2013-07-08 |
MARKET DATA |
No 129 (2163) |
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 |
455,00 |
471,36 |
42 |
490,00 |
508,34 |
11 |
945,00 |
979,71 |
53 |
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 |
99,88 |
99,91 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,63 |
100,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,58 |
98,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,29 |
102,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,24 |
97,33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,34 |
104,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
94,21 |
94,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
106,91 |
106,85 |
106,85 |
106,85 |
106,85 |
106,85 |
106,85 |
10 000 |
11,13 |
1 |
OK0116 |
PL0000107587 |
92,56 |
92,49 |
92,50 |
92,62 |
92,50 |
92,60 |
92,55 |
115 000 |
106,43 |
9 |
PS0416 |
PL0000106340 |
104,90 |
104,85 |
104,95 |
104,95 |
104,95 |
104,95 |
104,95 |
40 000 |
42,40 |
2 |
PS1016 |
PL0000106795 |
104,82 |
104,81 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,20 |
105,08 |
105,15 |
105,20 |
105,15 |
105,20 |
105,18 |
20 000 |
21,23 |
2 |
DS1017 |
PL0000104543 |
107,49 |
107,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,46 |
101,35 |
101,47 |
101,55 |
101,47 |
101,55 |
101,51 |
110 000 |
112,52 |
11 |
PS0718 |
PL0000107595 |
95,76 |
95,65 |
95,78 |
95,78 |
95,75 |
95,75 |
95,76 |
25 000 |
24,54 |
3 |
DS1019 |
PL0000105441 |
110,75 |
110,78 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,79 |
109,82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
113,56 |
113,37 |
113,45 |
113,66 |
113,45 |
113,55 |
113,58 |
55 000 |
64,70 |
6 |
WS0922 |
PL0000102646 |
113,68 |
113,43 |
113,92 |
113,92 |
113,92 |
113,92 |
113,92 |
20 000 |
23,70 |
2 |
DS1023 |
PL0000107264 |
100,34 |
100,20 |
100,45 |
100,47 |
100,45 |
100,47 |
100,46 |
30 000 |
30,99 |
3 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
119,75 |
116,51 |
117,50 |
117,50 |
117,50 |
117,50 |
117,50 |
20 000 |
23,74 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,50 |
103,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
103,01 |
106,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,87 |
99,89 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,65 |
99,73 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,33 |
99,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
98,88 |
99,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,14 |
98,19 |
98,10 |
98,10 |
98,10 |
98,10 |
98,10 |
10 000 |
9,99 |
1 |
WZ0124 |
PL0000107454 |
96,40 |
96,39 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
455 000 |
471,36 |
42 |
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 |
109,10 |
109,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,35 |
119,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
99,65 |
100,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
113,00 |
113,85 |
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 |
115,35 |
116,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
108,85 |
109,75 |
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 |
49 |
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 |
100,71 |
2,78 |
2,45 |
100,66 |
2,62 |
OK0114 |
PL0000106712 |
98,55 |
98,67 |
2,70 |
2,47 |
98,61 |
2,59 |
PS0414 |
PL0000105433 |
102,26 |
102,38 |
2,80 |
2,65 |
102,32 |
2,72 |
OK0714 |
PL0000107009 |
97,20 |
97,35 |
2,77 |
2,61 |
97,28 |
2,68 |
WZ0115 |
PL0000106480 |
99,81 |
99,96 |
--- |
--- |
99,89 |
--- |
PS0415 |
PL0000105953 |
104,27 |
104,39 |
3,01 |
2,94 |
104,33 |
2,98 |
OK0715 |
PL0000107405 |
94,17 |
94,32 |
2,99 |
2,91 |
94,25 |
2,94 |
DS1015 |
PL0000103602 |
106,82 |
106,98 |
3,11 |
3,04 |
106,90 |
3,08 |
OK0116 |
PL0000107587 |
92,27 |
92,53 |
3,21 |
3,10 |
92,40 |
3,15 |
PS0416 |
PL0000106340 |
104,70 |
