2013-07-15 |
MARKET DATA |
No 134 (2168) |
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 |
135,00 |
150,45 |
10 |
3 285,00 |
3 444,26 |
23 |
3 420,00 |
3 594,70 |
33 |
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 |
99,94 |
99,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,62 |
100,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,63 |
98,68 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,32 |
102,33 |
102,32 |
102,32 |
102,32 |
102,32 |
102,32 |
50 000 |
51,81 |
1 |
OK0714 |
PL0000107009 |
97,38 |
97,44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,47 |
104,46 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
94,42 |
94,47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
107,07 |
107,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
92,81 |
92,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
105,15 |
105,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,05 |
105,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,53 |
105,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,80 |
107,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,09 |
102,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
96,31 |
96,40 |
96,40 |
96,40 |
96,40 |
96,40 |
96,40 |
10 000 |
9,88 |
1 |
DS1019 |
PL0000105441 |
111,40 |
111,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
110,05 |
109,99 |
110,10 |
110,12 |
110,10 |
110,12 |
110,11 |
40 000 |
45,57 |
4 |
DS1021 |
PL0000106670 |
113,64 |
113,52 |
113,55 |
113,55 |
113,55 |
113,55 |
113,55 |
20 000 |
23,55 |
2 |
WS0922 |
PL0000102646 |
113,99 |
113,87 |
114,05 |
114,05 |
114,05 |
114,05 |
114,05 |
5 000 |
5,94 |
1 |
DS1023 |
PL0000107264 |
100,82 |
100,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
118,00 |
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 |
103,65 |
104,20 |
104,20 |
104,20 |
104,20 |
104,20 |
10 000 |
13,70 |
1 |
IZ0823 |
PL0000105359 |
104,51 |
105,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,85 |
99,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,65 |
99,67 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,35 |
99,44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,05 |
99,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,12 |
98,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,44 |
96,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
135 000 |
150,45 |
10 |
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 |
107,15 |
107,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,90 |
110,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
120,40 |
120,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
100,40 |
100,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
113,45 |
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 |
42 |
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 |
100,59 |
100,69 |
2,71 |
2,35 |
100,64 |
2,53 |
OK0114 |
PL0000106712 |
98,59 |
98,71 |
2,72 |
2,48 |
98,65 |
2,60 |
PS0414 |
PL0000105433 |
102,27 |
102,38 |
2,71 |
2,57 |
102,33 |
2,64 |
OK0714 |
PL0000107009 |
97,33 |
97,47 |
2,68 |
2,54 |
97,40 |
2,61 |
WZ0115 |
PL0000106480 |
99,80 |
99,96 |
--- |
--- |
99,88 |
--- |
PS0415 |
PL0000105953 |
104,37 |
104,50 |
2,93 |
2,85 |
104,44 |
2,89 |
OK0715 |
PL0000107405 |
94,34 |
94,50 |
2,92 |
2,84 |
94,42 |
2,88 |
DS1015 |
PL0000103602 |
107,00 |
107,19 |
3,01 |
2,92 |
107,10 |
2,96 |
OK0116 |
PL0000107587 |
92,70 |
92,91 |
3,05 |
2,95 |
92,81 |
3,00 |
PS0416 |
PL0000106340 |
105,00 |
105,27 |
3,08 |
2,98 |
105,14 |
3,03 |
IZ0816 |
PL0000103529 |
103,70 |
104,66 |
--- |
--- |
104,18 |
--- |
PS1016 |
PL0000106795 |
104,99 |
105,26 |
3,12 |
3,03 |
105,13 |
3,07 |
WZ0117 |
PL0000106936 |
99,54 |
99,79 |
--- |
--- |
99,67 |
--- |
PS0417 |
PL0000107058 |
105,38 |
105,67 |
3,21 |
3,13 |
105,53 |
3,17 |
DS1017 |
PL0000104543 |
107,71 |
107,98 |
3,28 |
3,22 |
107,85 |
3,25 |
WZ0118 |
PL0000104717 |
99,19 |
99,51 |
--- |
--- |
99,35 |
--- |
PS0418 |
