2013-07-03 |
MARKET DATA |
No 126 (2160) |
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 |
1 450,00 |
1 516,15 |
108 |
995,00 |
1 069,33 |
14 |
2 445,00 |
2 585,47 |
122 |
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 |
99,85 |
99,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,68 |
100,69 |
100,69 |
100,69 |
100,69 |
100,69 |
100,69 |
40 000 |
41,67 |
1 |
OK0114 |
PL0000106712 |
98,53 |
98,56 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,35 |
102,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,17 |
97,27 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,46 |
104,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
94,18 |
94,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
107,08 |
107,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
92,59 |
92,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,95 |
104,90 |
104,95 |
104,95 |
104,90 |
104,95 |
104,94 |
35 000 |
37,07 |
6 |
PS1016 |
PL0000106795 |
104,83 |
104,64 |
104,80 |
104,80 |
104,70 |
104,70 |
104,77 |
50 000 |
54,03 |
3 |
PS0417 |
PL0000107058 |
105,00 |
104,68 |
104,89 |
105,00 |
104,89 |
105,00 |
104,95 |
30 000 |
31,76 |
3 |
DS1017 |
PL0000104543 |
107,12 |
106,86 |
107,10 |
107,16 |
107,10 |
107,16 |
107,13 |
40 000 |
44,31 |
4 |
PS0418 |
PL0000107314 |
101,20 |
100,91 |
101,06 |
101,21 |
100,90 |
101,17 |
101,07 |
345 000 |
351,21 |
30 |
PS0718 |
PL0000107595 |
95,42 |
95,30 |
95,42 |
95,42 |
95,42 |
95,42 |
95,42 |
10 000 |
9,78 |
1 |
DS1019 |
PL0000105441 |
110,49 |
109,38 |
110,25 |
110,71 |
110,25 |
110,71 |
110,55 |
125 000 |
142,95 |
13 |
DS1020 |
PL0000106126 |
114,29 |
109,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,47 |
110,05 |
112,10 |
112,49 |
112,10 |
112,40 |
112,35 |
70 000 |
81,44 |
7 |
WS0922 |
PL0000102646 |
112,57 |
112,25 |
112,10 |
112,95 |
112,10 |
112,95 |
112,53 |
20 000 |
23,40 |
2 |
DS1023 |
PL0000107264 |
105,73 |
99,00 |
98,90 |
99,50 |
98,90 |
99,00 |
99,04 |
250 000 |
254,54 |
23 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
115,40 |
116,50 |
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 |
103,00 |
103,10 |
103,10 |
103,10 |
103,10 |
103,10 |
103,10 |
10 000 |
13,55 |
1 |
IZ0823 |
PL0000105359 |
104,50 |
104,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,83 |
99,82 |
99,83 |
99,83 |
99,79 |
99,82 |
99,82 |
370 000 |
375,87 |
10 |
WZ0117 |
PL0000106936 |
99,36 |
99,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,10 |
99,08 |
99,00 |
99,00 |
99,00 |
99,00 |
99,00 |
10 000 |
10,08 |
1 |
WZ0119 |
PL0000107603 |
98,60 |
98,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,10 |
97,20 |
97,10 |
97,20 |
97,07 |
97,20 |
97,11 |
45 000 |
44,49 |
3 |
WZ0124 |
PL0000107454 |
95,44 |
95,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 450 000 |
1 516,15 |
108 |
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 |
103,15 |
103,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
106,85 |
107,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,10 |
109,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,50 |
119,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
99,85 |
100,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
112,75 |
113,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
111,25 |
112,25 |
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 |
109,00 |
109,50 |
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 |
54 |
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 |
100,61 |
100,72 |
2,88 |
2,53 |
100,67 |
2,69 |
OK0114 |
PL0000106712 |
98,40 |
98,58 |
2,91 |
2,58 |
98,49 |
2,74 |
PS0414 |
PL0000105433 |
102,27 |
102,42 |
2,84 |
2,65 |
102,35 |
2,74 |
OK0714 |
PL0000107009 |
97,13 |
97,32 |
2,80 |
2,61 |
97,23 |
2,70 |
WZ0115 |
PL0000106480 |
99,73 |
99,94 |
--- |
--- |
99,84 |
--- |
PS0415 |
PL0000105953 |
104,33 |
104,52 |
2,99 |
2,89 |
104,43 |
2,94 |
OK0715 |
PL0000107405 |
94,09 |
94,31 |
3,01 |
2,89 |
94,20 |
2,95 |
DS1015 |
PL0000103602 |
106,86 |
107,08 |
3,11 |
3,01 |
106,97 |
3,06 |
OK0116 |
PL0000107587 |
92,46 |
92,77 |
3,11 |
2,98 |
92,62 |
3,04 |
PS0416 |
PL0000106340 |