104,95 |
3,21 |
3,11 |
104,83 |
3,16 |
IZ0816 |
PL0000103529 |
101,34 |
104,70 |
--- |
--- |
103,02 |
--- |
PS1016 |
PL0000106795 |
104,73 |
105,02 |
3,21 |
3,11 |
104,88 |
3,16 |
WZ0117 |
PL0000106936 |
99,51 |
99,89 |
--- |
--- |
99,70 |
--- |
PS0417 |
PL0000107058 |
104,98 |
105,26 |
3,32 |
3,25 |
105,12 |
3,29 |
DS1017 |
PL0000104543 |
107,32 |
107,60 |
3,38 |
3,31 |
107,46 |
3,35 |
WZ0118 |
PL0000104717 |
99,11 |
99,51 |
--- |
--- |
99,31 |
--- |
PS0418 |
PL0000107314 |
101,29 |
101,53 |
3,45 |
3,39 |
101,41 |
3,42 |
PS0718 |
PL0000107595 |
95,57 |
95,84 |
3,47 |
3,41 |
95,71 |
3,44 |
DS1019 |
PL0000105441 |
110,65 |
110,89 |
3,57 |
3,53 |
110,77 |
3,55 |
DS1020 |
PL0000106126 |
109,70 |
109,92 |
3,70 |
3,67 |
109,81 |
3,69 |
WZ0121 |
PL0000106068 |
97,90 |
98,46 |
--- |
--- |
98,18 |
--- |
DS1021 |
PL0000106670 |
113,23 |
113,48 |
3,85 |
3,82 |
113,36 |
3,83 |
WS0922 |
PL0000102646 |
113,39 |
113,64 |
3,98 |
3,95 |
113,52 |
3,96 |
IZ0823 |
PL0000105359 |
102,73 |
106,32 |
--- |
--- |
104,53 |
--- |
DS1023 |
PL0000107264 |
100,19 |
100,43 |
3,97 |
3,94 |
100,31 |
3,96 |
WZ0124 |
PL0000107454 |
96,33 |
96,90 |
--- |
--- |
96,62 |
--- |
WS0429 |
PL0000105391 |
117,05 |
118,17 |
4,24 |
4,15 |
117,61 |
4,20 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,61 |
100,69 |
2,78 |
2,52 |
100,65 |
2,65 |
OK0114 |
PL0000106712 |
98,55 |
98,67 |
2,70 |
2,47 |
98,61 |
2,59 |
PS0414 |
PL0000105433 |
102,27 |
102,38 |
2,79 |
2,65 |
102,33 |
2,71 |
OK0714 |
PL0000107009 |
97,21 |
97,35 |
2,76 |
2,61 |
97,28 |
2,68 |
WZ0115 |
PL0000106480 |
99,83 |
99,94 |
--- |
--- |
99,89 |
--- |
PS0415 |
PL0000105953 |
104,31 |
104,43 |
2,99 |
2,92 |
104,37 |
2,95 |
OK0715 |
PL0000107405 |
94,19 |
94,33 |
2,98 |
2,90 |
94,26 |
2,94 |
DS1015 |
PL0000103602 |
106,88 |
107,02 |
3,08 |
3,02 |
106,95 |
3,05 |
OK0116 |
PL0000107587 |
92,50 |
92,65 |
3,11 |
3,04 |
92,58 |
3,08 |
PS0416 |
PL0000106340 |
104,86 |
105,02 |
3,15 |
3,09 |
104,94 |
3,12 |
IZ0816 |
PL0000103529 |
102,24 |
103,76 |
--- |
--- |
103,00 |
--- |
PS1016 |
PL0000106795 |
104,77 |
105,07 |
3,19 |
3,10 |
104,92 |
3,15 |
WZ0117 |
PL0000106936 |
99,58 |
99,89 |
--- |
--- |
99,74 |
--- |
PS0417 |
PL0000107058 |
105,07 |
105,33 |
3,30 |
3,23 |
105,20 |
3,26 |
DS1017 |
PL0000104543 |
107,43 |
107,72 |
3,36 |
3,29 |
107,58 |
3,32 |
WZ0118 |
PL0000104717 |
99,20 |
99,50 |
--- |
--- |
99,35 |
--- |
PS0418 |
PL0000107314 |
101,41 |
101,69 |
3,42 |
3,36 |
101,55 |
3,39 |
PS0718 |
PL0000107595 |
95,72 |
96,01 |
3,44 |
3,37 |
95,87 |
3,40 |
DS1019 |
PL0000105441 |
110,66 |
111,11 |
3,57 |
3,50 |
110,89 |
3,53 |
DS1020 |
PL0000106126 |
109,70 |
110,15 |
3,70 |
3,63 |
109,93 |
3,67 |
WZ0121 |
PL0000106068 |
97,97 |
98,34 |
--- |
--- |
98,16 |
--- |
DS1021 |
PL0000106670 |
113,36 |
113,80 |
3,83 |
3,78 |
113,58 |
3,80 |
WS0922 |
PL0000102646 |
113,52 |
113,95 |
3,96 |
3,91 |
113,74 |
3,94 |
IZ0823 |
PL0000105359 |
102,70 |
106,33 |
--- |
--- |
104,52 |
--- |
DS1023 |
PL0000107264 |
100,26 |
100,71 |
3,96 |
3,91 |
100,49 |
3,94 |
WZ0124 |
PL0000107454 |
96,35 |
96,91 |
--- |
--- |
96,63 |
--- |
WS0429 |
PL0000105391 |
117,13 |
118,31 |
4,24 |
4,14 |
117,72 |
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) |
(%) |
(%) |
(%) |
OK0715 |
PL0000107405 |
0/1 |
1 |
2,200 |
2,200 |
2,200 |
65 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,100 |
2,100 |
2,100 |
95 |
WS0429 |
PL0000105391 |
1/2 |
1 |
2,100 |
2,100 |
2,100 |
10 |
PS0414 |
PL0000105433 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
80 |
PS0416 |
PL0000106340 |
1/2 |
1 |
2,210 |
2,210 |
2,210 |
30 |
OK0114 |
PL0000106712 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
75 |
OK0714 |
PL0000107009 |
1/2 |
1 |
2,200 |
2,200 |
2,200 |
75 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,200 |
2,200 |
2,200 |
60 |
TOTAL |
490 |