2013-07-05 |
MARKET DATA |
No 128 (2162) |
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 |
1 752,50 |
1 884,90 |
153 |
875,00 |
893,87 |
17 |
2 627,50 |
2 778,77 |
170 |
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 |
99,90 |
99,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,65 |
100,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,57 |
98,63 |
98,57 |
98,57 |
98,57 |
98,57 |
98,57 |
77 500 |
76,39 |
1 |
PS0414 |
PL0000105433 |
102,32 |
102,33 |
102,31 |
102,31 |
102,29 |
102,29 |
102,30 |
200 000 |
206,96 |
4 |
OK0714 |
PL0000107009 |
97,29 |
97,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,40 |
104,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
94,27 |
94,23 |
94,27 |
94,27 |
94,25 |
94,26 |
94,26 |
45 000 |
42,42 |
3 |
DS1015 |
PL0000103602 |
107,03 |
106,97 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
92,50 |
92,42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,92 |
104,79 |
105,00 |
105,00 |
104,85 |
104,85 |
104,93 |
50 000 |
52,98 |
2 |
PS1016 |
PL0000106795 |
104,93 |
104,63 |
104,72 |
104,72 |
104,72 |
104,72 |
104,72 |
10 000 |
10,81 |
1 |
PS0417 |
PL0000107058 |
105,33 |
104,90 |
104,90 |
104,95 |
104,90 |
104,95 |
104,92 |
15 000 |
15,88 |
2 |
DS1017 |
PL0000104543 |
107,56 |
107,28 |
107,47 |
107,48 |
107,45 |
107,45 |
107,47 |
30 000 |
33,35 |
3 |
PS0418 |
PL0000107314 |
101,60 |
101,15 |
101,45 |
101,75 |
101,18 |
101,20 |
101,48 |
205 000 |
209,61 |
20 |
PS0718 |
PL0000107595 |
95,85 |
95,30 |
95,76 |
95,76 |
95,40 |
95,57 |
95,61 |
200 000 |
196,01 |
20 |
DS1019 |
PL0000105441 |
111,33 |
110,57 |
111,00 |
111,30 |
110,37 |
110,37 |
110,89 |
275 000 |
315,59 |
28 |
DS1020 |
PL0000106126 |
110,28 |
109,69 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
113,77 |
111,45 |
113,47 |
113,47 |
112,90 |
113,21 |
113,06 |
140 000 |
163,95 |
15 |
WS0922 |
PL0000102646 |
114,05 |
113,00 |
114,00 |
114,00 |
103,00 |
113,30 |
113,08 |
265 000 |
311,72 |
28 |
DS1023 |
PL0000107264 |
100,60 |
99,67 |
100,20 |
100,58 |
99,70 |
100,14 |
100,13 |
180 000 |
185,29 |
21 |
WS0428 |
PL0000107611 |
72,84 |
84,84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
116,50 |
118,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
105,00 |
120,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,80 |
103,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
103,00 |
105,50 |
103,00 |
103,00 |
102,90 |
102,90 |
102,95 |
20 000 |
24,42 |
2 |
WZ0115 |
PL0000106480 |
99,88 |
99,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,65 |
99,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,32 |
99,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
98,90 |
99,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,10 |
98,24 |
98,35 |
98,35 |
98,35 |
98,35 |
98,35 |
10 000 |
10,02 |
1 |
WZ0124 |
