2013-07-12 |
MARKET DATA |
No 133 (2167) |
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 |
630,00 |
663,87 |
53 |
1 535,00 |
1 629,04 |
17 |
2 165,00 |
2 292,91 |
70 |
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 |
99,93 |
99,94 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,62 |
100,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,62 |
98,69 |
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 |
97,45 |
97,35 |
97,35 |
97,35 |
97,35 |
97,35 |
25 000 |
24,34 |
1 |
PS0415 |
PL0000105953 |
104,45 |
104,47 |
104,45 |
104,45 |
104,45 |
104,45 |
104,45 |
20 000 |
21,14 |
1 |
OK0715 |
PL0000107405 |
94,42 |
94,43 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
107,19 |
107,16 |
107,18 |
107,20 |
107,18 |
107,20 |
107,19 |
30 000 |
33,52 |
2 |
OK0116 |
PL0000107587 |
92,73 |
92,84 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
105,09 |
105,15 |
105,15 |
105,17 |
105,15 |
105,17 |
105,16 |
55 000 |
58,46 |
5 |
PS1016 |
PL0000106795 |
105,10 |
105,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,50 |
105,49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,82 |
107,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,16 |
102,04 |
102,00 |
102,20 |
102,00 |
102,20 |
102,11 |
215 000 |
221,35 |
15 |
PS0718 |
PL0000107595 |
96,55 |
96,29 |
96,34 |
96,55 |
96,30 |
96,55 |
96,38 |
90 000 |
88,93 |
8 |
DS1019 |
PL0000105441 |
111,25 |
111,29 |
111,35 |
111,35 |
111,35 |
111,35 |
111,35 |
10 000 |
11,53 |
1 |
DS1020 |
PL0000106126 |
110,18 |
110,16 |
110,27 |
110,35 |
110,27 |
110,35 |
110,30 |
80 000 |
91,28 |
8 |
DS1021 |
PL0000106670 |
113,90 |
113,70 |
113,75 |
113,75 |
113,75 |
113,75 |
113,75 |
20 000 |
23,58 |
2 |
WS0922 |
PL0000102646 |
114,19 |
114,02 |
114,15 |
114,15 |
114,06 |
114,06 |
114,09 |
15 000 |
17,81 |
2 |
DS1023 |
PL0000107264 |
100,94 |
100,80 |
100,80 |
101,05 |
100,80 |
101,05 |
100,92 |
40 000 |
41,52 |
5 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
117,50 |
118,50 |
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 |
104,00 |
104,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,00 |
106,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,87 |
99,92 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,65 |
99,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,39 |
99,43 |
99,45 |
99,45 |
99,45 |
99,45 |
99,45 |
30 000 |
30,40 |
3 |
WZ0119 |
PL0000107603 |
98,35 |
99,62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,12 |
98,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,44 |
96,76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
630 000 |
663,87 |
53 |
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 |
110,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
120,25 |
120,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
100,25 |
100,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
113,35 |
113,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
0,00 |
0,00 |
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 |
43 |
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 |
100,60 |
100,69 |
2,70 |
2,38 |
100,65 |
2,52 |
OK0114 |
PL0000106712 |
98,59 |
98,71 |
2,70 |
2,47 |
98,65 |
2,59 |
PS0414 |
PL0000105433 |
102,28 |
102,40 |
2,71 |
2,56 |
102,34 |
2,64 |
OK0714 |
PL0000107009 |
97,33 |
97,48 |
2,68 |
2,52 |
97,41 |
2,59 |
WZ0115 |
PL0000106480 |
99,77 |
100,02 |
--- |
--- |
99,90 |
--- |
PS0415 |
PL0000105953 |
104,39 |
104,52 |
2,92 |
2,85 |
104,46 |
2,88 |
OK0715 |
PL0000107405 |
94,34 |
94,52 |
2,92 |
2,82 |
94,43 |
2,87 |
DS1015 |
PL0000103602 |
107,02 |
107,21 |
3,00 |
2,92 |
107,12 |
2,96 |
OK0116 |
PL0000107587 |
92,69 |
92,91 |
3,05 |
2,95 |
92,80 |
3,00 |
PS0416 |
PL0000106340 |
104,93 |
105,20 |
3,11 |
3,01 |
105,07 |
3,06 |
IZ0816 |
PL0000103529 |
103,67 |
104,80 |
--- |
--- |
104,24 |
--- |
PS1016 |
PL0000106795 |
104,98 |
105,23 |
3,12 |
3,04 |
105,11 |
