2013-07-23 |
MARKET DATA |
No 140 (2174) |
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 |
1 415,00 |
1 523,27 |
101 |
830,00 |
914,98 |
19 |
2 245,00 |
2 438,25 |
120 |
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 |
100,59 |
100,58 |
100,59 |
100,58 |
100,59 |
100,58 |
70 000 |
73,04 |
3 |
OK0114 |
PL0000106712 |
98,73 |
98,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,31 |
102,30 |
102,30 |
102,32 |
102,29 |
102,29 |
102,29 |
222 500 |
230,79 |
6 |
OK0714 |
PL0000107009 |
97,45 |
97,53 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,50 |
104,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
94,55 |
94,59 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
107,16 |
107,20 |
107,15 |
107,15 |
107,15 |
107,15 |
107,15 |
80 000 |
89,47 |
4 |
OK0116 |
PL0000107587 |
93,08 |
93,09 |
93,02 |
93,02 |
93,02 |
93,02 |
93,02 |
30 000 |
27,91 |
1 |
PS0416 |
PL0000106340 |
105,33 |
105,33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,31 |
105,25 |
105,25 |
105,25 |
105,25 |
105,25 |
105,25 |
7 500 |
8,16 |
1 |
PS0417 |
PL0000107058 |
105,81 |
105,71 |
105,75 |
105,75 |
105,70 |
105,70 |
105,74 |
35 000 |
37,42 |
3 |
DS1017 |
PL0000104543 |
108,35 |
108,14 |
108,35 |
108,35 |
108,29 |
108,29 |
108,32 |
60 000 |
67,35 |
4 |
PS0418 |
PL0000107314 |
102,47 |
102,02 |
102,20 |
102,27 |
102,10 |
102,20 |
102,18 |
70 000 |
72,18 |
6 |
PS0718 |
PL0000107595 |
96,95 |
96,60 |
96,80 |
96,80 |
96,60 |
96,62 |
96,68 |
70 000 |
67,68 |
4 |
DS1019 |
PL0000105441 |
111,78 |
111,19 |
111,65 |
111,65 |
111,65 |
111,65 |
111,65 |
10 000 |
11,58 |
1 |
DS1020 |
PL0000106126 |
110,63 |
109,96 |
110,46 |
110,46 |
110,05 |
110,16 |
110,21 |
230 000 |
262,51 |
23 |
DS1021 |
PL0000106670 |
114,55 |
113,61 |
114,55 |
114,55 |
113,70 |
113,77 |
114,10 |
230 000 |
272,32 |
19 |
WS0922 |
PL0000102646 |
115,03 |
113,82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
101,62 |
100,52 |
101,50 |
101,50 |
100,49 |
100,55 |
100,80 |
145 000 |
150,49 |
15 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
118,19 |
118,55 |
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 |
103,69 |
103,85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
104,33 |
105,07 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
99,88 |
99,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,68 |
99,74 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,25 |
99,25 |
99,25 |
99,25 |
99,20 |
99,20 |
99,21 |
80 000 |
79,37 |
6 |
WZ0119 |
PL0000107603 |
99,23 |
98,95 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
97,95 |
98,09 |
97,95 |
97,95 |
97,90 |
97,90 |
97,91 |
50 000 |
48,96 |
4 |
WZ0124 |
PL0000107454 |
96,20 |
