2013-07-09 |
MARKET DATA |
No 130 (2164) |
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 |
1 947,50 |
2 092,54 |
124 |
900,00 |
942,88 |
16 |
2 847,50 |
3 035,42 |
140 |
T-bonds EUR |
0,50 |
0,55 |
1 |
0,00 |
0,00 |
0 |
0,50 |
0,55 |
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 |
99,89 |
99,91 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,64 |
100,64 |
100,64 |
100,64 |
100,64 |
100,64 |
100,64 |
370 000 |
385,55 |
8 |
OK0114 |
PL0000106712 |
98,60 |
98,61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,30 |
102,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,36 |
97,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,44 |
104,39 |
104,42 |
104,45 |
104,42 |
104,45 |
104,44 |
30 000 |
31,68 |
2 |
OK0715 |
PL0000107405 |
94,38 |
94,30 |
94,33 |
94,37 |
94,33 |
94,37 |
94,34 |
105 000 |
99,06 |
7 |
DS1015 |
PL0000103602 |
107,10 |
106,96 |
106,96 |
107,06 |
106,96 |
107,06 |
107,03 |
95 000 |
105,91 |
7 |
OK0116 |
PL0000107587 |
92,72 |
92,62 |
92,62 |
92,71 |
92,62 |
92,71 |
92,67 |
25 000 |
23,17 |
3 |
PS0416 |
PL0000106340 |
105,16 |
105,05 |
105,10 |
105,25 |
105,10 |
105,24 |
105,17 |
180 000 |
191,20 |
12 |
PS1016 |
PL0000106795 |
105,23 |
105,03 |
105,19 |
105,23 |
105,14 |
105,23 |
105,19 |
145 000 |
157,42 |
12 |
PS0417 |
PL0000107058 |
105,55 |
105,32 |
105,43 |
105,50 |
105,43 |
105,50 |
105,48 |
140 000 |
149,08 |
11 |
DS1017 |
PL0000104543 |
107,96 |
107,69 |
107,95 |
108,00 |
107,95 |
107,96 |
107,98 |
95 000 |
106,12 |
8 |
PS0418 |
PL0000107314 |
101,97 |
101,69 |
102,00 |
102,03 |
102,00 |
102,03 |
102,02 |
30 000 |
30,84 |
4 |
PS0718 |
PL0000107595 |
96,28 |
96,01 |
96,25 |
96,28 |
96,25 |
96,28 |
96,27 |
60 000 |
59,20 |
6 |
DS1019 |
PL0000105441 |
111,48 |
111,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
110,48 |
110,18 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
114,22 |
113,85 |
113,90 |
114,27 |
113,90 |
114,27 |
114,12 |
302 500 |
357,56 |
16 |
WS0922 |
PL0000102646 |
114,52 |
113,99 |
114,30 |
114,30 |
114,30 |
114,30 |
114,30 |
10 000 |
11,89 |
1 |
DS1023 |
PL0000107264 |
101,30 |
100,70 |
100,85 |
101,33 |
100,85 |
101,30 |
101,04 |
95 000 |
98,69 |
10 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
118,75 |
118,35 |
118,50 |
118,50 |
118,50 |
118,50 |
118,50 |
5 000 |
5,99 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,60 |
103,70 |
103,75 |
103,95 |
103,75 |
103,95 |
103,90 |
45 000 |
61,44 |
5 |
IZ0823 |
PL0000105359 |
104,00 |
106,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,87 |
99,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,71 |
99,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,50 |
99,43 |
99,45 |
99,50 |
99,45 |
99,50 |
99,47 |
210 000 |
212,75 |
10 |
WZ0119 |
PL0000107603 |
98,88 |
99,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,10 |
98,25 |
98,25 |
