2013-07-04 |
MARKET DATA |
No 127 (2161) |
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 |
2 495,00 |
2 599,77 |
161 |
955,00 |
974,71 |
15 |
3 450,00 |
3 574,48 |
176 |
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 |
99,89 |
99,76 |
99,89 |
99,90 |
99,89 |
99,89 |
99,90 |
455 000 |
454,53 |
8 |
DS1013 |
PL0000102836 |
100,65 |
100,69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,54 |
98,59 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,34 |
102,37 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,18 |
97,29 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,43 |
104,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
94,20 |
94,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
107,02 |
107,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
92,58 |
92,60 |
92,60 |
92,60 |
92,57 |
92,60 |
92,60 |
60 000 |
55,56 |
4 |
PS0416 |
PL0000106340 |
105,00 |
104,95 |
104,95 |
105,05 |
104,95 |
105,05 |
104,99 |
115 000 |
121,91 |
7 |
PS1016 |
PL0000106795 |
105,01 |
104,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,34 |
105,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,72 |
107,30 |
107,65 |
107,65 |
107,65 |
107,65 |
107,65 |
10 000 |
11,13 |
1 |
PS0418 |
PL0000107314 |
101,72 |
100,90 |
101,25 |
101,84 |
101,25 |
101,84 |
101,66 |
175 000 |
179,23 |
15 |
PS0718 |
PL0000107595 |
96,08 |
95,65 |
95,96 |
95,96 |
95,96 |
95,96 |
95,96 |
10 000 |
9,83 |
1 |
DS1019 |
PL0000105441 |
111,53 |
110,75 |
110,82 |
111,35 |
110,75 |
111,35 |
110,91 |
110 000 |
126,25 |
11 |
DS1020 |
PL0000106126 |
110,25 |
109,50 |
109,50 |
109,54 |
109,50 |
109,54 |
109,53 |
40 000 |
45,28 |
4 |
DS1021 |
PL0000106670 |
113,80 |
112,70 |
112,85 |
113,40 |
112,85 |
113,35 |
113,19 |
35 000 |
41,03 |
4 |
WS0922 |
PL0000102646 |
113,96 |
112,80 |
112,80 |
113,93 |
112,80 |
113,93 |
113,38 |
262 500 |
309,53 |
26 |
DS1023 |
PL0000107264 |
100,65 |
99,65 |
99,60 |
100,60 |
99,60 |
100,57 |
100,09 |
352 500 |
362,70 |
36 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
117,71 |
118,70 |
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 |
103,40 |
103,50 |
103,40 |
103,40 |
103,40 |
103,40 |
103,40 |
10 000 |
13,59 |
1 |
IZ0823 |
PL0000105359 |
104,00 |
103,86 |
104,00 |
104,00 |
104,00 |
104,00 |
104,00 |
10 000 |
12,33 |
1 |
WZ0115 |
PL0000106480 |
99,87 |
99,85 |
99,85 |
99,90 |
99,85 |
99,90 |
99,86 |
250 000 |
254,16 |
6 |
WZ0117 |
PL0000106936 |
99,65 |
99,45 |
99,58 |
99,64 |
99,45 |
99,64 |
99,59 |
105 000 |
106,46 |
5 |
WZ0118 |
PL0000104717 |
99,42 |
99,08 |
99,25 |
99,45 |
99,25 |
99,29 |
99,34 |
290 000 |
293,33 |
13 |
WZ0119 |
PL0000107603 |
98,90 |
98,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,07 |
97,22 |
97,66 |
98,33 |
97,66 |
98,33 |
