2013-07-02 |
MARKET DATA |
No 125 (2159) |
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 |
2 850,00 |
3 001,86 |
215 |
885,00 |
943,18 |
13 |
3 735,00 |
3 945,04 |
228 |
T-bonds EUR |
0,50 |
0,60 |
1 |
0,00 |
0,00 |
0 |
0,50 |
0,60 |
1 |
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 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,65 |
100,71 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,44 |
98,52 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,33 |
102,40 |
102,33 |
102,33 |
102,33 |
102,33 |
102,33 |
30 000 |
31,03 |
1 |
OK0714 |
PL0000107009 |
97,15 |
97,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,45 |
104,40 |
104,42 |
104,46 |
104,39 |
104,46 |
104,40 |
302 500 |
319,01 |
14 |
OK0715 |
PL0000107405 |
94,17 |
94,19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,97 |
106,91 |
107,02 |
107,05 |
107,02 |
107,05 |
107,04 |
35 000 |
38,98 |
2 |
OK0116 |
PL0000107587 |
92,50 |
92,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,95 |
104,75 |
104,85 |
104,99 |
104,85 |
104,95 |
104,91 |
560 000 |
592,85 |
32 |
PS1016 |
PL0000106795 |
104,83 |
104,48 |
104,55 |
104,70 |
104,55 |
104,70 |
104,63 |
20 000 |
21,58 |
2 |
PS0417 |
PL0000107058 |
105,06 |
104,60 |
104,80 |
105,06 |
104,79 |
105,05 |
104,92 |
397 500 |
420,69 |
34 |
DS1017 |
PL0000104543 |
107,13 |
106,65 |
106,65 |
107,23 |
106,65 |
107,23 |
106,94 |
210 000 |
232,19 |
20 |
PS0418 |
PL0000107314 |
101,11 |
100,52 |
100,60 |
101,10 |
100,60 |
101,10 |
100,81 |
255 000 |
258,90 |
25 |
PS0718 |
PL0000107595 |
95,36 |
94,85 |
95,20 |
95,23 |
95,20 |
95,23 |
95,21 |
12 500 |
12,20 |
2 |
DS1019 |
PL0000105441 |
110,16 |
109,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,89 |
108,00 |
108,00 |
109,34 |
108,00 |
109,34 |
108,67 |
20 000 |
22,46 |
2 |
DS1021 |
PL0000106670 |
112,15 |
111,05 |
111,24 |
112,01 |
111,24 |
112,01 |
111,63 |
110 000 |
127,17 |
11 |
WS0922 |
PL0000102646 |
112,45 |
111,20 |
112,40 |
112,45 |
111,90 |
112,45 |
112,32 |
50 000 |
58,40 |
6 |
DS1023 |
PL0000107264 |
99,30 |
97,85 |
97,90 |
99,30 |
97,90 |
99,30 |
98,67 |
305 000 |
309,36 |
32 |
WS0428 |
PL0000107611 |
97,50 |
84,83 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
115,80 |
114,00 |
114,50 |
115,80 |
114,50 |
115,80 |
115,19 |
22 500 |
26,17 |
3 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,85 |
103,50 |
103,60 |
103,60 |
103,20 |
103,20 |
103,37 |
40 000 |
54,32 |
5 |
IZ0823 |
PL0000105359 |
101,50 |
104,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,82 |
99,85 |
99,87 |
99,87 |
99,85 |
99,85 |
99,86 |
35 000 |
35,57 |
2 |
WZ0117 |
PL0000106936 |
99,36 |
99,45 |
99,45 |
99,47 |
99,45 |
99,47 |
99,45 |
22 500 |
22,77 |
3 |
WZ0118 |
PL0000104717 |
99,07 |
98,98 |
99,00 |
99,07 |
98,98 |
99,03 |
99,01 |
140 000 |
141,08 |
7 |
WZ0119 |
PL0000107603 |
98,60 |
98,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,15 |
97,10 |
97,15 |
97,17 |
97,10 |
97,17 |
97,15 |
150 000 |
148,36 |
6 |
WZ0124 |
PL0000107454 |
95,46 |
95,36 |
95,38 |
95,55 |
95,36 |
95,55 |
95,43 |
132 500 |
128,78 |
6 |
TOTAL |
2 850 000 |
3 001,86 |
215 |
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 |
103,20 |
103,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
106,85 |
107,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,90 |
109,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,40 |
119,35 |
119,60 |
119,60 |
119,60 |
119,60 |
119,60 |
500 |
0,60 |
1 |
EUR0119 |
XS0874841066 |
100,70 |
100,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
113,25 |
113,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
111,80 |
112,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
115,50 |
116,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
109,75 |
109,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
102,75 |
103,45 |
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 |
500 |
0,60 |
1 |
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 |
55 |
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 |
100,63 |
100,73 |
2,83 |
2,51 |
100,68 |
2,67 |
OK0114 |
PL0000106712 |
98,40 |
98,56 |
2,90 |
2,60 |
98,48 |
2,75 |
PS0414 |
PL0000105433 |
102,29 |
102,43 |
2,82 |
2,65 |
102,36 |
2,73 |
OK0714 |
PL0000107009 |
97,11 |
97,29 |
2,81 |
2,63 |
97,20 |
2,72 |
WZ0115 |
PL0000106480 |
99,77 |
99,95 |
--- |
--- |
99,86 |
