2013-07-10 |
MARKET DATA |
No 131 (2165) |
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 |
952,50 |
1 023,72 |
85 |
2 225,00 |
2 380,73 |
18 |
3 177,50 |
3 404,45 |
103 |
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 |
99,91 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,64 |
100,66 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,60 |
98,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,31 |
102,33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,32 |
97,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,45 |
104,44 |
104,45 |
104,45 |
104,43 |
104,43 |
104,44 |
110 000 |
116,17 |
6 |
OK0715 |
PL0000107405 |
94,37 |
94,39 |
94,37 |
94,37 |
94,37 |
94,37 |
94,37 |
20 000 |
18,87 |
1 |
DS1015 |
PL0000103602 |
107,08 |
107,11 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
92,67 |
92,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
105,09 |
105,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,09 |
105,11 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,39 |
105,34 |
105,35 |
105,39 |
105,30 |
105,34 |
105,33 |
90 000 |
95,71 |
9 |
DS1017 |
PL0000104543 |
107,85 |
107,81 |
107,70 |
107,95 |
107,70 |
107,95 |
107,89 |
40 000 |
44,65 |
2 |
PS0418 |
PL0000107314 |
101,89 |
101,78 |
101,82 |
101,82 |
101,67 |
101,75 |
101,77 |
120 000 |
123,08 |
11 |
PS0718 |
PL0000107595 |
96,18 |
96,13 |
96,10 |
96,30 |
95,98 |
96,18 |
96,13 |
120 000 |
118,24 |
11 |
DS1019 |
PL0000105441 |
111,35 |
111,00 |
111,05 |
111,36 |
110,97 |
111,15 |
111,16 |
115 000 |
132,34 |
12 |
DS1020 |
PL0000106126 |
110,31 |
109,99 |
110,05 |
110,05 |
110,05 |
110,05 |
110,05 |
20 000 |
22,76 |
2 |
DS1021 |
PL0000106670 |
114,07 |
113,80 |
113,97 |
114,10 |
113,70 |
113,70 |
114,02 |
105 000 |
124,02 |
10 |
WS0922 |
PL0000102646 |
114,28 |
113,99 |
114,20 |
114,20 |
114,10 |
114,10 |
114,12 |
50 000 |
59,36 |
5 |
DS1023 |
PL0000107264 |
101,06 |
100,65 |
100,60 |
101,20 |
100,60 |
100,81 |
100,85 |
162 500 |
168,52 |
16 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
118,70 |
118,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
95,80 |
103,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,00 |
104,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,00 |
105,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,89 |
99,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,71 |
99,81 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,43 |
99,50 |
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 |
98,35 |
98,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,54 |
96,86 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
952 500 |
1 023,72 |
85 |
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 |
107,15 |
107,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
110,00 |
110,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
120,20 |
120,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
100,20 |
100,50 |
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 |
111,65 |
112,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
115,60 |
116,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
109,00 |
109,90 |
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 |
47 |
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 |
100,68 |
2,75 |
2,51 |
100,65 |
2,61 |
OK0114 |
PL0000106712 |
98,57 |
98,68 |
2,69 |
2,48 |
98,63 |
2,57 |
PS0414 |
PL0000105433 |
102,27 |
102,37 |
2,77 |
2,64 |
102,32 |
2,70 |
OK0714 |
PL0000107009 |
97,28 |
97,45 |
2,70 |
2,53 |
97,37 |
2,61 |
WZ0115 |
PL0000106480 |
99,83 |
100,03 |
--- |
--- |
99,93 |
--- |
PS0415 |
PL0000105953 |
104,35 |
104,48 |
2,96 |
2,88 |
104,42 |
2,92 |
OK0715 |
PL0000107405 |
94,28 |
94,47 |
2,94 |
2,83 |
94,38 |
2,88 |
DS1015 |
PL0000103602 |
107,02 |
107,20 |
3,02 |
2,94 |
107,11 |
2,98 |
OK0116 |
PL0000107587 |
92,57 |
92,82 |
3,09 |
2,98 |
92,70 |
3,03 |
PS0416 |
PL0000106340 |
105,04 |
105,26 |
3,08 |
3,00 |
105,15 |
3,04 |
IZ0816 |
PL0000103529 |
103,66 |
104,79 |
--- |
--- |
104,23 |
--- |
PS1016 |
PL0000106795 |
104,94 |
105,22 |
3,14 |
3,05 |
105,08 |
3,09 |
WZ0117 |
PL0000106936 |
99,61 |
99,90 |
