2013-07-17 |
MARKET DATA |
No 136 (2170) |
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 |
1 032,50 |
1 112,91 |
86 |
1 225,00 |
1 252,03 |
18 |
2 257,50 |
2 364,93 |
104 |
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 |
99,96 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
100,60 |
100,64 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,66 |
98,71 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,30 |
102,35 |
102,30 |
102,30 |
102,30 |
102,30 |
102,30 |
50 000 |
51,82 |
2 |
OK0714 |
PL0000107009 |
97,39 |
97,44 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,49 |
104,45 |
104,49 |
104,49 |
104,49 |
104,49 |
104,49 |
25 000 |
26,44 |
1 |
OK0715 |
PL0000107405 |
94,43 |
94,41 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
107,10 |
107,02 |
106,99 |
107,02 |
106,99 |
107,02 |
107,00 |
30 000 |
33,48 |
2 |
OK0116 |
PL0000107587 |
92,89 |
92,82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
105,11 |
105,02 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,10 |
104,93 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,42 |
105,14 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,82 |
107,44 |
107,70 |
107,70 |
107,60 |
107,68 |
107,65 |
35 000 |
39,02 |
4 |
PS0418 |
PL0000107314 |
101,97 |
101,45 |
101,85 |
101,85 |
101,50 |
101,50 |
101,62 |
35 000 |
35,87 |
3 |
PS0718 |
PL0000107595 |
96,29 |
95,73 |
96,21 |
96,21 |
96,17 |
96,17 |
96,19 |
25 000 |
24,66 |
2 |
DS1019 |
PL0000105441 |
111,00 |
110,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,99 |
109,06 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
113,44 |
112,53 |
112,90 |
112,90 |
112,79 |
112,80 |
112,84 |
195 000 |
228,24 |
19 |
WS0922 |
PL0000102646 |
113,80 |
112,73 |
113,75 |
113,75 |
112,80 |
113,05 |
113,31 |
105 000 |
123,92 |
10 |
DS1023 |
PL0000107264 |
100,46 |
99,34 |
100,37 |
100,37 |
99,80 |
99,95 |
99,96 |
230 000 |
236,63 |
23 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
116,65 |
116,50 |
116,45 |
116,45 |
116,45 |
116,45 |
116,45 |
10 000 |
11,78 |
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 |
104,05 |
104,05 |
104,07 |
104,05 |
104,07 |
104,06 |
15 000 |
20,52 |
2 |
IZ0823 |
PL0000105359 |
104,47 |
105,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,83 |
99,85 |
99,86 |
99,86 |
99,86 |
99,86 |
99,86 |
17 500 |
17,81 |
2 |
WZ0117 |
PL0000106936 |
99,63 |
99,60 |
99,60 |
99,65 |
99,60 |
99,65 |
99,64 |
180 000 |
182,81 |
8 |
WZ0118 |
PL0000104717 |
99,28 |
99,31 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,05 |
98,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,04 |
97,99 |
98,04 |
98,04 |
97,90 |
97,99 |
97,95 |
80 000 |
79,90 |
7 |
WZ0124 |
PL0000107454 |
96,10 |
96,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 032 500 |
1 112,91 |
86 |
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 |
103,00 |
103,20 |
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 |
109,95 |
110,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
120,25 |
121,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
100,50 |
100,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
113,75 |
114,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
112,00 |
113,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
116,10 |
117,10 |
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 |
40 |
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 |
100,66 |
2,67 |
2,41 |
100,63 |
2,52 |
OK0114 |
PL0000106712 |
98,61 |
98,73 |
2,71 |
2,47 |
98,67 |
2,59 |
PS0414 |
PL0000105433 |
102,27 |
102,39 |
2,69 |
2,54 |
102,33 |
2,62 |
OK0714 |
PL0000107009 |
97,37 |
97,50 |
2,66 |
2,52 |
97,44 |
2,58 |
WZ0115 |
PL0000106480 |
99,76 |
99,92 |
--- |
--- |
99,84 |
--- |
PS0415 |
PL0000105953 |
104,46 |
104,57 |
2,87 |
2,81 |
104,52 |
2,83 |
OK0715 |
PL0000107405 |
94,38 |
94,55 |
2,91 |
2,82 |
94,47 |
2,86 |
DS1015 |
PL0000103602 |
107,06 |
107,25 |
2,97 |
2,89 |
107,16 |
2,93 |
OK0116 |
PL0000107587 |
92,82 |
93,04 |
3,00 |
2,90 |
92,93 |
2,95 |
PS0416 |
PL0000106340 |
105,03 |
105,27 |
3,07 |
2,98 |
105,15 |
3,02 |
IZ0816 |
PL0000103529 |
103,42 |
104,42 |
--- |
--- |
103,92 |
--- |
PS1016 |
PL0000106795 |
105,01 |
105,27 |
3,11 |
3,03 |
105,14 |
3,07 |
WZ0117 |