104,78 |
105,08 |
3,18 |
3,07 |
104,93 |
3,13 |
IZ0816 |
PL0000103529 |
102,12 |
103,80 |
--- |
--- |
102,96 |
--- |
PS1016 |
PL0000106795 |
104,65 |
104,95 |
3,24 |
3,14 |
104,80 |
3,19 |
WZ0117 |
PL0000106936 |
99,25 |
99,60 |
--- |
--- |
99,43 |
--- |
PS0417 |
PL0000107058 |
104,81 |
105,11 |
3,38 |
3,29 |
104,96 |
3,33 |
DS1017 |
PL0000104543 |
106,91 |
107,19 |
3,49 |
3,42 |
107,05 |
3,45 |
WZ0118 |
PL0000104717 |
98,84 |
99,26 |
--- |
--- |
99,05 |
--- |
PS0418 |
PL0000107314 |
100,93 |
101,11 |
3,53 |
3,49 |
101,02 |
3,51 |
PS0718 |
PL0000107595 |
95,09 |
95,39 |
3,58 |
3,51 |
95,24 |
3,54 |
DS1019 |
PL0000105441 |
109,90 |
110,34 |
3,71 |
3,63 |
110,12 |
3,67 |
DS1020 |
PL0000106126 |
108,65 |
109,09 |
3,86 |
3,80 |
108,87 |
3,83 |
WZ0121 |
PL0000106068 |
96,91 |
97,27 |
--- |
--- |
97,09 |
--- |
DS1021 |
PL0000106670 |
111,84 |
112,27 |
4,04 |
3,98 |
112,06 |
4,01 |
WS0922 |
PL0000102646 |
111,99 |
112,42 |
4,15 |
4,10 |
112,21 |
4,13 |
IZ0823 |
PL0000105359 |
100,44 |
105,06 |
--- |
--- |
102,75 |
--- |
DS1023 |
PL0000107264 |
98,96 |
99,21 |
4,12 |
4,09 |
99,09 |
4,11 |
WZ0124 |
PL0000107454 |
95,17 |
95,76 |
--- |
--- |
95,47 |
--- |
WS0429 |
PL0000105391 |
112,73 |
118,29 |
4,59 |
4,14 |
115,51 |
4,37 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,64 |
100,74 |
2,78 |
2,46 |
100,69 |
2,62 |
OK0114 |
PL0000106712 |
98,47 |
98,66 |
2,78 |
2,43 |
98,57 |
2,60 |
PS0414 |
PL0000105433 |
102,27 |
102,46 |
2,84 |
2,60 |
102,37 |
2,71 |
OK0714 |
PL0000107009 |
97,14 |
97,30 |
2,79 |
2,63 |
97,22 |
2,71 |
WZ0115 |
PL0000106480 |
99,74 |
99,91 |
--- |
--- |
99,83 |
--- |
PS0415 |
PL0000105953 |
104,24 |
104,43 |
3,04 |
2,94 |
104,34 |
2,99 |
OK0715 |
PL0000107405 |
94,02 |
94,30 |
3,05 |
2,90 |
94,16 |
2,97 |
DS1015 |
PL0000103602 |
106,75 |
107,08 |
3,16 |
3,01 |
106,92 |
3,08 |
OK0116 |
PL0000107587 |
92,33 |
92,64 |
3,17 |
3,03 |
92,49 |
3,10 |
PS0416 |
PL0000106340 |
104,67 |
105,00 |
3,22 |
3,10 |
104,84 |
3,16 |
IZ0816 |
PL0000103529 |
102,46 |
104,02 |
--- |
--- |
103,24 |
--- |
PS1016 |
PL0000106795 |
104,53 |
104,90 |
3,27 |
3,16 |
104,72 |
3,21 |
WZ0117 |
PL0000106936 |
99,26 |
99,54 |
--- |
--- |
99,40 |
--- |
PS0417 |
PL0000107058 |
104,72 |
105,06 |
3,40 |
3,31 |
104,89 |
3,35 |
DS1017 |
PL0000104543 |
106,81 |
107,13 |
3,51 |
3,43 |
106,97 |
3,47 |
WZ0118 |
PL0000104717 |
98,85 |
99,16 |
--- |
--- |
99,01 |
--- |
PS0418 |
PL0000107314 |
100,81 |
101,12 |
3,56 |
3,49 |
100,97 |
3,52 |
PS0718 |
PL0000107595 |
95,09 |
95,38 |
3,58 |
3,51 |
95,24 |
3,54 |
DS1019 |
PL0000105441 |
108,61 |
110,26 |
3,93 |
3,64 |
109,44 |
3,78 |
DS1020 |
PL0000106126 |
108,13 |
109,74 |
3,94 |
3,70 |
108,94 |
3,82 |
WZ0121 |
PL0000106068 |
96,96 |
97,44 |
--- |
--- |
97,20 |
--- |
DS1021 |
PL0000106670 |
112,19 |
112,60 |
3,99 |
3,94 |
112,40 |
3,96 |
WS0922 |
PL0000102646 |
111,90 |
112,95 |
4,16 |
4,03 |
112,43 |
4,10 |
IZ0823 |
PL0000105359 |
101,08 |
105,54 |
--- |
--- |
103,31 |
--- |
DS1023 |
PL0000107264 |
98,95 |
99,35 |
4,12 |
4,07 |
99,15 |
4,10 |
WZ0124 |
PL0000107454 |
95,23 |
95,74 |
--- |
--- |
95,49 |
--- |
WS0429 |
PL0000105391 |
114,89 |
117,26 |
4,42 |
4,23 |
116,08 |
4,32 |
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 |
2,000 |
2,000 |
2,000 |
30 |
DS1015 |
PL0000103602 |
1/2 |
1 |
2,100 |
2,100 |
2,100 |
120 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,120 |
2,120 |
2,120 |
100 |
WS0429 |
PL0000105391 |
1/2 |
1 |
2,000 |
2,000 |
2,000 |
20 |
PS0414 |
PL0000105433 |
1/2 |
1 |
2,100 |
2,100 |
2,100 |
50 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,900 |
1,900 |
1,900 |
70 |
PS0416 |
PL0000106340 |
1/2 |
1 |
2,100 |
2,100 |
2,100 |
50 |
OK0114 |
PL0000106712 |
1/2 |
1 |
2,100 |
2,100 |
2,100 |
40 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,100 |
2,100 |
2,100 |
105 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
80 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,100 |
2,100 |
2,100 |
60 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,000 |
2,000 |
2,000 |
210 |
OK0715 |
PL0000107405 |
1/8 |
7 |
2,100 |
2,100 |
2,100 |
60 |
TOTAL |
995 |