98,25 |
98,25 |
98,25 |
98,25 |
5 000 |
5,00 |
1 |
WZ0124 |
PL0000107454 |
96,50 |
96,76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 947 500 |
2 092,54 |
124 |
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 |
107,00 |
107,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,65 |
109,45 |
109,50 |
109,50 |
109,50 |
109,50 |
109,50 |
500 |
0,55 |
1 |
EUR0618 |
XS0371500611 |
119,90 |
119,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
99,65 |
100,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
112,80 |
113,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
111,35 |
112,00 |
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 |
109,50 |
109,85 |
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 |
500 |
0,55 |
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 |
48 |
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 |
100,62 |
100,68 |
2,73 |
2,53 |
100,65 |
2,63 |
OK0114 |
PL0000106712 |
98,54 |
98,67 |
2,73 |
2,48 |
98,61 |
2,60 |
PS0414 |
PL0000105433 |
102,28 |
102,38 |
2,76 |
2,64 |
102,33 |
2,70 |
OK0714 |
PL0000107009 |
97,25 |
97,38 |
2,72 |
2,59 |
97,32 |
2,65 |
WZ0115 |
PL0000106480 |
99,80 |
99,95 |
--- |
--- |
99,88 |
--- |
PS0415 |
PL0000105953 |
104,37 |
104,49 |
2,95 |
2,88 |
104,43 |
2,92 |
OK0715 |
PL0000107405 |
94,26 |
94,42 |
2,94 |
2,86 |
94,34 |
2,90 |
DS1015 |
PL0000103602 |
106,99 |
107,17 |
3,03 |
2,95 |
107,08 |
2,99 |
OK0116 |
PL0000107587 |
92,64 |
92,84 |
3,05 |
2,97 |
92,74 |
3,01 |
PS0416 |
PL0000106340 |
104,94 |
105,18 |
3,12 |
3,03 |
105,06 |
3,07 |
IZ0816 |
PL0000103529 |
101,75 |
104,28 |
--- |
--- |
103,02 |
--- |
PS1016 |
PL0000106795 |
104,98 |
105,25 |
3,13 |
3,04 |
105,12 |
3,08 |
WZ0117 |
PL0000106936 |
99,60 |
99,93 |
--- |
--- |
99,77 |
--- |
PS0417 |
PL0000107058 |
105,28 |
105,58 |
3,24 |
3,16 |
105,43 |
3,20 |
DS1017 |
PL0000104543 |
107,67 |
107,96 |
3,30 |
3,23 |
107,82 |
3,26 |
WZ0118 |
PL0000104717 |
99,27 |
99,52 |
--- |
--- |
99,40 |
--- |
PS0418 |
PL0000107314 |
101,77 |
101,93 |
3,34 |
3,30 |
101,85 |
3,32 |
PS0718 |
PL0000107595 |
96,11 |
96,23 |
3,35 |
3,32 |
96,17 |
3,34 |
DS1019 |
PL0000105441 |
111,01 |
111,46 |
3,51 |
3,44 |
111,24 |
3,47 |
DS1020 |
PL0000106126 |
110,05 |
110,49 |
3,65 |
3,58 |
110,27 |
3,62 |
WZ0121 |
PL0000106068 |
97,99 |
98,36 |
--- |
--- |
98,18 |
--- |
DS1021 |
PL0000106670 |
113,74 |
114,19 |
3,78 |
3,72 |
113,97 |
3,75 |
WS0922 |
PL0000102646 |
114,06 |
114,51 |
3,90 |
3,84 |
114,29 |
3,87 |
IZ0823 |
PL0000105359 |
102,69 |
106,35 |
--- |
--- |
104,52 |
--- |
DS1023 |
PL0000107264 |
100,73 |
101,10 |
3,91 |
3,86 |
100,92 |
3,89 |
WZ0124 |
PL0000107454 |
96,37 |
96,93 |
--- |
--- |
96,65 |
--- |
WS0429 |
PL0000105391 |
117,03 |
119,08 |
4,24 |
4,08 |
118,06 |
4,16 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,62 |
100,68 |
2,73 |
2,53 |
100,65 |
2,63 |