PL0000107454 |
96,40 |
96,43 |
96,51 |
96,52 |
96,51 |
96,52 |
96,52 |
30 000 |
29,50 |
2 |
TOTAL |
1 752 500 |
1 884,90 |
153 |
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 |
103,10 |
103,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
106,90 |
107,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,25 |
109,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,50 |
120,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
100,00 |
100,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
113,10 |
113,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
111,60 |
112,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
115,50 |
116,50 |
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 |
102,35 |
103,35 |
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 |
50 |
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 |
100,72 |
2,74 |
2,44 |
100,68 |
2,57 |
OK0114 |
PL0000106712 |
98,53 |
98,67 |
2,72 |
2,46 |
98,60 |
2,59 |
PS0414 |
PL0000105433 |
102,29 |
102,44 |
2,77 |
2,58 |
102,37 |
2,67 |
OK0714 |
PL0000107009 |
97,24 |
97,41 |
2,72 |
2,55 |
97,33 |
2,63 |
WZ0115 |
PL0000106480 |
99,78 |
100,00 |
--- |
--- |
99,89 |
--- |
PS0415 |
PL0000105953 |
104,37 |
104,53 |
2,96 |
2,87 |
104,45 |
2,91 |
OK0715 |
PL0000107405 |
94,22 |
94,38 |
2,96 |
2,87 |
94,30 |
2,91 |
DS1015 |
PL0000103602 |
107,01 |
107,22 |
3,03 |
2,94 |
107,12 |
2,98 |
OK0116 |
PL0000107587 |
92,44 |
92,68 |
3,13 |
3,03 |
92,56 |
3,08 |
PS0416 |
PL0000106340 |
104,87 |
105,13 |
3,14 |
3,05 |
105,00 |
3,10 |
IZ0816 |
PL0000103529 |
102,66 |
103,55 |
--- |
--- |
103,11 |
--- |
PS1016 |
PL0000106795 |
104,85 |
105,14 |
3,17 |
3,08 |
105,00 |
3,12 |
WZ0117 |
PL0000106936 |
99,48 |
99,81 |
--- |
--- |
99,65 |
--- |
PS0417 |
PL0000107058 |
105,23 |
105,53 |
3,26 |
3,17 |
105,38 |
3,22 |
DS1017 |
PL0000104543 |
107,47 |
107,77 |
3,35 |
3,27 |
107,62 |
3,31 |
WZ0118 |
PL0000104717 |
99,16 |
99,55 |
--- |
--- |
99,36 |
--- |
PS0418 |
PL0000107314 |
101,43 |
101,73 |
3,42 |
3,35 |
101,58 |
3,38 |
PS0718 |
PL0000107595 |
95,72 |
96,02 |
3,44 |
3,37 |
95,87 |
3,40 |
DS1019 |
PL0000105441 |
111,07 |
111,52 |
3,50 |
3,43 |
111,30 |
3,47 |
DS1020 |
PL0000106126 |
110,02 |
110,37 |
3,65 |
3,60 |
110,20 |
3,63 |
WZ0121 |
PL0000106068 |
97,89 |
98,44 |
--- |
--- |
98,17 |
--- |
DS1021 |
PL0000106670 |
113,46 |
113,91 |
3,82 |
3,76 |
113,69 |
3,79 |
WS0922 |
PL0000102646 |
113,69 |
114,14 |
3,94 |
3,89 |
113,92 |
3,92 |
IZ0823 |
PL0000105359 |
101,63 |
106,06 |
--- |
--- |
103,85 |
--- |
DS1023 |
PL0000107264 |
100,32 |
100,67 |
3,96 |
3,92 |
100,50 |
3,94 |
WZ0124 |
PL0000107454 |
96,03 |
96,59 |
--- |
--- |
96,31 |
--- |
WS0429 |
PL0000105391 |
116,32 |
118,31 |
4,30 |
4,14 |
117,32 |
4,22 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,63 |
100,71 |
2,74 |
2,47 |
100,67 |
2,61 |
