2013-07-22 |
MARKET DATA |
No 139 (2173) |
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 |
1 170,00 |
1 297,57 |
98 |
720,00 |
713,79 |
7 |
1 890,00 |
2 011,36 |
105 |
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) |
DS1013 |
PL0000102836 |
100,58 |
100,62 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
98,72 |
98,76 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,32 |
102,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
97,49 |
97,56 |
97,59 |
97,59 |
97,59 |
97,59 |
97,59 |
22 500 |
21,96 |
1 |
PS0415 |
PL0000105953 |
104,65 |
104,60 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
94,55 |
94,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
107,20 |
107,28 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
93,10 |
93,12 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
105,42 |
105,49 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,39 |
105,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,96 |
105,94 |
105,89 |
105,89 |
105,87 |
105,87 |
105,88 |
35 000 |
37,47 |
4 |
DS1017 |
PL0000104543 |
108,50 |
108,26 |
108,40 |
108,50 |
108,35 |
108,50 |
108,44 |
175 000 |
196,61 |
10 |
PS0418 |
PL0000107314 |
102,65 |
102,45 |
102,45 |
102,69 |
102,45 |
102,62 |
102,61 |
230 000 |
238,12 |
15 |
PS0718 |
PL0000107595 |
97,01 |
96,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,90 |
102,20 |
111,90 |
112,21 |
111,90 |
111,90 |
112,07 |
70 000 |
81,32 |
7 |
DS1020 |
PL0000106126 |
110,89 |
110,57 |
110,65 |
110,65 |
110,65 |
110,65 |
110,65 |
10 000 |
11,46 |
1 |
DS1021 |
PL0000106670 |
114,91 |
114,27 |
114,27 |
114,95 |
114,27 |
114,85 |
114,55 |
230 000 |
273,33 |
24 |
WS0922 |
PL0000102646 |
115,30 |
114,75 |
115,10 |
115,40 |
115,10 |
115,30 |
115,34 |
92 500 |
111,12 |
8 |
DS1023 |
PL0000107264 |
102,00 |
101,40 |
101,45 |
102,00 |
101,45 |
101,92 |
101,89 |
285 000 |
298,88 |
26 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
119,88 |
119,50 |
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 |
103,95 |
103,90 |
103,90 |
103,80 |
103,80 |
103,85 |
20 000 |
27,31 |
2 |
IZ0823 |
PL0000105359 |
104,50 |
105,16 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,84 |
99,88 |
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 |
99,30 |
99,38 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,00 |
99,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,01 |
98,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,20 |
96,36 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 170 000 |
1 297,57 |
98 |
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 |
102,90 |
103,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
107,20 |
107,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,85 |
110,25 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
120,25 |
121,05 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
100,45 |
100,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
113,70 |
114,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
112,10 |
113,10 |
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 |
109,35 |
110,15 |
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 |
35 |
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 |
100,56 |
100,64 |
2,66 |
2,36 |
100,60 |
2,51 |
OK0114 |
PL0000106712 |
98,69 |
98,79 |
2,62 |
2,42 |
98,74 |
2,52 |
PS0414 |
PL0000105433 |
102,28 |
102,39 |
2,63 |
2,48 |
102,34 |
2,55 |
OK0714 |
PL0000107009 |
97,45 |
97,61 |
2,61 |
2,44 |
97,53 |
2,53 |
WZ0115 |
PL0000106480 |
99,78 |
99,93 |
--- |
--- |
99,86 |
--- |
PS0415 |
PL0000105953 |
104,49 |
104,67 |
2,83 |
2,73 |
104,58 |
2,78 |
OK0715 |
PL0000107405 |
94,50 |
94,69 |
2,86 |
2,76 |
94,60 |
2,81 |
DS1015 |
PL0000103602 |
107,17 |
107,37 |
2,91 |
2,82 |
107,27 |
2,86 |
