 |
80,50 |
81,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
113,50 |
113,05 |
113,50 |
113,50 |
113,05 |
113,05 |
113,23 |
25 000 |
28,58 |
3 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,55 |
104,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
101,00 |
103,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,81 |
99,85 |
99,79 |
99,79 |
99,79 |
99,79 |
99,79 |
37 500 |
38,08 |
1 |
WZ0117 |
PL0000106936 |
99,40 |
99,45 |
99,38 |
99,38 |
99,38 |
99,38 |
99,38 |
15 000 |
15,17 |
1 |
WZ0118 |
PL0000104717 |
99,05 |
98,98 |
99,05 |
99,05 |
98,95 |
98,95 |
99,00 |
90 000 |
90,67 |
8 |
WZ0119 |
PL0000107603 |
98,60 |
98,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,00 |
97,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
95,43 |
95,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 037 500 |
1 077,01 |
76 |
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 |
103,18 |
103,33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
106,75 |
107,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,90 |
109,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,70 |
119,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
99,75 |
100,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
112,65 |
113,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
111,60 |
112,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
115,10 |
115,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
108,70 |
108,95 |
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 |
56 |
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 |
100,64 |
100,74 |
2,82 |
2,50 |
100,69 |
2,66 |
OK0114 |
PL0000106712 |
98,38 |
98,54 |
2,92 |
2,63 |
98,46 |
2,77 |
PS0414 |
PL0000105433 |
102,25 |
102,41 |
2,88 |
2,68 |
102,33 |
2,78 |
OK0714 |
PL0000107009 |
97,07 |
97,25 |
2,84 |
2,66 |
97,16 |
2,75 |
WZ0115 |
PL0000106480 |
99,72 |
99,94 |
--- |
--- |
99,83 |
--- |
PS0415 |
PL0000105953 |
104,27 |
104,46 |
3,03 |
2,93 |
104,37 |
2,98 |
OK0715 |
PL0000107405 |
93,93 |
94,15 |
3,09 |
2,97 |
94,04 |
3,03 |
DS1015 |
PL0000103602 |
106,71 |
106,91 |
3,18 |
3,09 |
106,81 |
3,14 |
OK0116 |
PL0000107587 |
92,04 |
92,46 |
3,29 |
3,10 |
92,25 |
3,20 |
PS0416 |
PL0000106340 |
104,44 |
104,65 |
3,31 |
3,24 |
104,55 |
3,27 |
IZ0816 |
PL0000103529 |
102,04 |
104,57 |
--- |
--- |
103,31 |
--- |
PS1016 |
PL0000106795 |
104,24 |
104,45 |
3,37 |
3,30 |
104,35 |
3,33 |
WZ0117 |
PL0000106936 |
99,33 |
99,68 |
--- |
--- |
99,51 |
--- |
PS0417 |
PL0000107058 |
104,24 |
104,52 |
3,54 |
3,46 |
104,38 |
3,50 |
DS1017 |
PL0000104543 |
106,34 |
106,62 |
3,63 |
3,56 |
106,48 |
3,59 |
WZ0118 |
PL0000104717 |
98,91 |
99,31 |
--- |
--- |
99,11 |
--- |
PS0418 |
PL0000107314 |
100,15 |
100,40 |
3,71 |
3,65 |
100,28 |
3,68 |
PS0718 |
PL0000107595 |
94,38 |
94,66 |
3,74 |
3,67 |
94,52 |
3,71 |
DS1019 |
PL0000105441 |
108,64 |
109,07 |
3,92 |
3,85 |
108,86 |
3,88 |
DS1020 |
PL0000106126 |
107,28 |
107,73 |
4,07 |
4,00 |
107,51 |
4,04 |
WZ0121 |
PL0000106068 |
96,81 |
97,28 |
--- |
--- |
97,05 |
--- |
DS1021 |
PL0000106670 |
110,32 |
110,73 |
4,24 |
4,19 |
110,53 |
4,22 |
WS0922 |
PL0000102646 |
110,35 |
110,80 |
4,36 |
4,30 |
110,58 |
4,33 |
IZ0823 |
PL0000105359 |
99,68 |
104,31 |
