2013-07-16 |
MARKET DATA |
No 135 (2169) |
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 |
340,00 |
343,36 |
14 |
2 090,00 |
2 148,37 |
27 |
2 430,00 |
2 491,73 |
41 |
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 |
99,95 |
99,95 |
99,95 |
99,95 |
99,95 |
99,95 |
99,95 |
207 500 |
207,40 |
4 |
DS1013 |
PL0000102836 |
100,61 |
100,63 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,65 |
98,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,31 |
102,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,40 |
97,47 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,53 |
104,52 |
104,55 |
104,55 |
104,55 |
104,55 |
104,55 |
25 000 |
26,45 |
1 |
OK0715 |
PL0000107405 |
94,47 |
94,52 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
107,13 |
107,22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
92,86 |
92,98 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
105,12 |
105,26 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,15 |
105,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,43 |
105,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,91 |
107,99 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,07 |
102,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
96,42 |
96,45 |
96,41 |
96,41 |
96,41 |
96,41 |
96,41 |
15 000 |
14,83 |
1 |
DS1019 |
PL0000105441 |
111,20 |
111,20 |
111,30 |
111,30 |
111,30 |
111,30 |
111,30 |
20 000 |
23,06 |
2 |
DS1020 |
PL0000106126 |
110,05 |
110,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
113,50 |
113,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
113,96 |
114,03 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
100,58 |
100,80 |
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 |
116,50 |
116,83 |
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 |
103,70 |
104,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,20 |
105,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,83 |
99,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,60 |
99,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,28 |
99,39 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
98,90 |
99,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,08 |
98,13 |
98,08 |
98,08 |
98,07 |
98,07 |
98,07 |
25 000 |
25,00 |
3 |
WZ0124 |
PL0000107454 |
96,30 |
96,20 |
96,30 |
96,30 |
96,20 |
96,20 |
96,24 |
47 500 |
46,62 |
3 |
TOTAL |
340 000 |
343,36 |
14 |
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 |
103,05 |
103,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
107,30 |
107,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
110,15 |
110,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
120,50 |
121,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
100,65 |
100,70 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
113,80 |
113,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
112,10 |
112,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
115,90 |
116,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
109,25 |
110,05 |
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 |
41 |
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 |
100,68 |
2,69 |
2,36 |
100,64 |
2,51 |
OK0114 |
PL0000106712 |
98,63 |
98,72 |
2,65 |
2,48 |
98,68 |
2,56 |
PS0414 |
PL0000105433 |
102,28 |
102,40 |
2,69 |
2,54 |
102,34 |
2,62 |
OK0714 |
PL0000107009 |
97,36 |
97,50 |
2,66 |
2,52 |
97,43 |
2,59 |
WZ0115 |
PL0000106480 |
99,79 |
99,95 |
--- |
--- |
99,87 |
--- |
PS0415 |
PL0000105953 |
104,42 |
104,54 |
2,89 |
2,83 |
104,48 |
2,86 |
OK0715 |
PL0000107405 |
94,36 |
94,54 |
2,92 |
2,82 |
94,45 |
2,87 |
DS1015 |
PL0000103602 |
107,03 |
107,23 |
2,99 |
2,90 |
107,13 |
2,95 |
OK0116 |
PL0000107587 |
92,80 |
93,05 |
3,01 |
2,90 |
92,93 |
2,95 |
PS0416 |
PL0000106340 |
105,09 |
105,33 |
3,05 |
2,96 |
105,21 |
3,00 |
IZ0816 |
PL0000103529 |
103,52 |
104,50 |
--- |
--- |
104,01 |
--- |
PS1016 |
PL0000106795 |
105,02 |
105,30 |
3,11 |
3,02 |
105,16 |
3,06 |
WZ0117 |
PL0000106936 |
99,50 |
99,76 |
--- |
--- |
99,63 |
--- |
PS0417 |
PL0000107058 |
105,39 |
105,66 |
3,20 |
3,13 |
105,53 |
3,16 |
DS1017 |
PL0000104543 |
107,75 |
108,02 |
3,27 |
3,20 |
107,89 |
3,24 |
WZ0118 |
PL0000104717 |
99,16 |
99,49 |
--- |
--- |
99,33 |
--- |