--- |
--- |
99,76 |
--- |
PS0417 |
PL0000107058 |
105,28 |
105,53 |
3,24 |
3,17 |
105,41 |
3,20 |
DS1017 |
PL0000104543 |
107,68 |
107,97 |
3,29 |
3,22 |
107,83 |
3,26 |
WZ0118 |
PL0000104717 |
99,38 |
99,61 |
--- |
--- |
99,50 |
--- |
PS0418 |
PL0000107314 |
101,71 |
102,00 |
3,35 |
3,29 |
101,86 |
3,32 |
PS0718 |
PL0000107595 |
96,00 |
96,29 |
3,37 |
3,31 |
96,15 |
3,34 |
DS1019 |
PL0000105441 |
111,07 |
111,47 |
3,50 |
3,44 |
111,27 |
3,47 |
DS1020 |
PL0000106126 |
110,08 |
110,51 |
3,64 |
3,58 |
110,30 |
3,61 |
WZ0121 |
PL0000106068 |
98,11 |
98,48 |
--- |
--- |
98,30 |
--- |
DS1021 |
PL0000106670 |
113,97 |
114,32 |
3,75 |
3,71 |
114,15 |
3,73 |
WS0922 |
PL0000102646 |
114,13 |
114,57 |
3,89 |
3,84 |
114,35 |
3,86 |
IZ0823 |
PL0000105359 |
103,14 |
106,36 |
--- |
--- |
104,75 |
--- |
DS1023 |
PL0000107264 |
100,88 |
101,32 |
3,89 |
3,84 |
101,10 |
3,86 |
WZ0124 |
PL0000107454 |
96,47 |
96,96 |
--- |
--- |
96,72 |
--- |
WS0429 |
PL0000105391 |
116,58 |
119,38 |
4,28 |
4,06 |
117,98 |
4,17 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,62 |
100,69 |
2,71 |
2,47 |
100,66 |
2,58 |
OK0114 |
PL0000106712 |
98,57 |
98,67 |
2,69 |
2,50 |
98,62 |
2,59 |
PS0414 |
PL0000105433 |
102,28 |
102,36 |
2,75 |
2,65 |
102,32 |
2,70 |
OK0714 |
PL0000107009 |
97,28 |
97,45 |
2,70 |
2,53 |
97,37 |
2,61 |
WZ0115 |
PL0000106480 |
99,83 |
99,98 |
--- |
--- |
99,91 |
--- |
PS0415 |
PL0000105953 |
104,39 |
104,49 |
2,93 |
2,88 |
104,44 |
2,91 |
OK0715 |
PL0000107405 |
94,28 |
94,43 |
2,94 |
2,86 |
94,36 |
2,89 |
DS1015 |
PL0000103602 |
107,02 |
107,20 |
3,02 |
2,94 |
107,11 |
2,98 |
OK0116 |
PL0000107587 |
92,57 |
92,78 |
3,09 |
2,99 |
92,68 |
3,04 |
PS0416 |
PL0000106340 |
104,96 |
105,15 |
3,11 |
3,04 |
105,06 |
3,07 |
IZ0816 |
PL0000103529 |
103,81 |
104,50 |
--- |
--- |
104,16 |
--- |
PS1016 |
PL0000106795 |
104,87 |
105,16 |
3,16 |
3,07 |
105,02 |
3,11 |
WZ0117 |
PL0000106936 |
99,60 |
99,90 |
--- |
--- |
99,75 |
--- |
PS0417 |
PL0000107058 |
105,21 |
105,45 |
3,26 |
3,19 |
105,33 |
3,23 |
DS1017 |
PL0000104543 |
107,64 |
107,88 |
3,30 |
3,25 |
107,76 |
3,27 |
WZ0118 |
PL0000104717 |
99,38 |
99,59 |
--- |
--- |
99,49 |
--- |
PS0418 |
PL0000107314 |
101,70 |
101,90 |
3,36 |
3,31 |
101,80 |
3,33 |
PS0718 |
PL0000107595 |
95,91 |
96,18 |
3,40 |
3,33 |
96,05 |
3,36 |
DS1019 |
PL0000105441 |
110,85 |
111,15 |
3,54 |
3,49 |
111,00 |
3,51 |
DS1020 |
PL0000106126 |
109,83 |
110,22 |
3,68 |
3,62 |
110,03 |
3,65 |
WZ0121 |
PL0000106068 |
98,10 |
98,47 |
--- |
--- |
98,29 |
--- |
DS1021 |
PL0000106670 |
113,56 |
113,96 |
3,81 |
3,75 |
113,76 |
3,78 |
WS0922 |
PL0000102646 |
113,74 |
114,14 |
3,94 |
3,89 |
113,94 |
3,91 |
IZ0823 |
PL0000105359 |
103,67 |
106,35 |
--- |
--- |
105,01 |
--- |
DS1023 |
PL0000107264 |
100,45 |
100,88 |
3,94 |
3,89 |
100,67 |
3,92 |
WZ0124 |
PL0000107454 |
96,45 |
96,96 |
--- |
--- |
96,71 |
--- |
WS0429 |
PL0000105391 |
117,46 |
118,57 |
4,21 |
4,12 |
118,02 |
4,16 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
2,230 |
2,230 |
2,230 |
25 |
OK0715 |
PL0000107405 |
0/1 |
1 |
2,250 |
2,250 |
2,250 |
65 |
DS1013 |
PL0000102836 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
290 |
WS0429 |
PL0000105391 |
1/2 |
1 |
2,100 |
2,100 |
2,100 |
10 |
PS0414 |
PL0000105433 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
80 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,230 |
2,230 |
2,230 |
185 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
95 |
OK0714 |
PL0000107009 |
1/2 |
1 |
2,200 |
2,200 |
2,200 |
75 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,230 |
2,230 |
2,230 |
10 |
OK0715 |
PL0000107405 |
1/2 |
1 |
2,230 |
2,230 |
2,230 |
10 |
OK0715 |
PL0000107405 |
0/2 |
2 |
2,200 |
2,200 |
2,200 |
10 |
DS1017 |
PL0000104543 |
2/5 |
3 |
2,230 |
2,230 |
2,230 |
70 |
PS1016 |
PL0000106795 |
2/5 |
3 |
2,230 |
2,230 |
2,230 |
100 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,150 |
2,150 |
2,150 |
190 |
OK0715 |
PL0000107405 |
2/9 |
7 |
2,230 |
2,230 |
2,230 |
10 |
TOTAL |
1 225 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/2 |
1 |
2,450 |
2,450 |
2,450 |
1 000 |
TOTAL |
1 000 |