96,36 |
96,20 |
96,20 |
96,20 |
96,20 |
96,20 |
25 000 |
24,05 |
1 |
TOTAL |
1 415 000 |
1 523,27 |
101 |
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 |
102,86 |
103,11 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
107,10 |
107,40 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
109,75 |
110,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
120,00 |
120,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
100,35 |
100,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
113,50 |
114,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
112,10 |
112,85 |
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 |
34 |
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 |
2,64 |
2,33 |
100,60 |
2,49 |
OK0114 |
PL0000106712 |
98,69 |
98,79 |
2,63 |
2,43 |
98,74 |
2,53 |
PS0414 |
PL0000105433 |
102,27 |
102,38 |
2,63 |
2,48 |
102,33 |
2,55 |
OK0714 |
PL0000107009 |
97,42 |
97,57 |
2,65 |
2,49 |
97,50 |
2,56 |
WZ0115 |
PL0000106480 |
99,80 |
99,95 |
--- |
--- |
99,88 |
--- |
PS0415 |
PL0000105953 |
104,45 |
104,57 |
2,85 |
2,78 |
104,51 |
2,82 |
OK0715 |
PL0000107405 |
94,48 |
94,62 |
2,88 |
2,80 |
94,55 |
2,84 |
DS1015 |
PL0000103602 |
107,12 |
107,24 |
2,93 |
2,87 |
107,18 |
2,90 |
OK0116 |
PL0000107587 |
93,00 |
93,22 |
2,94 |
2,84 |
93,11 |
2,89 |
PS0416 |
PL0000106340 |
105,25 |
105,49 |
2,98 |
2,89 |
105,37 |
2,93 |
IZ0816 |
PL0000103529 |
103,34 |
104,20 |
--- |
--- |
103,77 |
--- |
PS1016 |
PL0000106795 |
105,17 |
105,43 |
3,05 |
2,97 |
105,30 |
3,01 |
WZ0117 |
PL0000106936 |
99,61 |
99,86 |
--- |
--- |
99,74 |
--- |
PS0417 |
PL0000107058 |
105,68 |
105,94 |
3,12 |
3,04 |
105,81 |
3,08 |
DS1017 |
PL0000104543 |
108,17 |
108,45 |
3,16 |
3,09 |
108,31 |
3,13 |
WZ0118 |
PL0000104717 |
99,16 |
99,46 |
--- |
--- |
99,31 |
--- |
PS0418 |
PL0000107314 |
102,28 |
102,55 |
3,22 |
3,16 |
102,42 |
3,19 |
PS0718 |
PL0000107595 |
96,71 |
96,93 |
3,22 |
3,17 |
96,82 |
3,20 |
DS1019 |
PL0000105441 |
111,45 |
111,90 |
3,43 |
3,35 |
111,68 |
3,39 |
DS1020 |
PL0000106126 |
110,39 |
110,83 |
3,59 |
3,53 |
110,61 |
3,56 |
WZ0121 |
PL0000106068 |
97,84 |
98,19 |
--- |
--- |
98,02 |
--- |
DS1021 |
PL0000106670 |
114,35 |
114,73 |
3,70 |
3,65 |
114,54 |
3,67 |
WS0922 |
PL0000102646 |
114,52 |
114,96 |
3,84 |
3,78 |
114,74 |
3,81 |
IZ0823 |
PL0000105359 |
103,61 |
107,73 |
--- |
--- |
105,67 |
--- |
DS1023 |
PL0000107264 |
101,14 |
101,50 |
3,86 |
3,82 |
101,32 |
3,84 |
WZ0124 |
PL0000107454 |
96,11 |
96,58 |
--- |
--- |
96,35 |
--- |
WS0429 |
PL0000105391 |
115,53 |
122,41 |
4,36 |
3,82 |
118,97 |
4,09 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1013 |
PL0000102836 |
100,56 |
100,62 |
2,64 |
2,41 |