98,06 |
100 000 |
99,86 |
7 |
WZ0124 |
PL0000107454 |
96,59 |
95,66 |
95,90 |
96,65 |
95,90 |
96,44 |
96,35 |
105 000 |
103,06 |
11 |
TOTAL |
2 495 000 |
2 599,77 |
161 |
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 |
106,80 |
107,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,25 |
109,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,60 |
119,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
110,15 |
100,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
113,25 |
113,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
111,50 |
112,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
115,25 |
116,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
108,75 |
109,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
102,15 |
103,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
119,00 |
120,00 |
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 |
51 |
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 |
2,75 |
2,43 |
100,68 |
2,59 |
OK0114 |
PL0000106712 |
98,48 |
98,66 |
2,80 |
2,47 |
98,57 |
2,63 |
PS0414 |
PL0000105433 |
102,24 |
102,42 |
2,84 |
2,62 |
102,33 |
2,73 |
OK0714 |
PL0000107009 |
97,10 |
97,30 |
2,85 |
2,65 |
97,20 |
2,75 |
WZ0115 |
PL0000106480 |
99,74 |
99,92 |
--- |
--- |
99,83 |
--- |
PS0415 |
PL0000105953 |
104,28 |
104,47 |
3,01 |
2,90 |
104,38 |
2,95 |
OK0715 |
PL0000107405 |
94,11 |
94,28 |
3,01 |
2,92 |
94,20 |
2,96 |
DS1015 |
PL0000103602 |
106,82 |
107,02 |
3,12 |
3,03 |
106,92 |
3,07 |
OK0116 |
PL0000107587 |
92,47 |
92,69 |
3,12 |
3,02 |
92,58 |
3,07 |
PS0416 |
PL0000106340 |
104,77 |
105,03 |
3,18 |
3,09 |
104,90 |
3,14 |
IZ0816 |
PL0000103529 |
102,37 |
104,02 |
--- |
--- |
103,20 |
--- |
PS1016 |
PL0000106795 |
104,73 |
105,02 |
3,21 |
3,12 |
104,88 |
3,16 |
WZ0117 |
PL0000106936 |
99,24 |
99,61 |
--- |
--- |
99,43 |
--- |
PS0417 |
PL0000107058 |
104,94 |
105,23 |
3,34 |
3,26 |
105,09 |
3,30 |
DS1017 |
PL0000104543 |
107,14 |
107,43 |
3,43 |
3,36 |
107,29 |
3,39 |
WZ0118 |
PL0000104717 |
98,87 |
99,24 |
--- |
--- |
99,06 |
--- |
PS0418 |
PL0000107314 |
101,12 |
101,41 |
3,49 |
3,42 |
101,27 |
3,45 |
PS0718 |
PL0000107595 |
95,46 |
95,77 |
3,49 |
3,42 |
95,62 |
3,46 |
DS1019 |
PL0000105441 |
110,55 |
110,87 |
3,59 |
3,54 |
110,71 |
3,57 |
DS1020 |
PL0000106126 |
109,22 |
109,61 |
3,78 |
3,72 |
109,42 |
3,75 |
WZ0121 |
PL0000106068 |
96,81 |
97,43 |
--- |
--- |
97,12 |
--- |
DS1021 |
PL0000106670 |
112,59 |
113,02 |
3,94 |
3,88 |
112,81 |
3,91 |
WS0922 |
PL0000102646 |
112,64 |
113,05 |
4,07 |
4,02 |
112,85 |
4,05 |
IZ0823 |
PL0000105359 |
100,67 |
105,38 |
--- |
--- |
103,03 |
--- |
DS1023 |
PL0000107264 |
99,38 |
99,76 |
4,07 |
4,02 |
99,57 |
4,05 |
WZ0124 |
PL0000107454 |
95,19 |
95,80 |
--- |
--- |
95,50 |
--- |
WS0429 |