OK0114 |
PL0000106712 |
98,57 |
98,66 |
2,67 |
2,50 |
98,62 |
2,58 |
PS0414 |
PL0000105433 |
102,28 |
102,38 |
2,76 |
2,64 |
102,33 |
2,70 |
OK0714 |
PL0000107009 |
97,30 |
97,43 |
2,67 |
2,54 |
97,37 |
2,60 |
WZ0115 |
PL0000106480 |
99,82 |
99,95 |
--- |
--- |
99,89 |
--- |
PS0415 |
PL0000105953 |
104,40 |
104,52 |
2,93 |
2,86 |
104,46 |
2,90 |
OK0715 |
PL0000107405 |
94,31 |
94,42 |
2,92 |
2,86 |
94,37 |
2,88 |
DS1015 |
PL0000103602 |
107,05 |
107,23 |
3,01 |
2,93 |
107,14 |
2,97 |
OK0116 |
PL0000107587 |
92,69 |
92,87 |
3,03 |
2,95 |
92,78 |
2,99 |
PS0416 |
PL0000106340 |
105,07 |
105,28 |
3,07 |
2,99 |
105,18 |
3,03 |
IZ0816 |
PL0000103529 |
103,12 |
104,08 |
--- |
--- |
103,60 |
--- |
PS1016 |
PL0000106795 |
105,09 |
105,33 |
3,09 |
3,02 |
105,21 |
3,05 |
WZ0117 |
PL0000106936 |
99,65 |
99,87 |
--- |
--- |
99,76 |
--- |
PS0417 |
PL0000107058 |
105,48 |
105,70 |
3,19 |
3,13 |
105,59 |
3,16 |
DS1017 |
PL0000104543 |
107,86 |
108,13 |
3,25 |
3,19 |
108,00 |
3,22 |
WZ0118 |
PL0000104717 |
99,38 |
99,61 |
--- |
--- |
99,50 |
--- |
PS0418 |
PL0000107314 |
101,88 |
102,15 |
3,31 |
3,25 |
102,02 |
3,28 |
PS0718 |
PL0000107595 |
96,21 |
96,48 |
3,33 |
3,27 |
96,35 |
3,30 |
DS1019 |
PL0000105441 |
111,35 |
111,77 |
3,46 |
3,39 |
111,56 |
3,42 |
DS1020 |
PL0000106126 |
110,34 |
110,72 |
3,61 |
3,55 |
110,53 |
3,58 |
WZ0121 |
PL0000106068 |
98,04 |
98,39 |
--- |
--- |
98,22 |
--- |
DS1021 |
PL0000106670 |
114,05 |
114,41 |
3,74 |
3,69 |
114,23 |
3,72 |
WS0922 |
PL0000102646 |
114,31 |
114,74 |
3,87 |
3,82 |
114,53 |
3,84 |
IZ0823 |
PL0000105359 |
103,61 |
106,32 |
--- |
--- |
104,97 |
--- |
DS1023 |
PL0000107264 |
101,12 |
101,44 |
3,86 |
3,82 |
101,28 |
3,84 |
WZ0124 |
PL0000107454 |
96,46 |
97,03 |
--- |
--- |
96,75 |
--- |
WS0429 |
PL0000105391 |
118,24 |
119,38 |
4,15 |
4,06 |
118,81 |
4,10 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0416 |
PL0000106340 |
0/1 |
1 |
2,200 |
2,200 |
2,200 |
10 |
DS1021 |
PL0000106670 |
0/1 |
1 |
2,000 |
2,000 |
2,000 |
15 |
OK0714 |
PL0000107009 |
0/1 |
1 |
2,200 |
2,200 |
2,200 |
50 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,900 |
1,900 |
1,900 |
20 |
OK0715 |
PL0000107405 |
0/1 |
1 |
2,250 |
2,250 |
2,250 |
65 |
PS0414 |
PL0000105433 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
75 |
OK0114 |
PL0000106712 |
1/2 |
1 |
2,210 |
2,210 |
2,210 |
80 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,200 |
2,200 |
2,200 |
50 |
OK0714 |
PL0000107009 |
1/2 |
1 |
2,200 |
2,200 |
2,200 |
75 |
OK0715 |
PL0000107405 |
1/2 |
1 |
2,200 |
2,200 |
2,200 |
40 |
OK0114 |
PL0000106712 |
0/3 |
3 |
2,200 |
2,200 |
2,200 |
40 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,000 |
2,000 |
2,000 |
290 |
PS0416 |
PL0000106340 |
1/8 |
7 |
2,200 |
2,200 |
2,200 |
10 |
OK0114 |
PL0000106712 |
2/9 |
7 |
2,250 |
2,250 |
2,250 |
80 |
TOTAL |
900 |