PS0418 |
PL0000107314 |
101,99 |
102,24 |
3,29 |
3,23 |
102,12 |
3,26 |
PS0718 |
PL0000107595 |
96,27 |
96,51 |
3,32 |
3,26 |
96,39 |
3,29 |
DS1019 |
PL0000105441 |
111,04 |
111,35 |
3,50 |
3,45 |
111,20 |
3,48 |
DS1020 |
PL0000106126 |
109,89 |
110,29 |
3,67 |
3,61 |
110,09 |
3,64 |
WZ0121 |
PL0000106068 |
97,97 |
98,23 |
--- |
--- |
98,10 |
--- |
DS1021 |
PL0000106670 |
113,40 |
113,79 |
3,82 |
3,77 |
113,60 |
3,80 |
WS0922 |
PL0000102646 |
113,81 |
114,18 |
3,93 |
3,88 |
114,00 |
3,90 |
IZ0823 |
PL0000105359 |
103,61 |
108,65 |
--- |
--- |
106,13 |
--- |
DS1023 |
PL0000107264 |
100,48 |
100,92 |
3,94 |
3,89 |
100,70 |
3,91 |
WZ0124 |
PL0000107454 |
96,22 |
96,69 |
--- |
--- |
96,46 |
--- |
WS0429 |
PL0000105391 |
115,79 |
118,26 |
4,34 |
4,14 |
117,03 |
4,24 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,59 |
100,66 |
2,69 |
2,43 |
100,63 |
2,54 |
OK0114 |
PL0000106712 |
98,61 |
98,72 |
2,69 |
2,48 |
98,67 |
2,58 |
PS0414 |
PL0000105433 |
102,29 |
102,38 |
2,68 |
2,56 |
102,34 |
2,62 |
OK0714 |
PL0000107009 |
97,36 |
97,50 |
2,66 |
2,52 |
97,43 |
2,59 |
WZ0115 |
PL0000106480 |
99,79 |
99,95 |
--- |
--- |
99,87 |
--- |
PS0415 |
PL0000105953 |
104,47 |
104,57 |
2,87 |
2,81 |
104,52 |
2,84 |
OK0715 |
PL0000107405 |
94,39 |
94,57 |
2,90 |
2,80 |
94,48 |
2,85 |
DS1015 |
PL0000103602 |
107,08 |
107,27 |
2,97 |
2,89 |
107,18 |
2,92 |
OK0116 |
PL0000107587 |
92,81 |
93,06 |
3,00 |
2,89 |
92,94 |
2,94 |
PS0416 |
PL0000106340 |
105,07 |
105,30 |
3,06 |
2,97 |
105,19 |
3,01 |
IZ0816 |
PL0000103529 |
103,46 |
104,39 |
--- |
--- |
103,93 |
--- |
PS1016 |
PL0000106795 |
105,02 |
105,30 |
3,11 |
3,02 |
105,16 |
3,06 |
WZ0117 |
PL0000106936 |
99,51 |
99,72 |
--- |
--- |
99,62 |
--- |
PS0417 |
PL0000107058 |
105,36 |
105,63 |
3,21 |
3,14 |
105,50 |
3,17 |
DS1017 |
PL0000104543 |
107,81 |
108,04 |
3,26 |
3,20 |
107,93 |
3,23 |
WZ0118 |
PL0000104717 |
99,11 |
99,43 |
--- |
--- |
99,27 |
--- |
PS0418 |
PL0000107314 |
101,97 |
102,26 |
3,29 |
3,23 |
102,12 |
3,26 |
PS0718 |
PL0000107595 |
96,28 |
96,50 |
3,31 |
3,27 |
96,39 |
3,29 |
DS1019 |
PL0000105441 |
111,07 |
111,35 |
3,50 |
3,45 |
111,21 |
3,47 |
DS1020 |
PL0000106126 |
109,98 |
110,38 |
3,66 |
3,60 |
110,18 |
3,63 |
WZ0121 |
PL0000106068 |
97,81 |
98,21 |
--- |
--- |
98,01 |
--- |
DS1021 |
PL0000106670 |
113,43 |
113,86 |
3,82 |
3,76 |
113,65 |
3,79 |
WS0922 |
PL0000102646 |
113,85 |
114,27 |
3,92 |
3,87 |
114,06 |
3,89 |
IZ0823 |
PL0000105359 |
102,80 |
108,79 |
--- |
--- |
105,80 |
--- |
DS1023 |
PL0000107264 |
100,47 |
100,91 |
3,94 |
3,89 |
100,69 |
3,91 |
WZ0124 |
PL0000107454 |
96,00 |
96,31 |
--- |
--- |
96,16 |
--- |
WS0429 |
PL0000105391 |
115,98 |
118,50 |
4,33 |
4,13 |
117,24 |
4,23 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0418 |
PL0000107314 |
0/1 |
1 |
2,100 |
2,100 |
2,100 |
70 |
OK0715 |
PL0000107405 |
0/1 |
1 |
2,100 |
2,100 |
2,100 |
55 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,100 |
2,100 |
2,100 |
30 |
DS1013 |
PL0000102836 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
40 |
WS0429 |
PL0000105391 |
1/2 |
1 |
2,200 |
2,200 |
2,200 |
10 |
PS0415 |
PL0000105953 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
60 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,200 |
2,200 |
2,200 |
120 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,200 |
2,200 |
2,200 |
65 |
OK0714 |
PL0000107009 |
1/2 |
1 |
2,200 |
2,200 |
2,200 |
75 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,100 |
2,200 |
2,169 |
425 |
OK0715 |
PL0000107405 |
1/2 |
1 |
2,200 |
2,200 |
2,200 |
125 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
90 |
PS0416 |
PL0000106340 |
2/3 |
1 |
2,200 |
2,200 |
2,200 |
200 |
OK0714 |
PL0000107009 |
2/3 |
1 |
2,200 |
2,200 |
2,200 |
75 |
PS0418 |
PL0000107314 |
2/3 |
1 |
2,200 |
2,200 |
2,200 |
40 |
OK0715 |
PL0000107405 |
2/3 |
1 |
2,200 |
2,200 |
2,200 |
10 |
WZ0117 |
PL0000106936 |
2/3 |
1 |
2,200 |
2,200 |
2,200 |
90 |
WZ0118 |
PL0000104717 |
0/2 |
2 |
2,100 |
2,100 |
2,100 |
10 |
WZ0124 |
PL0000107454 |
0/3 |
3 |
2,000 |
2,000 |
2,000 |
30 |
PS0718 |
PL0000107595 |
0/6 |
6 |
2,000 |
2,000 |
2,000 |
420 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,000 |
2,000 |
2,000 |
50 |
TOTAL |
2 090 |