PL0000105391 |
114,73 |
122,27 |
4,43 |
3,84 |
118,50 |
4,13 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,63 |
100,72 |
2,75 |
2,46 |
100,68 |
2,59 |
OK0114 |
PL0000106712 |
98,51 |
98,67 |
2,75 |
2,45 |
98,59 |
2,60 |
PS0414 |
PL0000105433 |
102,30 |
102,46 |
2,77 |
2,57 |
102,38 |
2,67 |
OK0714 |
PL0000107009 |
97,15 |
97,35 |
2,80 |
2,60 |
97,25 |
2,70 |
WZ0115 |
PL0000106480 |
99,82 |
99,96 |
--- |
--- |
99,89 |
--- |
PS0415 |
PL0000105953 |
104,35 |
104,56 |
2,97 |
2,85 |
104,46 |
2,91 |
OK0715 |
PL0000107405 |
94,17 |
94,39 |
2,98 |
2,86 |
94,28 |
2,92 |
DS1015 |
PL0000103602 |
106,96 |
107,17 |
3,06 |
2,96 |
107,07 |
3,01 |
OK0116 |
PL0000107587 |
92,44 |
92,75 |
3,13 |
2,99 |
92,60 |
3,06 |
PS0416 |
PL0000106340 |
104,88 |
105,11 |
3,14 |
3,06 |
105,00 |
3,10 |
IZ0816 |
PL0000103529 |
102,77 |
103,80 |
--- |
--- |
103,29 |
--- |
PS1016 |
PL0000106795 |
104,86 |
105,10 |
3,17 |
3,09 |
104,98 |
3,13 |
WZ0117 |
PL0000106936 |
99,53 |
99,82 |
--- |
--- |
99,68 |
--- |
PS0417 |
PL0000107058 |
105,20 |
105,50 |
3,27 |
3,18 |
105,35 |
3,22 |
DS1017 |
PL0000104543 |
107,55 |
107,85 |
3,33 |
3,26 |
107,70 |
3,29 |
WZ0118 |
PL0000104717 |
99,23 |
99,53 |
--- |
--- |
99,38 |
--- |
PS0418 |
PL0000107314 |
101,57 |
101,82 |
3,39 |
3,33 |
101,70 |
3,36 |
PS0718 |
PL0000107595 |
95,91 |
96,25 |
3,39 |
3,32 |
96,08 |
3,36 |
DS1019 |
PL0000105441 |
111,11 |
111,63 |
3,50 |
3,41 |
111,37 |
3,46 |
DS1020 |
PL0000106126 |
110,01 |
110,51 |
3,66 |
3,58 |
110,26 |
3,62 |
WZ0121 |
PL0000106068 |
97,82 |
98,42 |
--- |
--- |
98,12 |
--- |
DS1021 |
PL0000106670 |
113,49 |
113,96 |
3,82 |
3,76 |
113,73 |
3,79 |
WS0922 |
PL0000102646 |
113,55 |
114,06 |
3,96 |
3,90 |
113,81 |
3,93 |
IZ0823 |
PL0000105359 |
102,01 |
106,59 |
--- |
--- |
104,30 |
--- |
DS1023 |
PL0000107264 |
100,24 |
100,67 |
3,97 |
3,92 |
100,46 |
3,94 |
WZ0124 |
PL0000107454 |
96,24 |
96,77 |
--- |
--- |
96,51 |
--- |
WS0429 |
PL0000105391 |
116,48 |
118,94 |
4,29 |
4,09 |
117,71 |
4,19 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS1016 |
PL0000106795 |
0/1 |
1 |
2,200 |
2,200 |
2,200 |
100 |
OK0714 |
PL0000107009 |
0/1 |
1 |
2,050 |
2,050 |
2,050 |
50 |
PS0418 |
PL0000107314 |
0/1 |
1 |
2,200 |
2,250 |
2,205 |
500 |
OK0715 |
PL0000107405 |
0/1 |
1 |
2,000 |
2,000 |
2,000 |
45 |
OK0116 |
PL0000107587 |
0/1 |
1 |
2,000 |
2,000 |
2,000 |
25 |
WS0429 |
PL0000105391 |
1/4 |
3 |
2,000 |
2,000 |
2,000 |
10 |
PS0414 |
PL0000105433 |
1/4 |
3 |
2,300 |
2,300 |
2,300 |
50 |
PS0416 |
PL0000106340 |
1/4 |
3 |
2,200 |
2,200 |
2,200 |
60 |
OK0114 |
PL0000106712 |
1/4 |
3 |
2,000 |
2,000 |
2,000 |
15 |
WZ0121 |
PL0000106068 |
1/4 |
3 |
2,100 |
2,100 |
2,100 |
50 |
WZ0117 |
PL0000106936 |
1/4 |
3 |
2,200 |
2,200 |
2,200 |
50 |
TOTAL |
955 |