PL0000107314 |
101,98 |
102,27 |
3,29 |
3,22 |
102,13 |
3,26 |
PS0718 |
PL0000107595 |
96,25 |
96,51 |
3,32 |
3,26 |
96,38 |
3,29 |
DS1019 |
PL0000105441 |
111,12 |
111,50 |
3,49 |
3,43 |
111,31 |
3,46 |
DS1020 |
PL0000106126 |
110,00 |
110,41 |
3,65 |
3,59 |
110,21 |
3,62 |
WZ0121 |
PL0000106068 |
98,02 |
98,27 |
--- |
--- |
98,15 |
--- |
DS1021 |
PL0000106670 |
113,53 |
113,97 |
3,81 |
3,75 |
113,75 |
3,78 |
WS0922 |
PL0000102646 |
113,88 |
114,29 |
3,92 |
3,87 |
114,09 |
3,89 |
IZ0823 |
PL0000105359 |
99,73 |
110,46 |
--- |
--- |
105,10 |
--- |
DS1023 |
PL0000107264 |
100,67 |
101,08 |
3,92 |
3,87 |
100,88 |
3,89 |
WZ0124 |
PL0000107454 |
96,30 |
96,83 |
--- |
--- |
96,57 |
--- |
WS0429 |
PL0000105391 |
116,39 |
122,03 |
4,29 |
3,86 |
119,21 |
4,07 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,60 |
100,67 |
2,67 |
2,42 |
100,64 |
2,53 |
OK0114 |
PL0000106712 |
98,61 |
98,71 |
2,68 |
2,48 |
98,66 |
2,58 |
PS0414 |
PL0000105433 |
102,29 |
102,37 |
2,69 |
2,59 |
102,33 |
2,64 |
OK0714 |
PL0000107009 |
97,36 |
97,50 |
2,65 |
2,51 |
97,43 |
2,58 |
WZ0115 |
PL0000106480 |
99,79 |
99,96 |
--- |
--- |
99,88 |
--- |
PS0415 |
PL0000105953 |
104,44 |
104,56 |
2,89 |
2,82 |
104,50 |
2,85 |
OK0715 |
PL0000107405 |
94,40 |
94,57 |
2,89 |
2,80 |
94,49 |
2,84 |
DS1015 |
PL0000103602 |
107,04 |
107,22 |
2,99 |
2,91 |
107,13 |
2,95 |
OK0116 |
PL0000107587 |
92,78 |
93,02 |
3,01 |
2,91 |
92,90 |
2,96 |
PS0416 |
PL0000106340 |
105,10 |
105,33 |
3,05 |
2,96 |
105,22 |
3,00 |
IZ0816 |
PL0000103529 |
103,75 |
104,50 |
--- |
--- |
104,13 |
--- |
PS1016 |
PL0000106795 |
105,03 |
105,32 |
3,10 |
3,01 |
105,18 |
3,06 |
WZ0117 |
PL0000106936 |
99,51 |
99,75 |
--- |
--- |
99,63 |
--- |
PS0417 |
PL0000107058 |
105,42 |
105,67 |
3,20 |
3,13 |
105,55 |
3,16 |
DS1017 |
PL0000104543 |
107,77 |
108,04 |
3,27 |
3,20 |
107,91 |
3,23 |
WZ0118 |
PL0000104717 |
99,21 |
99,50 |
--- |
--- |
99,36 |
--- |
PS0418 |
PL0000107314 |
102,00 |
102,28 |
3,29 |
3,22 |
102,14 |
3,25 |
PS0718 |
PL0000107595 |
96,28 |
96,56 |
3,31 |
3,25 |
96,42 |
3,28 |
DS1019 |
PL0000105441 |
111,10 |
111,49 |
3,49 |
3,43 |
111,30 |
3,46 |
DS1020 |
PL0000106126 |
109,87 |
110,27 |
3,67 |
3,61 |
110,07 |
3,64 |
WZ0121 |
PL0000106068 |
97,93 |
98,21 |
--- |
--- |
98,07 |
--- |
DS1021 |
PL0000106670 |
113,39 |
113,80 |
3,83 |
3,77 |
113,60 |
3,80 |
WS0922 |
PL0000102646 |
113,76 |
114,15 |
3,93 |
3,88 |
113,96 |
3,91 |
IZ0823 |
PL0000105359 |
103,60 |
107,19 |
--- |
--- |
105,40 |
--- |
DS1023 |
PL0000107264 |
100,55 |
100,99 |
3,93 |
3,88 |
100,77 |
3,90 |
WZ0124 |
PL0000107454 |
96,26 |
96,77 |
--- |
--- |
96,52 |
--- |
WS0429 |
PL0000105391 |
116,76 |
118,78 |
4,26 |
4,10 |
117,77 |
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) |
(%) |
(%) |
(%) |
PS0417 |
PL0000107058 |
0/1 |
1 |
2,100 |
2,100 |
2,100 |
10 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,000 |
2,000 |
2,000 |
50 |
OK0715 |
PL0000107405 |
0/1 |
1 |
2,150 |
2,150 |
2,150 |
55 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,200 |
2,200 |
2,200 |
25 |
DS1015 |
PL0000103602 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
255 |
WS0429 |
PL0000105391 |
1/2 |
1 |
2,100 |
2,100 |
2,100 |
10 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
60 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,000 |
2,000 |
2,000 |
20 |
OK0714 |
PL0000107009 |
1/2 |
1 |
2,200 |
2,250 |
2,225 |
150 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,200 |
2,200 |
2,200 |
60 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
2,200 |
2,200 |
2,200 |
50 |
DS1013 |
PL0000102836 |
1/8 |
7 |
2,250 |
2,250 |
2,250 |
25 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,170 |
2,200 |
2,175 |
195 |
OK0715 |
PL0000107405 |
1/8 |
7 |
2,200 |
2,200 |
2,200 |
20 |
DS1015 |
PL0000103602 |
2/9 |
7 |
2,300 |
2,300 |
2,300 |
300 |
TOTAL |
1 285 |
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 |
2,500 |
2,520 |
2,510 |
2 000 |
TOTAL |
2 000 |