--- |
--- |
102,00 |
--- |
DS1023 |
PL0000107264 |
97,06 |
97,47 |
4,36 |
4,30 |
97,27 |
4,33 |
WZ0124 |
PL0000107454 |
95,28 |
95,76 |
--- |
--- |
95,52 |
--- |
WS0429 |
PL0000105391 |
111,71 |
115,29 |
4,68 |
4,38 |
113,50 |
4,53 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,64 |
100,72 |
2,82 |
2,57 |
100,68 |
2,69 |
OK0114 |
PL0000106712 |
98,41 |
98,54 |
2,86 |
2,63 |
98,48 |
2,73 |
PS0414 |
PL0000105433 |
102,30 |
102,41 |
2,82 |
2,68 |
102,36 |
2,75 |
OK0714 |
PL0000107009 |
97,07 |
97,27 |
2,84 |
2,64 |
97,17 |
2,74 |
WZ0115 |
PL0000106480 |
99,73 |
99,90 |
--- |
--- |
99,82 |
--- |
PS0415 |
PL0000105953 |
104,27 |
104,40 |
3,03 |
2,96 |
104,34 |
2,99 |
OK0715 |
PL0000107405 |
94,03 |
94,23 |
3,03 |
2,93 |
94,13 |
2,98 |
DS1015 |
PL0000103602 |
106,71 |
106,92 |
3,18 |
3,09 |
106,82 |
3,13 |
OK0116 |
PL0000107587 |
92,23 |
92,52 |
3,20 |
3,08 |
92,38 |
3,14 |
PS0416 |
PL0000106340 |
104,48 |
104,77 |
3,30 |
3,19 |
104,63 |
3,24 |
IZ0816 |
PL0000103529 |
103,24 |
104,62 |
--- |
--- |
103,93 |
--- |
PS1016 |
PL0000106795 |
104,26 |
104,46 |
3,36 |
3,30 |
104,36 |
3,33 |
WZ0117 |
PL0000106936 |
99,24 |
99,54 |
--- |
--- |
99,39 |
--- |
PS0417 |
PL0000107058 |
104,32 |
104,58 |
3,51 |
3,44 |
104,45 |
3,48 |
DS1017 |
PL0000104543 |
106,36 |
106,62 |
3,62 |
3,56 |
106,49 |
3,59 |
WZ0118 |
PL0000104717 |
98,74 |
99,09 |
--- |
--- |
98,92 |
--- |
PS0418 |
PL0000107314 |
100,27 |
100,52 |
3,68 |
3,63 |
100,40 |
3,65 |
PS0718 |
PL0000107595 |
94,53 |
94,83 |
3,70 |
3,63 |
94,68 |
3,67 |
DS1019 |
PL0000105441 |
108,86 |
109,32 |
3,88 |
3,81 |
109,09 |
3,84 |
DS1020 |
PL0000106126 |
107,50 |
107,95 |
4,04 |
3,97 |
107,73 |
4,00 |
WZ0121 |
PL0000106068 |
96,91 |
97,24 |
--- |
--- |
97,08 |
--- |
DS1021 |
PL0000106670 |
110,48 |
110,93 |
4,22 |
4,16 |
110,71 |
4,19 |
WS0922 |
PL0000102646 |
110,62 |
111,04 |
4,32 |
4,27 |
110,83 |
4,30 |
IZ0823 |
PL0000105359 |
100,68 |
104,36 |
--- |
--- |
102,52 |
--- |
DS1023 |
PL0000107264 |
97,32 |
97,72 |
4,32 |
4,27 |
97,52 |
4,30 |
WZ0124 |
PL0000107454 |
95,05 |
95,61 |
--- |
--- |
95,33 |
--- |
WS0429 |
PL0000105391 |
112,64 |
114,88 |
4,60 |
4,42 |
113,76 |
4,51 |
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 |
2,200 |
2,200 |
2,200 |
145 |
DS1019 |
PL0000105441 |
0/1 |
1 |
2,000 |
2,000 |
2,000 |
15 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,000 |
2,000 |
2,000 |
5 |
PS0418 |
PL0000107314 |
0/1 |
1 |
2,150 |
2,200 |
2,175 |
150 |
OK0715 |
PL0000107405 |
0/1 |
1 |
2,000 |
2,000 |
2,000 |
40 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
85 |
WS0429 |
PL0000105391 |
1/2 |
1 |
2,000 |
2,000 |
2,000 |
5 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,000 |
2,000 |
2,000 |
40 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,000 |
2,000 |
2,000 |
60 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
50 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
50 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
60 |
WS0429 |
PL0000105391 |
0/2 |
2 |
2,000 |
2,000 |
2,000 |
40 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,000 |
2,000 |
2,000 |
35 |
TOTAL |
780 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
2,450 |
2,450 |
2,450 |
300 |
TOTAL |
300 |