100,59 |
2,53 |
OK0114 |
PL0000106712 |
98,70 |
98,78 |
2,61 |
2,45 |
98,74 |
2,53 |
PS0414 |
PL0000105433 |
102,26 |
102,33 |
2,64 |
2,55 |
102,30 |
2,59 |
OK0714 |
PL0000107009 |
97,41 |
97,57 |
2,66 |
2,49 |
97,49 |
2,57 |
WZ0115 |
PL0000106480 |
99,83 |
99,97 |
--- |
--- |
99,90 |
--- |
PS0415 |
PL0000105953 |
104,43 |
104,61 |
2,86 |
2,76 |
104,52 |
2,81 |
OK0715 |
PL0000107405 |
94,48 |
94,68 |
2,88 |
2,77 |
94,58 |
2,83 |
DS1015 |
PL0000103602 |
107,07 |
107,27 |
2,95 |
2,86 |
107,17 |
2,90 |
OK0116 |
PL0000107587 |
92,99 |
93,16 |
2,94 |
2,87 |
93,08 |
2,91 |
PS0416 |
PL0000106340 |
105,06 |
105,36 |
3,05 |
2,93 |
105,21 |
2,99 |
IZ0816 |
PL0000103529 |
103,09 |
104,16 |
--- |
--- |
103,63 |
--- |
PS1016 |
PL0000106795 |
105,05 |
105,34 |
3,09 |
3,00 |
105,20 |
3,04 |
WZ0117 |
PL0000106936 |
99,53 |
99,85 |
--- |
--- |
99,69 |
--- |
PS0417 |
PL0000107058 |
105,45 |
105,73 |
3,18 |
3,10 |
105,59 |
3,14 |
DS1017 |
PL0000104543 |
107,90 |
108,19 |
3,23 |
3,16 |
108,05 |
3,19 |
WZ0118 |
PL0000104717 |
99,13 |
99,33 |
--- |
--- |
99,23 |
--- |
PS0418 |
PL0000107314 |
101,99 |
102,23 |
3,29 |
3,23 |
102,11 |
3,26 |
PS0718 |
PL0000107595 |
96,35 |
96,63 |
3,30 |
3,24 |
96,49 |
3,27 |
DS1019 |
PL0000105441 |
110,94 |
111,37 |
3,52 |
3,44 |
111,16 |
3,48 |
DS1020 |
PL0000106126 |
109,76 |
110,13 |
3,69 |
3,63 |
109,95 |
3,66 |
WZ0121 |
PL0000106068 |
97,75 |
98,15 |
--- |
--- |
97,95 |
--- |
DS1021 |
PL0000106670 |
113,35 |
113,76 |
3,83 |
3,77 |
113,56 |
3,80 |
WS0922 |
PL0000102646 |
113,68 |
114,09 |
3,94 |
3,89 |
113,89 |
3,91 |
IZ0823 |
PL0000105359 |
103,51 |
105,97 |
--- |
--- |
104,74 |
--- |
DS1023 |
PL0000107264 |
100,46 |
100,82 |
3,94 |
3,90 |
100,64 |
3,92 |
WZ0124 |
PL0000107454 |
96,03 |
96,55 |
--- |
--- |
96,29 |
--- |
WS0429 |
PL0000105391 |
116,07 |
121,00 |
4,32 |
3,93 |
118,54 |
4,12 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS1016 |
PL0000106795 |
0/1 |
1 |
2,050 |
2,050 |
2,050 |
85 |
PS0417 |
PL0000107058 |
0/1 |
1 |
2,000 |
2,000 |
2,000 |
30 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,000 |
2,070 |
2,034 |
105 |
DS1015 |
PL0000103602 |
1/2 |
1 |
2,100 |
2,150 |
2,133 |
145 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,050 |
2,100 |
2,062 |
85 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,050 |
2,050 |
2,050 |
85 |
PS0417 |
PL0000107058 |
1/2 |
1 |
2,050 |
2,050 |
2,050 |
90 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,050 |
2,100 |
2,063 |
130 |
PS0414 |
PL0000105433 |
0/2 |
2 |
2,100 |
2,100 |
2,100 |
20 |
PS0416 |
PL0000106340 |
0/2 |
2 |
2,100 |
2,100 |
2,100 |
40 |
OK0116 |
PL0000107587 |
1/8 |
7 |
2,050 |
2,050 |
2,050 |
15 |
TOTAL |
830 |