PL0000106936 |
99,48 |
99,70 |
--- |
--- |
99,59 |
--- |
PS0417 |
PL0000107058 |
105,33 |
105,57 |
3,22 |
3,15 |
105,45 |
3,19 |
DS1017 |
PL0000104543 |
107,70 |
107,97 |
3,28 |
3,22 |
107,84 |
3,25 |
WZ0118 |
PL0000104717 |
99,05 |
99,39 |
--- |
--- |
99,22 |
--- |
PS0418 |
PL0000107314 |
101,83 |
102,09 |
3,32 |
3,27 |
101,96 |
3,29 |
PS0718 |
PL0000107595 |
96,15 |
96,36 |
3,34 |
3,30 |
96,26 |
3,32 |
DS1019 |
PL0000105441 |
110,61 |
111,03 |
3,58 |
3,50 |
110,82 |
3,54 |
DS1020 |
PL0000106126 |
109,59 |
110,02 |
3,71 |
3,65 |
109,81 |
3,68 |
WZ0121 |
PL0000106068 |
97,93 |
98,25 |
--- |
--- |
98,09 |
--- |
DS1021 |
PL0000106670 |
113,05 |
113,41 |
3,87 |
3,82 |
113,23 |
3,85 |
WS0922 |
PL0000102646 |
113,26 |
113,68 |
3,99 |
3,94 |
113,47 |
3,97 |
IZ0823 |
PL0000105359 |
103,52 |
109,51 |
--- |
--- |
106,52 |
--- |
DS1023 |
PL0000107264 |
100,10 |
100,45 |
3,98 |
3,94 |
100,28 |
3,96 |
WZ0124 |
PL0000107454 |
95,99 |
96,50 |
--- |
--- |
96,25 |
--- |
WS0429 |
PL0000105391 |
115,92 |
118,82 |
4,33 |
4,10 |
117,37 |
4,21 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,58 |
100,66 |
2,70 |
2,41 |
100,62 |
2,56 |
OK0114 |
PL0000106712 |
98,63 |
98,73 |
2,67 |
2,47 |
98,68 |
2,57 |
PS0414 |
PL0000105433 |
102,28 |
102,38 |
2,68 |
2,55 |
102,33 |
2,62 |
OK0714 |
PL0000107009 |
97,34 |
97,48 |
2,69 |
2,54 |
97,41 |
2,62 |
WZ0115 |
PL0000106480 |
99,77 |
99,90 |
--- |
--- |
99,84 |
--- |
PS0415 |
PL0000105953 |
104,42 |
104,54 |
2,89 |
2,82 |
104,48 |
2,86 |
OK0715 |
PL0000107405 |
94,31 |
94,50 |
2,95 |
2,85 |
94,41 |
2,89 |
DS1015 |
PL0000103602 |
106,96 |
107,16 |
3,02 |
2,93 |
107,06 |
2,97 |
OK0116 |
PL0000107587 |
92,71 |
92,97 |
3,05 |
2,93 |
92,84 |
2,99 |
PS0416 |
PL0000106340 |
104,93 |
105,22 |
3,11 |
3,00 |
105,08 |
3,05 |
IZ0816 |
PL0000103529 |
103,31 |
104,24 |
--- |
--- |
103,78 |
--- |
PS1016 |
PL0000106795 |
104,88 |
105,17 |
3,15 |
3,06 |
105,03 |
3,10 |
WZ0117 |
PL0000106936 |
99,57 |
99,78 |
--- |
--- |
99,68 |
--- |
PS0417 |
PL0000107058 |
105,18 |
105,46 |
3,26 |
3,18 |
105,32 |
3,22 |
DS1017 |
PL0000104543 |
107,54 |
107,81 |
3,32 |
3,25 |
107,68 |
3,29 |
WZ0118 |
PL0000104717 |
99,15 |
99,40 |
--- |
--- |
99,28 |
--- |
PS0418 |
PL0000107314 |
101,65 |
101,95 |
3,37 |
3,30 |
101,80 |
3,33 |
PS0718 |
PL0000107595 |
95,97 |
96,24 |
3,38 |
3,32 |
96,11 |
3,35 |
DS1019 |
PL0000105441 |
110,54 |
110,90 |
3,59 |
3,53 |
110,72 |
3,56 |
DS1020 |
PL0000106126 |
109,39 |
109,83 |
3,74 |
3,68 |
109,61 |
3,71 |
WZ0121 |
PL0000106068 |
97,85 |
98,09 |
--- |
--- |
97,97 |
--- |
DS1021 |
PL0000106670 |
112,82 |
113,24 |
3,90 |
3,84 |
113,03 |
3,87 |
WS0922 |
PL0000102646 |
113,14 |
113,46 |
4,01 |
3,97 |
113,30 |
3,99 |
IZ0823 |
PL0000105359 |
103,66 |
106,01 |
--- |
--- |
104,84 |
--- |
DS1023 |
PL0000107264 |
99,79 |
100,21 |
4,02 |
3,97 |
100,00 |
4,00 |
WZ0124 |
PL0000107454 |
95,95 |
96,46 |
--- |
--- |
96,21 |
--- |
WS0429 |
PL0000105391 |
116,07 |
117,12 |
4,32 |
4,23 |
116,60 |
4,28 |
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 |
2,200 |
2,200 |
2,200 |
10 |
OK0715 |
PL0000107405 |
0/1 |
1 |
2,350 |
2,350 |
2,350 |
55 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,210 |
2,210 |
2,210 |
15 |
WS0429 |
PL0000105391 |
1/2 |
1 |
2,200 |
2,200 |
2,200 |
10 |
PS0416 |
PL0000106340 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
10 |
OK0114 |
PL0000106712 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
35 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
35 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
285 |
OK0715 |
PL0000107405 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
80 |
OK0116 |
PL0000107587 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
95 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
2,270 |
2,270 |
2,270 |
40 |
OK0714 |
PL0000107009 |
0/2 |
2 |
2,350 |
2,350 |
2,350 |
30 |
OK0715 |
PL0000107405 |
1/5 |
4 |
2,250 |
2,250 |
2,250 |
200 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,250 |
2,250 |
2,250 |
190 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,200 |
2,200 |
2,200 |
55 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,250 |
2,250 |
2,250 |
45 |
OK0114 |
PL0000106712 |
2/9 |
7 |
2,270 |
2,270 |
2,270 |
35 |
TOTAL |
1 225 |