OK0116 |
PL0000107587 |
93,03 |
93,24 |
2,92 |
2,83 |
93,14 |
2,88 |
PS0416 |
PL0000106340 |
105,33 |
105,58 |
2,95 |
2,86 |
105,46 |
2,90 |
IZ0816 |
PL0000103529 |
103,37 |
104,35 |
--- |
--- |
103,86 |
--- |
PS1016 |
PL0000106795 |
105,30 |
105,57 |
3,01 |
2,92 |
105,44 |
2,97 |
WZ0117 |
PL0000106936 |
99,61 |
99,84 |
--- |
--- |
99,73 |
--- |
PS0417 |
PL0000107058 |
105,84 |
106,11 |
3,07 |
3,00 |
105,98 |
3,03 |
DS1017 |
PL0000104543 |
108,33 |
108,55 |
3,12 |
3,07 |
108,44 |
3,10 |
WZ0118 |
PL0000104717 |
99,25 |
99,44 |
--- |
--- |
99,35 |
--- |
PS0418 |
PL0000107314 |
102,46 |
102,67 |
3,18 |
3,13 |
102,57 |
3,15 |
PS0718 |
PL0000107595 |
96,71 |
96,98 |
3,22 |
3,16 |
96,85 |
3,19 |
DS1019 |
PL0000105441 |
111,62 |
111,99 |
3,40 |
3,34 |
111,81 |
3,37 |
DS1020 |
PL0000106126 |
110,61 |
111,02 |
3,56 |
3,50 |
110,82 |
3,53 |
WZ0121 |
PL0000106068 |
97,88 |
98,17 |
--- |
--- |
98,03 |
--- |
DS1021 |
PL0000106670 |
114,35 |
114,78 |
3,70 |
3,64 |
114,57 |
3,67 |
WS0922 |
PL0000102646 |
114,69 |
115,08 |
3,82 |
3,77 |
114,89 |
3,79 |
IZ0823 |
PL0000105359 |
103,29 |
108,64 |
--- |
--- |
105,97 |
--- |
DS1023 |
PL0000107264 |
101,47 |
101,89 |
3,82 |
3,77 |
101,68 |
3,80 |
WZ0124 |
PL0000107454 |
96,00 |
96,50 |
--- |
--- |
96,25 |
--- |
WS0429 |
PL0000105391 |
116,81 |
122,21 |
4,26 |
3,84 |
119,51 |
4,05 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,56 |
100,64 |
2,66 |
2,36 |
100,60 |
2,51 |
OK0114 |
PL0000106712 |
98,70 |
98,79 |
2,60 |
2,42 |
98,75 |
2,50 |
PS0414 |
PL0000105433 |
102,29 |
102,36 |
2,61 |
2,52 |
102,33 |
2,56 |
OK0714 |
PL0000107009 |
97,46 |
97,59 |
2,60 |
2,46 |
97,53 |
2,53 |
WZ0115 |
PL0000106480 |
99,81 |
99,94 |
--- |
--- |
99,88 |
--- |
PS0415 |
PL0000105953 |
104,51 |
104,66 |
2,82 |
2,73 |
104,59 |
2,77 |
OK0715 |
PL0000107405 |
94,49 |
94,67 |
2,87 |
2,77 |
94,58 |
2,82 |
DS1015 |
PL0000103602 |
107,15 |
107,31 |
2,92 |
2,85 |
107,23 |
2,88 |
OK0116 |
PL0000107587 |
93,06 |
93,29 |
2,91 |
2,81 |
93,18 |
2,86 |
PS0416 |
PL0000106340 |
105,34 |
105,58 |
2,94 |
2,86 |
105,46 |
2,90 |
IZ0816 |
PL0000103529 |
103,29 |
104,25 |
--- |
--- |
103,77 |
--- |
PS1016 |
PL0000106795 |
105,33 |
105,59 |
3,00 |
2,92 |
105,46 |
2,96 |
WZ0117 |
PL0000106936 |
99,59 |
99,87 |
--- |
--- |
99,73 |
--- |
PS0417 |
PL0000107058 |
105,82 |
106,08 |
3,08 |
3,01 |
105,95 |
3,04 |
DS1017 |
PL0000104543 |
108,34 |
108,61 |
3,12 |
3,06 |
108,48 |
3,09 |
WZ0118 |
PL0000104717 |
99,24 |
99,45 |
--- |
--- |
99,35 |
--- |
PS0418 |
PL0000107314 |
102,55 |
102,72 |
3,16 |
3,12 |
102,64 |
3,14 |
PS0718 |
PL0000107595 |
96,89 |
97,19 |
3,18 |
3,11 |
97,04 |
3,15 |
DS1019 |
PL0000105441 |
111,84 |
112,20 |
3,36 |
3,30 |
112,02 |
3,33 |
DS1020 |
PL0000106126 |
110,65 |
111,02 |
3,55 |
3,50 |
110,84 |
3,53 |
WZ0121 |
PL0000106068 |
97,91 |
98,18 |
--- |
--- |
98,05 |
--- |
DS1021 |
PL0000106670 |
114,65 |
114,96 |
3,66 |
3,62 |
114,81 |
3,64 |
WS0922 |
PL0000102646 |
115,10 |
115,53 |
3,77 |
3,72 |
115,32 |
3,74 |
IZ0823 |
PL0000105359 |
103,64 |
107,72 |
--- |
--- |
105,68 |
--- |
DS1023 |
PL0000107264 |
101,62 |
102,04 |
3,80 |
3,75 |
101,83 |
3,78 |
WZ0124 |
PL0000107454 |
96,12 |
96,58 |
--- |
--- |
96,35 |
--- |
WS0429 |
PL0000105391 |
115,13 |
119,90 |
4,39 |
4,02 |
117,52 |
4,20 |
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 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
40 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,150 |
2,150 |
2,150 |
110 |
OK0715 |
PL0000107405 |
1/2 |
1 |
2,000 |
2,000 |
2,000 |
55 |
OK0714 |
PL0000107009 |
1/3 |
2 |
2,150 |
2,150 |
2,150 |
75 |
OK0715 |
PL0000107405 |
1/3 |
2 |
2,150 |
2,150 |
2,150 |
365 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,050 |
2,050 |
2,050 |
75 |
TOTAL |
720 |