3,08 |
WZ0117 |
PL0000106936 |
99,50 |
99,87 |
--- |
--- |
99,69 |
--- |
PS0417 |
PL0000107058 |
105,23 |
105,51 |
3,25 |
3,17 |
105,37 |
3,21 |
DS1017 |
PL0000104543 |
107,67 |
107,94 |
3,29 |
3,23 |
107,81 |
3,26 |
WZ0118 |
PL0000104717 |
99,30 |
99,51 |
--- |
--- |
99,41 |
--- |
PS0418 |
PL0000107314 |
101,88 |
102,09 |
3,31 |
3,27 |
101,99 |
3,29 |
PS0718 |
PL0000107595 |
96,02 |
96,31 |
3,37 |
3,31 |
96,17 |
3,34 |
DS1019 |
PL0000105441 |
110,92 |
111,34 |
3,53 |
3,45 |
111,13 |
3,49 |
DS1020 |
PL0000106126 |
109,76 |
110,19 |
3,69 |
3,63 |
109,98 |
3,66 |
WZ0121 |
PL0000106068 |
98,03 |
98,29 |
--- |
--- |
98,16 |
--- |
DS1021 |
PL0000106670 |
113,38 |
113,75 |
3,83 |
3,78 |
113,57 |
3,80 |
WS0922 |
PL0000102646 |
113,78 |
114,09 |
3,93 |
3,89 |
113,94 |
3,91 |
IZ0823 |
PL0000105359 |
103,60 |
106,49 |
--- |
--- |
105,05 |
--- |
DS1023 |
PL0000107264 |
100,57 |
100,93 |
3,93 |
3,88 |
100,75 |
3,91 |
WZ0124 |
PL0000107454 |
96,34 |
96,94 |
--- |
--- |
96,64 |
--- |
WS0429 |
PL0000105391 |
117,26 |
119,76 |
4,22 |
4,03 |
118,51 |
4,13 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,60 |
100,68 |
2,70 |
2,41 |
100,64 |
2,56 |
OK0114 |
PL0000106712 |
98,60 |
98,71 |
2,69 |
2,47 |
98,66 |
2,57 |
PS0414 |
PL0000105433 |
102,29 |
102,38 |
2,70 |
2,59 |
102,34 |
2,64 |
OK0714 |
PL0000107009 |
97,33 |
97,48 |
2,68 |
2,52 |
97,41 |
2,59 |
WZ0115 |
PL0000106480 |
99,82 |
99,97 |
--- |
--- |
99,90 |
--- |
PS0415 |
PL0000105953 |
104,40 |
104,52 |
2,91 |
2,85 |
104,46 |
2,88 |
OK0715 |
PL0000107405 |
94,34 |
94,52 |
2,92 |
2,82 |
94,43 |
2,87 |
DS1015 |
PL0000103602 |
107,04 |
107,21 |
2,99 |
2,92 |
107,13 |
2,95 |
OK0116 |
PL0000107587 |
92,60 |
92,88 |
3,09 |
2,96 |
92,74 |
3,03 |
PS0416 |
PL0000106340 |
105,03 |
105,28 |
3,07 |
2,98 |
105,16 |
3,03 |
IZ0816 |
PL0000103529 |
103,81 |
104,66 |
--- |
--- |
104,24 |
--- |
PS1016 |
PL0000106795 |
105,00 |
105,30 |
3,11 |
3,02 |
105,15 |
3,07 |
WZ0117 |
PL0000106936 |
99,50 |
99,85 |
--- |
--- |
99,68 |
--- |
PS0417 |
PL0000107058 |
105,36 |
105,65 |
3,21 |
3,13 |
105,51 |
3,17 |
DS1017 |
PL0000104543 |
107,79 |
108,04 |
3,26 |
3,20 |
107,92 |
3,23 |
WZ0118 |
PL0000104717 |
99,32 |
99,50 |
--- |
--- |
99,41 |
--- |
PS0418 |
PL0000107314 |
102,06 |
102,30 |
3,27 |
3,22 |
102,18 |
3,25 |
PS0718 |
PL0000107595 |
96,33 |
96,46 |
3,30 |
3,27 |
96,40 |
3,29 |
DS1019 |
PL0000105441 |
111,18 |
111,62 |
3,48 |
3,41 |
111,40 |
3,44 |
DS1020 |
PL0000106126 |
110,00 |
110,44 |
3,65 |
3,59 |
110,22 |
3,62 |
WZ0121 |
PL0000106068 |
98,04 |
98,25 |
--- |
--- |
98,15 |
--- |
DS1021 |
PL0000106670 |
113,68 |
114,10 |
3,79 |
3,73 |
113,89 |
3,76 |
WS0922 |
PL0000102646 |
114,15 |
114,50 |
3,88 |
3,84 |
114,33 |
3,86 |
IZ0823 |
PL0000105359 |
103,69 |
106,44 |
--- |
--- |
105,07 |
--- |
DS1023 |
PL0000107264 |
100,88 |
101,21 |
3,89 |
3,85 |
101,05 |
3,87 |
WZ0124 |
PL0000107454 |
96,34 |
96,89 |
--- |
--- |
96,62 |
--- |
WS0429 |
PL0000105391 |
116,71 |
119,01 |
4,27 |
4,09 |
117,86 |
4,18 |
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 |
2,300 |
2,300 |
2,300 |
80 |
DS1013 |
PL0000102836 |
3/4 |
1 |
2,300 |
2,300 |
2,300 |
380 |
WS0429 |
PL0000105391 |
3/4 |
1 |
2,100 |
2,100 |
2,100 |
10 |
DS1020 |
PL0000106126 |
3/4 |
1 |
2,200 |
2,200 |
2,200 |
115 |
DS1021 |
PL0000106670 |
3/4 |
1 |
2,200 |
2,200 |
2,200 |
160 |
OK0714 |
PL0000107009 |
3/4 |
1 |
2,250 |
2,250 |
2,250 |
75 |
DS1023 |
PL0000107264 |
3/4 |
1 |
2,200 |
2,200 |
2,200 |
200 |
PS0418 |
PL0000107314 |
4/5 |
1 |
2,200 |
2,200 |
2,200 |
285 |
DS1023 |
PL0000107264 |
0/3 |
3 |
2,000 |
2,000 |
2,000 |
30 |
OK0715 |
PL0000107405 |
0/3 |
3 |
2,200 |
2,200 |
2,200 |
55 |
PS0416 |
PL0000106340 |
3/10 |
7 |
2,200 |
2,200 |
2,200 |
20 |
DS1023 |
PL0000107264 |
3/10 |
7 |
2,100 |
2,100 |
2,100 |
110 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
2,200 |
2,200 |
2,200 |
15 |
TOTAL |
1 535 |