--- |
PS0415 |
PL0000105953 |
104,37 |
104,54 |
2,97 |
2,88 |
104,46 |
2,92 |
OK0715 |
PL0000107405 |
94,08 |
94,27 |
3,01 |
2,91 |
94,18 |
2,96 |
DS1015 |
PL0000103602 |
106,83 |
107,02 |
3,13 |
3,04 |
106,93 |
3,08 |
OK0116 |
PL0000107587 |
92,27 |
92,62 |
3,19 |
3,04 |
92,45 |
3,11 |
PS0416 |
PL0000106340 |
104,62 |
104,87 |
3,24 |
3,15 |
104,75 |
3,20 |
IZ0816 |
PL0000103529 |
103,38 |
104,35 |
--- |
--- |
103,87 |
--- |
PS1016 |
PL0000106795 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0117 |
PL0000106936 |
99,25 |
99,63 |
--- |
--- |
99,44 |
--- |
PS0417 |
PL0000107058 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1017 |
PL0000104543 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0118 |
PL0000104717 |
98,83 |
99,23 |
--- |
--- |
99,03 |
--- |
PS0418 |
PL0000107314 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
PS0718 |
PL0000107595 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1019 |
PL0000105441 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
DS1020 |
PL0000106126 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0121 |
PL0000106068 |
96,94 |
97,30 |
--- |
--- |
97,12 |
--- |
DS1021 |
PL0000106670 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WS0922 |
PL0000102646 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
IZ0823 |
PL0000105359 |
100,96 |
104,61 |
--- |
--- |
102,79 |
--- |
DS1023 |
PL0000107264 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
WZ0124 |
PL0000107454 |
95,25 |
95,63 |
--- |
--- |
95,44 |
--- |
WS0429 |
PL0000105391 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,63 |
100,76 |
2,83 |
2,42 |
100,70 |
2,61 |
OK0114 |
PL0000106712 |
98,42 |
98,57 |
2,86 |
2,58 |
98,50 |
2,71 |
PS0414 |
PL0000105433 |
102,29 |
102,42 |
2,82 |
2,66 |
102,36 |
2,73 |
OK0714 |
PL0000107009 |
97,13 |
97,31 |
2,79 |
2,61 |
97,22 |
2,70 |
WZ0115 |
PL0000106480 |
99,77 |
99,93 |
--- |
--- |
99,85 |
--- |
PS0415 |
PL0000105953 |
104,38 |
104,54 |
2,97 |
2,88 |
104,46 |
2,92 |
OK0715 |
PL0000107405 |
94,12 |
94,32 |
2,99 |
2,88 |
94,22 |
2,94 |
DS1015 |
PL0000103602 |
106,91 |
107,11 |
3,09 |
3,00 |
107,01 |
3,05 |
OK0116 |
PL0000107587 |
92,41 |
92,74 |
3,13 |
2,99 |
92,58 |
3,06 |
PS0416 |
PL0000106340 |
104,83 |
105,06 |
3,17 |
3,08 |
104,95 |
3,12 |
IZ0816 |
PL0000103529 |
103,05 |
103,96 |
--- |
--- |
103,51 |
--- |
PS1016 |
PL0000106795 |
104,65 |
104,98 |
3,24 |
3,13 |
104,82 |
3,18 |
WZ0117 |
PL0000106936 |
99,28 |
99,52 |
--- |
--- |
99,40 |
--- |
PS0417 |
PL0000107058 |
104,84 |
105,11 |
3,37 |
3,29 |
104,98 |
3,33 |
DS1017 |
PL0000104543 |
106,96 |
107,26 |
3,48 |
3,40 |
107,11 |
3,44 |
WZ0118 |
PL0000104717 |
98,90 |
99,15 |
--- |
--- |
99,03 |
--- |
PS0418 |
PL0000107314 |
100,98 |
101,24 |
3,52 |
3,46 |
101,11 |
3,49 |
PS0718 |
PL0000107595 |
95,17 |
95,53 |
3,56 |
3,48 |
95,35 |
3,52 |
DS1019 |
PL0000105441 |
110,02 |
110,48 |
3,69 |
3,61 |
110,25 |
3,65 |
DS1020 |
PL0000106126 |
108,78 |
109,24 |
3,84 |
3,77 |
109,01 |
3,81 |
WZ0121 |
PL0000106068 |
96,98 |
97,24 |
--- |
--- |
97,11 |
--- |
DS1021 |
PL0000106670 |
111,91 |
112,37 |
4,03 |
3,97 |
112,14 |
4,00 |
WS0922 |
PL0000102646 |
112,14 |
112,52 |
4,13 |
4,09 |
112,33 |
4,11 |
IZ0823 |
PL0000105359 |
100,75 |
105,24 |
--- |
--- |
103,00 |
--- |
DS1023 |
PL0000107264 |
98,89 |
99,24 |
4,13 |
4,09 |
99,07 |
4,11 |
WZ0124 |
PL0000107454 |
95,28 |
95,60 |
--- |
--- |
95,44 |
--- |
WS0429 |
PL0000105391 |
114,23 |
116,09 |
4,47 |
4,32 |
115,16 |
4,39 |
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 |
2,100 |
2,100 |
2,100 |
20 |
PS0416 |
PL0000106340 |
0/1 |
1 |
2,000 |
2,000 |
2,000 |
15 |
PS1016 |
PL0000106795 |
0/1 |
1 |
2,000 |
2,000 |
2,000 |
20 |
OK0715 |
PL0000107405 |
0/1 |
1 |
1,900 |
2,000 |
1,950 |
80 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,200 |
2,200 |
2,200 |
70 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,900 |
1,900 |
1,900 |
70 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,200 |
2,200 |
2,200 |
95 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
2,100 |
2,100 |
2,100 |
50 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
60 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,000 |
2,000 |
2,000 |
310 |
OK0715 |
PL0000107405 |
1/8 |
7 |
2,000 |
2,000 |
2,000 |
5 |
WZ0118 |
PL0000104717 |
1/8 |
7 |
2,200 |
2,200 |
2,200 |
90 |
TOTAL |
885 |