OK0114 |
PL0000106712 |
98,54 |
98,66 |
2,70 |
2,48 |
98,60 |
2,59 |
PS0414 |
PL0000105433 |
102,26 |
102,38 |
2,81 |
2,66 |
102,32 |
2,73 |
OK0714 |
PL0000107009 |
97,16 |
97,37 |
2,80 |
2,59 |
97,27 |
2,69 |
WZ0115 |
PL0000106480 |
99,83 |
99,96 |
--- |
--- |
99,90 |
--- |
PS0415 |
PL0000105953 |
104,26 |
104,41 |
3,02 |
2,93 |
104,34 |
2,97 |
OK0715 |
PL0000107405 |
94,12 |
94,28 |
3,01 |
2,92 |
94,20 |
2,97 |
DS1015 |
PL0000103602 |
106,85 |
107,01 |
3,10 |
3,03 |
106,93 |
3,07 |
OK0116 |
PL0000107587 |
92,29 |
92,51 |
3,20 |
3,10 |
92,40 |
3,15 |
PS0416 |
PL0000106340 |
104,68 |
104,89 |
3,21 |
3,14 |
104,79 |
3,17 |
IZ0816 |
PL0000103529 |
102,59 |
103,54 |
--- |
--- |
103,07 |
--- |
PS1016 |
PL0000106795 |
104,55 |
104,86 |
3,26 |
3,17 |
104,71 |
3,21 |
WZ0117 |
PL0000106936 |
99,53 |
99,79 |
--- |
--- |
99,66 |
--- |
PS0417 |
PL0000107058 |
104,87 |
105,15 |
3,36 |
3,28 |
105,01 |
3,32 |
DS1017 |
PL0000104543 |
107,11 |
107,40 |
3,43 |
3,36 |
107,26 |
3,40 |
WZ0118 |
PL0000104717 |
99,15 |
99,51 |
--- |
--- |
99,33 |
--- |
PS0418 |
PL0000107314 |
101,10 |
101,32 |
3,49 |
3,44 |
101,21 |
3,47 |
PS0718 |
PL0000107595 |
95,34 |
95,56 |
3,52 |
3,47 |
95,45 |
3,50 |
DS1019 |
PL0000105441 |
110,37 |
110,69 |
3,62 |
3,57 |
110,53 |
3,60 |
DS1020 |
PL0000106126 |
109,37 |
109,82 |
3,75 |
3,68 |
109,60 |
3,72 |
WZ0121 |
PL0000106068 |
97,93 |
98,43 |
--- |
--- |
98,18 |
--- |
DS1021 |
PL0000106670 |
112,79 |
113,24 |
3,91 |
3,85 |
113,02 |
3,88 |
WS0922 |
PL0000102646 |
112,84 |
113,24 |
4,05 |
4,00 |
113,04 |
4,02 |
IZ0823 |
PL0000105359 |
102,68 |
105,84 |
--- |
--- |
104,26 |
--- |
DS1023 |
PL0000107264 |
99,75 |
100,18 |
4,03 |
3,97 |
99,97 |
4,00 |
WZ0124 |
PL0000107454 |
95,96 |
96,56 |
--- |
--- |
96,26 |
--- |
WS0429 |
PL0000105391 |
115,83 |
118,19 |
4,34 |
4,15 |
117,01 |
4,25 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
3/4 |
1 |
2,000 |
2,000 |
2,000 |
30 |
WS0429 |
PL0000105391 |
3/4 |
1 |
2,000 |
2,000 |
2,000 |
10 |
PS0414 |
PL0000105433 |
3/4 |
1 |
2,200 |
2,200 |
2,200 |
75 |
DS1019 |
PL0000105441 |
3/4 |
1 |
2,000 |
2,000 |
2,000 |
20 |
PS0416 |
PL0000106340 |
3/4 |
1 |
2,200 |
2,200 |
2,200 |
50 |
OK0114 |
PL0000106712 |
3/4 |
1 |
2,100 |
2,100 |
2,100 |
80 |
OK0714 |
PL0000107009 |
3/4 |
1 |
2,100 |
2,200 |
2,179 |
95 |
DS1023 |
PL0000107264 |
3/4 |
1 |
1,750 |
1,750 |
1,750 |
145 |
WZ0121 |
PL0000106068 |
3/4 |
1 |
2,200 |
2,200 |
2,200 |
80 |
DS1019 |
PL0000105441 |
0/3 |
3 |
2,000 |
2,000 |
2,000 |
15 |
PS0416 |
PL0000106340 |
0/3 |
3 |
2,250 |
2,250 |
2,250 |
50 |
PS0418 |
PL0000107314 |
0/3 |
3 |
2,250 |
2,250 |
2,250 |
30 |
OK0715 |
PL0000107405 |
0/3 |
3 |
2,200 |
2,200 |
2,200 |
65 |
WZ0118 |
PL0000104717 |
0/3 |
3 |
2,200 |
2,200 |
2,200 |
80 |
OK0714 |
PL0000107009 |
0/4 |
4 |
2,200 |
2,200 |
2,200 |
50 |
TOTAL |
875 |